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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
TVTY
1951
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.64M ﹤0.01%
90,721
+16,476
+22% +$435K
FNV icon
1952
Franco-Nevada
FNV
$41.4B
$2.64M ﹤0.01%
40,285
+14,894
+59% +$960K
KELYA icon
1953
Kelly Services Class A
KELYA
$545M
$2.64M ﹤0.01%
120,694
+5,749
+5% +$126K
CTBI icon
1954
Community Trust Bancorp
CTBI
$1.39B
$2.63M ﹤0.01%
57,584
+8,219
+17% +$382K
DFIN icon
1955
Donnelley Financial Solutions
DFIN
$1.26B
$2.63M ﹤0.01%
136,561
+14,136
+12% +$319K
AHRT
1956
AH Realty Trust
AHRT
$536M
$2.63M ﹤0.01%
189,371
+1,392
+0.7% +$19.4K
VET icon
1957
Vermilion Energy
VET
$1.62B
$2.63M ﹤0.01%
70,013
+9,407
+16% +$372K
SUP
1958
DELISTED
Superior Industries International
SUP
$2.62M ﹤0.01%
103,495
+11,673
+13% +$287K
SOHU
1959
Sohu.com
SOHU
$345M
$2.61M ﹤0.01%
66,374
+8,637
+15% +$346K
CATM
1960
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.61M ﹤0.01%
55,776
-31,695
-36% -$1.56M
TRTN
1961
DELISTED
Triton International Limited
TRTN
$2.6M ﹤0.01%
100,769
-59,397
-37% -$1.38M
PEI
1962
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.59M ﹤0.01%
11,418
+1,702
+18% +$430K
BEAT
1963
DELISTED
BioTelemetry, Inc.
BEAT
$2.59M ﹤0.01%
89,484
+23,312
+35% +$577K
KNL
1964
DELISTED
Knoll, Inc.
KNL
$2.59M ﹤0.01%
108,754
-6,694
-6% -$166K
MORE
1965
DELISTED
Monogram Residential Trust, Inc.
MORE
$2.59M ﹤0.01%
259,422
+36,525
+16% +$373K
NE
1966
DELISTED
Noble Corporation
NE
$2.58M ﹤0.01%
417,057
+146,847
+54% +$988K
WERN icon
1967
Werner Enterprises
WERN
$2.42B
$2.58M ﹤0.01%
98,390
+873
+0.9% +$23.8K
CHU
1968
DELISTED
China Unicom (HONG KONG) Limited
CHU
$2.58M ﹤0.01%
191,169
+62,000
+48% +$757K
FRP
1969
DELISTED
Fairpoint Communications, Inc.
FRP
$2.57M ﹤0.01%
154,923
+46,593
+43% +$818K
SABR icon
1970
Sabre
SABR
$704M
$2.55M ﹤0.01%
120,548
+37,876
+46% +$867K
MITT
1971
TPG Mortgage Investment Trust
MITT
$233M
$2.54M ﹤0.01%
46,921
+229
+0.5% +$12.1K
PGRE
1972
DELISTED
Paramount Group
PGRE
$2.54M ﹤0.01%
156,775
+46,682
+42% +$777K
VSTO
1973
DELISTED
Vista Outdoor Inc.
VSTO
$2.54M ﹤0.01%
123,264
+30,277
+33% +$749K
TOWR
1974
DELISTED
Tower International, Inc.
TOWR
$2.54M ﹤0.01%
93,628
-476
-0.5% -$12.9K
KATE
1975
DELISTED
Kate Spade & Company
KATE
$2.52M ﹤0.01%
108,648
+45,069
+71% +$943K
77 78
79
80 81

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MCM
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PSUF
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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.