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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
WW
1326
DELISTED
WW International
WW
$6.27M 0.01%
402,777
-69,054
-15% -$950K
BLMN icon
1327
Bloomin' Brands
BLMN
$736M
$6.27M 0.01%
317,690
+14,179
+5% +$252K
MSA icon
1328
Mine Safety
MSA
$6.94B
$6.26M 0.01%
88,631
+10,233
+13% +$715K
SLAB icon
1329
Silicon Laboratories
SLAB
$7.17B
$6.25M 0.01%
84,997
+1,353
+2% +$94.6K
MNDT
1330
DELISTED
Mandiant, Inc. Common Stock
MNDT
$6.24M 0.01%
495,094
-19,644
-4% -$234K
TRCO
1331
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$6.22M 0.01%
166,834
+10,213
+7% +$346K
NUS icon
1332
Nu Skin
NUS
$255M
$6.19M 0.01%
111,410
-5,282
-5% -$272K
UFPI icon
1333
UFP Industries
UFPI
$5.14B
$6.18M 0.01%
188,232
+4,032
+2% +$135K
CXP
1334
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$6.18M 0.01%
277,792
-1,547
-0.6% -$34.5K
CNA icon
1335
CNA Financial
CNA
$15B
$6.17M 0.01%
139,584
+39,095
+39% +$1.66M
ANAT
1336
DELISTED
American National Group, Inc. Common Stock
ANAT
$6.16M 0.01%
52,200
+3,135
+6% +$374K
RGLD icon
1337
Royal Gold
RGLD
$16.6B
$6.16M 0.01%
87,939
-3,461
-4% -$235K
OHI icon
1338
Omega Healthcare
OHI
$15.4B
$6.15M 0.01%
186,324
+6,493
+4% +$209K
LSXMA
1339
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.13M 0.01%
217,838
-70,752
-25% -$1.91M
LPT
1340
DELISTED
Liberty Property Trust
LPT
$6.11M 0.01%
158,506
-6,365
-4% -$249K
PLXS icon
1341
Plexus
PLXS
$6.69B
$6.11M 0.01%
105,698
+8,761
+9% +$488K
ACIW icon
1342
ACI Worldwide
ACIW
$6.1B
$6.09M 0.01%
284,634
+60,394
+27% +$1.23M
AU icon
1343
AngloGold Ashanti
AU
$39.9B
$6.08M 0.01%
564,051
-65,547
-10% -$766K
ASHR icon
1344
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.53B
$6.07M 0.01%
241,600
-746,900
-76% -$18.6M
BCO icon
1345
Brink's
BCO
$4.87B
$6.06M 0.01%
113,413
-8,360
-7% -$407K
AEO icon
1346
American Eagle Outfitters
AEO
$3.04B
$6.06M 0.01%
432,024
-128,164
-23% -$1.9M
SUI icon
1347
Sun Communities
SUI
$15.3B
$6.05M 0.01%
75,352
+4,614
+7% +$368K
MBI icon
1348
MBIA
MBI
$278M
$6.05M 0.01%
714,510
+139,455
+24% +$1.4M
GPT
1349
DELISTED
Gramercy Property Trust
GPT
$6.05M 0.01%
229,896
-2,137
-0.9% -$57.4K
HLT icon
1350
Hilton Worldwide
HLT
$73.4B
$6.04M 0.01%
103,390
+11,773
+13% +$684K
52 53
54
55 56

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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.