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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.94%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$65.5B
AUM Growth
-$6.37B
Cap. Flow
-$9.97B
Cap. Flow %
-15.23%
Top 10 Hldgs %
14.15%
Holding
3,929
New
153
Increased
2,078
Reduced
1,512
Closed
156

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$259M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$111M
3
ENB icon
Enbridge
ENB
+$48.8M
4
VO icon
Vanguard Mid-Cap ETF
VO
+$39.4M
5
PM icon
Philip Morris
PM
+$39.3M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$256M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$253M
3
JPM icon
JPMorgan Chase
JPM
+$226M
4
JNJ icon
Johnson & Johnson
JNJ
+$206M
5
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$176M

Sector Composition

Rank Sector Weight
1 Financials 13.74%
2 Technology 12.49%
3 Healthcare 10.51%
4 Industrials 9.39%
5 Consumer Discretionary 7.69%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CTB
1051
DELISTED
Cooper Tire & Rubber Co.
CTB
$9.1M 0.01%
205,220
+22,904
+13% +$898K
CALD
1052
DELISTED
Callidus Software, Inc.
CALD
$9.1M 0.01%
426,173
+40,496
+10% +$778K
MD icon
1053
Pediatrix Medical
MD
$2.2B
$9.1M 0.01%
131,083
+17,989
+16% +$1.25M
PDM
1054
Piedmont Realty Trust
PDM
$1.26B
$9.1M 0.01%
425,402
-24,387
-5% -$528K
IHG icon
1055
InterContinental Hotels
IHG
$24B
$9.09M 0.01%
168,901
+25,935
+18% +$1.34M
KMPR icon
1056
Kemper
KMPR
$1.8B
$9.08M 0.01%
227,623
+927
+0.4% +$39.6K
NGVT icon
1057
Ingevity
NGVT
$2.5B
$9.07M 0.01%
149,139
-982
-0.7% -$55.5K
FANG icon
1058
Diamondback Energy
FANG
$56B
$9.07M 0.01%
87,494
+8,916
+11% +$920K
MTZ icon
1059
MasTec
MTZ
$23.2B
$9.07M 0.01%
226,576
-31,695
-12% -$1.21M
THC icon
1060
Tenet Healthcare
THC
$22.3B
$9.07M 0.01%
511,986
+56,244
+12% +$1.04M
TIME
1061
DELISTED
Time Inc.
TIME
$9.06M 0.01%
468,429
+75,823
+19% +$1.44M
AWR icon
1062
American States Water
AWR
$3.44B
$9.06M 0.01%
204,526
+121,560
+147% +$5.32M
NWG icon
1063
NatWest
NWG
$70.7B
$9.03M 0.01%
1,381,415
+297,625
+27% +$1.87M
CVA
1064
DELISTED
Covanta Holding Corporation
CVA
$9.02M 0.01%
574,449
+40,446
+8% +$635K
DRH icon
1065
Diamondrock Hospitality Co
DRH
$2.7B
$9.01M 0.01%
808,150
+64,435
+9% +$723K
INFO
1066
DELISTED
IHS Markit Ltd. Common Shares
INFO
$9M 0.01%
214,566
+107,788
+101% +$4.26M
VREX icon
1067
Varex Imaging
VREX
$470M
$8.98M 0.01%
+267,345
New +$8.46M
FTI icon
1068
TechnipFMC
FTI
$29B
$8.98M 0.01%
371,429
-256,880
-41% -$6.34M
RITM icon
1069
Rithm Capital
RITM
$5.61B
$8.96M 0.01%
527,399
-44,495
-8% -$728K
ESL
1070
DELISTED
Esterline Technologies
ESL
$8.96M 0.01%
104,067
+53,618
+106% +$4.7M
AEIS icon
1071
Advanced Energy
AEIS
$10.5B
$8.93M 0.01%
130,206
+436
+0.3% +$26.9K
NSIT icon
1072
Insight Enterprises
NSIT
$3.92B
$8.92M 0.01%
217,034
-5,501
-2% -$225K
HAWK
1073
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$8.92M 0.01%
219,635
+57,448
+35% +$2.13M
FCFS icon
1074
FirstCash
FCFS
$8.84B
$8.91M 0.01%
181,221
+12,501
+7% +$556K
CRL icon
1075
Charles River Laboratories
CRL
$11.5B
$8.9M 0.01%
98,958
-13,662
-12% -$1.16M
41 42
43
44 45

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q1 2017 Portfolio in Review

As of Q1 2017, Parametric Portfolio Associates held 3,929 positions worth $65.5B, down 8.9% from $71.8B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates withdrew a net $9.97B in Q1 2017, closing 156 positions and reducing 1,512 holdings. Its most notable exit was Spectra Energy Corp Wi, an estimated $62.4M position sold in full.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Parametric Portfolio Associates opened a new position in Vanguard Mid-Cap ETF worth $39.9M.

  • Parametric Portfolio Associates's largest Q1 2017 buy was Vanguard Mid-Cap ETF: 1,147,252 shares worth $39.9M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q1 2017, an estimated $259M increase.
  • Parametric Portfolio Associates's biggest Q1 2017 reduction was Microsoft, cutting an estimated $256M.
  • Parametric Portfolio Associates fully exited Spectra Energy Corp Wi in Q1 2017, selling an estimated $62.4M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $65.5B portfolio in Q1 2017.
  • Parametric Portfolio Associates opened 153 new positions and closed 156 in Q1 2017.
  • Parametric Portfolio Associates's portfolio value fell 8.9% quarter-over-quarter to $65.5B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2017, filed 8 May 2017.