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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
DO
1301
DELISTED
Diamond Offshore Drilling
DO
$6.53M 0.01%
390,563
-81,810
-17% -$1.39M
TEN
1302
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$6.5M 0.01%
104,157
-25,934
-20% -$1.7M
QUAD icon
1303
Quad
QUAD
$434M
$6.48M 0.01%
256,572
-1,398
-0.5% -$35.8K
WDAY icon
1304
Workday
WDAY
$39.4B
$6.47M 0.01%
77,660
+11,879
+18% +$986K
VSM
1305
DELISTED
Versum Materials, Inc.
VSM
$6.46M 0.01%
211,185
+9,010
+4% +$263K
ENS icon
1306
EnerSys
ENS
$6.69B
$6.45M 0.01%
81,671
+4,521
+6% +$353K
RSPP
1307
DELISTED
RSP Permian, Inc.
RSPP
$6.43M 0.01%
155,288
+55,865
+56% +$2.32M
WMS icon
1308
Advanced Drainage Systems
WMS
$11.1B
$6.41M 0.01%
292,475
+271,329
+1,283% +$6.16M
IVR icon
1309
Invesco Mortgage Capital
IVR
$769M
$6.38M 0.01%
41,408
+10,832
+35% +$1.64M
AUO
1310
DELISTED
AU Optronics Corp
AUO
$6.38M 0.01%
1,670,965
+475,129
+40% +$1.87M
JJSF icon
1311
J&J Snack Foods
JJSF
$1.49B
$6.37M 0.01%
46,992
+11,359
+32% +$1.5M
CHMT
1312
DELISTED
Chemtura Corporation
CHMT
$6.37M 0.01%
190,691
-21,254
-10% -$705K
MSEX icon
1313
Middlesex Water
MSEX
$1.08B
$6.37M 0.01%
172,266
+121,279
+238% +$4.53M
WPX
1314
DELISTED
WPX Energy, Inc.
WPX
$6.36M 0.01%
475,232
-233,053
-33% -$3.11M
KLXI
1315
DELISTED
KLX Inc.
KLXI
$6.36M 0.01%
168,737
-20,729
-11% -$837K
TPC
1316
Tutor Perini Cor
TPC
$4.31B
$6.36M 0.01%
199,838
-23,136
-10% -$687K
FR icon
1317
First Industrial Realty Trust
FR
$8.77B
$6.35M 0.01%
238,430
-3,966
-2% -$106K
HI
1318
DELISTED
Hillenbrand
HI
$6.34M 0.01%
176,925
+5,693
+3% +$210K
COHR icon
1319
Coherent
COHR
$47.6B
$6.33M 0.01%
175,546
+22,204
+14% +$784K
MBT
1320
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$6.32M 0.01%
573,364
+176,945
+45% +$1.84M
CVG
1321
DELISTED
Convergys
CVG
$6.3M 0.01%
297,822
+813
+0.3% +$19.1K
DCH
1322
Dauch Corp
DCH
$1.33B
$6.3M 0.01%
335,236
-8,219
-2% -$164K
WOLF icon
1323
Wolfspeed
WOLF
$1.14B
$6.29M 0.01%
235,505
+69,520
+42% +$1.89M
NAV
1324
DELISTED
Navistar International
NAV
$6.29M 0.01%
255,531
-17,607
-6% -$484K
CCOI icon
1325
Cogent Communications
CCOI
$649M
$6.29M 0.01%
146,097
+962
+0.7% +$40.1K
51 52
53
54 55

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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.