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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
MTOR
1201
DELISTED
MERITOR, Inc.
MTOR
$7.43M 0.01%
433,948
+10,013
+2% +$155K
MDCO
1202
DELISTED
Medicines Co
MDCO
$7.43M 0.01%
151,934
+34,407
+29% +$1.57M
OGS icon
1203
ONE Gas
OGS
$5.06B
$7.43M 0.01%
109,880
-13,773
-11% -$893K
RRD
1204
DELISTED
RR Donnelley & Sons Co.
RRD
$7.42M 0.01%
612,401
+162,052
+36% +$2.59M
ANF icon
1205
Abercrombie & Fitch
ANF
$4.58B
$7.41M 0.01%
621,085
+96,128
+18% +$1.14M
RRX icon
1206
Regal Rexnord
RRX
$13.5B
$7.41M 0.01%
97,949
-1,721
-2% -$127K
GGAL icon
1207
Galicia Financial Group
GGAL
$7.9B
$7.4M 0.01%
195,452
+5,355
+3% +$180K
SCO
1208
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$7.39M 0.01%
1,933,056
+211,112
+12% +$808K
MWA icon
1209
Mueller Water Products
MWA
$4.05B
$7.37M 0.01%
623,250
+498,524
+400% +$6.33M
BFAM icon
1210
Bright Horizons
BFAM
$4.24B
$7.36M 0.01%
101,542
-17,214
-14% -$1.21M
RDY icon
1211
Dr. Reddy's Laboratories
RDY
$9.77B
$7.33M 0.01%
913,465
+119,670
+15% +$1.03M
AHL
1212
DELISTED
ASPEN Insurance Holding Limited
AHL
$7.33M 0.01%
140,779
+11,304
+9% +$627K
HA
1213
DELISTED
Hawaiian Holdings, Inc.
HA
$7.32M 0.01%
157,573
-26,902
-15% -$1.38M
UMC icon
1214
United Microelectronic
UMC
$43.6B
$7.31M 0.01%
3,789,423
+1,726,358
+84% +$3.28M
VMW
1215
DELISTED
VMware, Inc
VMW
$7.31M 0.01%
79,362
+16,726
+27% +$1.47M
DORM icon
1216
Dorman Products
DORM
$4.28B
$7.31M 0.01%
89,015
+2,851
+3% +$212K
WPG
1217
DELISTED
Washington Prime Group Inc.
WPG
$7.3M 0.01%
93,347
+36,971
+66% +$3.1M
MOH icon
1218
Molina Healthcare
MOH
$10.5B
$7.3M 0.01%
160,005
-40,870
-20% -$2.14M
MDC
1219
DELISTED
M.D.C. Holdings, Inc.
MDC
$7.3M 0.01%
305,851
+31,425
+11% +$708K
FNF icon
1220
Fidelity National Financial
FNF
$14.6B
$7.29M 0.01%
269,459
+28,745
+12% +$731K
BLD
1221
DELISTED
TopBuild
BLD
$7.28M 0.01%
154,929
+4,817
+3% +$196K
FNSR
1222
DELISTED
Finisar Corp
FNSR
$7.26M 0.01%
265,544
+110,546
+71% +$3.39M
EHC icon
1223
Encompass Health
EHC
$11.5B
$7.24M 0.01%
212,649
-11,122
-5% -$365K
GFI icon
1224
Gold Fields
GFI
$29.2B
$7.24M 0.01%
2,051,201
+45,738
+2% +$155K
AMH icon
1225
American Homes 4 Rent
AMH
$12.2B
$7.21M 0.01%
313,980
+10,165
+3% +$227K
47 48
49
50 51

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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.