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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
BBG
1751
DELISTED
Bill Barrett Corp
BBG
$3.57M 0.01%
784,775
+88,980
+13% +$518K
BRKL
1752
DELISTED
Brookline Bancorp
BRKL
$3.57M 0.01%
228,111
+7,375
+3% +$116K
MTGE
1753
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$3.57M 0.01%
212,866
-3,455
-2% -$56.5K
ROG icon
1754
Rogers Corp
ROG
$2.31B
$3.55M 0.01%
41,368
+10,264
+33% +$839K
HELE icon
1755
Helen of Troy
HELE
$658M
$3.55M 0.01%
37,644
+2,013
+6% +$190K
ICFI icon
1756
ICF International
ICFI
$1.45B
$3.54M 0.01%
85,842
-33,877
-28% -$1.64M
HOPE icon
1757
Hope Bancorp
HOPE
$1.77B
$3.54M 0.01%
184,740
+6,478
+4% +$136K
BB icon
1758
BlackBerry
BB
$4.93B
$3.54M 0.01%
456,831
+130,512
+40% +$929K
CCS icon
1759
Century Communities
CCS
$2.03B
$3.53M 0.01%
139,016
+17,165
+14% +$397K
BRFS
1760
DELISTED
BRF SA
BRFS
$3.53M 0.01%
288,045
+38,612
+15% +$519K
CAL icon
1761
Caleres
CAL
$420M
$3.53M 0.01%
133,522
+5,078
+4% +$153K
LULU icon
1762
lululemon athletica
LULU
$13.4B
$3.52M 0.01%
67,964
+21,921
+48% +$1.44M
CDR
1763
DELISTED
Cedar Realty Trust, Inc
CDR
$3.52M 0.01%
106,215
+5,064
+5% +$194K
PBA icon
1764
Pembina Pipeline
PBA
$29B
$3.52M 0.01%
110,894
+25,760
+30% +$819K
ESLT icon
1765
Elbit Systems
ESLT
$38.1B
$3.49M 0.01%
30,703
+14,236
+86% +$1.61M
VCRA
1766
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$3.48M 0.01%
140,096
-713
-0.5% -$15.1K
BKD icon
1767
Brookdale Senior Living
BKD
$3.69B
$3.47M 0.01%
258,342
+83,072
+47% +$1.17M
MIK
1768
DELISTED
Michaels Stores, Inc
MIK
$3.46M 0.01%
154,511
+54,903
+55% +$1.15M
AAT
1769
American Assets Trust
AAT
$1.49B
$3.46M 0.01%
82,610
+5,146
+7% +$220K
IOSP icon
1770
Innospec
IOSP
$2.11B
$3.45M 0.01%
53,320
-10,605
-17% -$710K
NHI icon
1771
National Health Investors
NHI
$3.84B
$3.45M 0.01%
47,473
+1,016
+2% +$74.5K
WSTC
1772
DELISTED
West Corporation
WSTC
$3.44M 0.01%
140,700
+2,915
+2% +$71.3K
SHOO icon
1773
Steven Madden
SHOO
$3.18B
$3.43M 0.01%
133,631
-60
-0% -$1.46K
CRESY
1774
Cresud
CRESY
$823M
$3.43M 0.01%
190,637
+53,680
+39% +$879K
PDCE
1775
DELISTED
PDC Energy, Inc.
PDCE
$3.43M 0.01%
54,956
-24,047
-30% -$1.69M
69 70
71
72 73

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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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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.