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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
PBF icon
601
PBF Energy
PBF
$7.49B
$19.3M 0.03%
868,486
-412,763
-32% -$9.68M
STWD icon
602
Starwood Property Trust
STWD
$6.12B
$19.2M 0.03%
852,429
+21,833
+3% +$493K
AES icon
603
AES
AES
$10.6B
$19.2M 0.03%
1,716,491
-679,147
-28% -$7.76M
TNL icon
604
Travel + Leisure Co
TNL
$4.76B
$19.2M 0.03%
504,152
-431,247
-46% -$15.8M
BBWI icon
605
Bath & Body Works
BBWI
$3.97B
$19.2M 0.03%
503,692
-1,109,888
-69% -$50M
SBS icon
606
Sabesp
SBS
$18.4B
$19.2M 0.03%
9,488,703
+641,157
+7% +$1.26M
TWO
607
Two Harbors Investment
TWO
$1.27B
$19.1M 0.03%
248,634
-24,472
-9% -$1.79M
PPLI
608
People Inc
PPLI
$3.12B
$19.1M 0.03%
1,447,666
+128,336
+10% +$1.67M
CBRE icon
609
CBRE Group
CBRE
$43.3B
$19M 0.03%
546,857
-305,004
-36% -$10.2M
QGEN icon
610
Qiagen
QGEN
$8.62B
$18.9M 0.03%
614,714
+45,999
+8% +$1.42M
BMRN icon
611
BioMarin Pharmaceuticals
BMRN
$11.9B
$18.8M 0.03%
214,448
+45,955
+27% +$4.09M
CHK
612
DELISTED
Chesapeake Energy Corporation
CHK
$18.7M 0.03%
15,773
-16,350
-51% -$19.9M
VSH icon
613
Vishay Intertechnology
VSH
$4.6B
$18.7M 0.03%
1,138,613
-98,674
-8% -$1.61M
MDY icon
614
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$18.7M 0.03%
59,912
+1,177
+2% +$365K
FUJI
615
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$18.7M 0.03%
477,711
+111,779
+31% +$4.38M
OI icon
616
O-I Glass
OI
$1.18B
$18.7M 0.03%
916,793
+23,810
+3% +$466K
FRC
617
DELISTED
First Republic Bank
FRC
$18.6M 0.03%
198,742
+49,171
+33% +$4.63M
GAP
618
The Gap Inc
GAP
$7.3B
$18.6M 0.03%
766,719
-397,818
-34% -$9.5M
Y
619
DELISTED
Alleghany Corp
Y
$18.6M 0.03%
30,224
+3,233
+12% +$2.02M
CIT
620
DELISTED
CIT Group Inc.
CIT
$18.5M 0.03%
431,958
+33,508
+8% +$1.42M
ALGN icon
621
Align Technology
ALGN
$12.9B
$18.5M 0.03%
161,407
+13,768
+9% +$1.39M
BWXT icon
622
BWX Technologies
BWXT
$14.4B
$18.4M 0.03%
385,708
-36,969
-9% -$1.61M
STLA icon
623
Stellantis
STLA
$17.4B
$18.3M 0.03%
1,683,953
+172,735
+11% +$1.86M
MFA
624
MFA Financial
MFA
$932M
$18.3M 0.03%
566,066
+13,276
+2% +$423K
CHT icon
625
Chunghwa Telecom
CHT
$33.5B
$18.2M 0.03%
536,830
+198,762
+59% +$6.52M
23 24
25
26 27

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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.