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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
MANH icon
901
Manhattan Associates
MANH
$12.1B
$11.5M 0.02%
220,334
+27,184
+14% +$1.37M
VMI icon
902
Valmont Industries
VMI
$8.86B
$11.5M 0.02%
73,714
+47,688
+183% +$7.04M
WBD icon
903
Warner Bros
WBD
$64.3B
$11.4M 0.02%
392,601
+26,056
+7% +$731K
HOUS
904
DELISTED
Anywhere Real Estate
HOUS
$11.4M 0.02%
382,819
-26,987
-7% -$734K
VCSH icon
905
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.4M 0.02%
142,969
+96
+0.1% +$7.64K
ENR icon
906
Energizer
ENR
$1.47B
$11.4M 0.02%
204,258
+44,101
+28% +$2.32M
LTM
907
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$11.4M 0.02%
897,417
-1,377
-0.2% -$14K
SNI
908
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$11.4M 0.02%
145,013
-80,102
-36% -$6.19M
FBIN icon
909
Fortune Brands Innovations
FBIN
$5.86B
$11.4M 0.02%
218,423
+12,771
+6% +$626K
EQC
910
DELISTED
Equity Commonwealth
EQC
$11.3M 0.02%
362,884
+36,394
+11% +$1.13M
STM icon
911
STMicroelectronics
STM
$43.1B
$11.3M 0.02%
732,394
+84,886
+13% +$1.18M
UMPQ
912
DELISTED
Umpqua Holdings Corp
UMPQ
$11.3M 0.02%
636,045
+241,976
+61% +$4.45M
MKSI icon
913
MKS Inc
MKSI
$17.4B
$11.3M 0.02%
163,747
-27,349
-14% -$1.8M
ICLR icon
914
Icon
ICLR
$13.7B
$11.2M 0.02%
140,801
-2,658
-2% -$218K
NDAQ icon
915
Nasdaq
NDAQ
$53.4B
$11.2M 0.02%
483,867
-156,582
-24% -$3.63M
VAC icon
916
Marriott Vacations Worldwide
VAC
$3.53B
$11.2M 0.02%
112,099
-2,691
-2% -$242K
EXR icon
917
Extra Space Storage
EXR
$32.3B
$11.2M 0.02%
150,490
+305
+0.2% +$23K
TECK icon
918
Teck Resources
TECK
$28.2B
$11.2M 0.02%
510,805
+197,898
+63% +$4.42M
PVH icon
919
PVH
PVH
$4.07B
$11.2M 0.02%
108,081
-10,506
-9% -$972K
CACI icon
920
CACI
CACI
$10.8B
$11.2M 0.02%
95,303
+6,163
+7% +$766K
CDP icon
921
COPT Defense Properties
CDP
$4.32B
$11.2M 0.02%
337,004
-183,393
-35% -$5.98M
FLEX icon
922
Flex
FLEX
$37.7B
$11.1M 0.02%
880,344
+94,861
+12% +$1.14M
MLI icon
923
Mueller Industries
MLI
$14.5B
$11.1M 0.02%
1,297,232
+711,252
+121% +$6.92M
GOLD
924
DELISTED
Randgold Resources Ltd
GOLD
$11.1M 0.02%
127,098
+44,625
+54% +$3.89M
TKR icon
925
Timken Company
TKR
$9.19B
$11.1M 0.02%
245,259
+35,383
+17% +$1.56M
35 36
37
38 39

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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.