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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
HIW icon
976
Highwoods Properties
HIW
$3.88B
$10.3M 0.02%
208,774
-6,930
-3% -$353K
BERY
977
DELISTED
Berry Global Group, Inc.
BERY
$10.3M 0.02%
229,949
-88,228
-28% -$4.06M
AWI icon
978
Armstrong World Industries
AWI
$7.31B
$10.3M 0.02%
222,635
-29,917
-12% -$1.27M
DISCK
979
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$10.3M 0.02%
362,102
-225,394
-38% -$6.17M
FLG
980
Flagstar Bank National Association
FLG
$5.88B
$10.2M 0.02%
243,437
+34,628
+17% +$1.56M
ADNT icon
981
Adient
ADNT
$1.69B
$10.2M 0.02%
140,372
+13,027
+10% +$856K
CWT icon
982
California Water Service
CWT
$3.09B
$10.2M 0.02%
284,250
+146,902
+107% +$5.09M
CPL
983
DELISTED
CPFL Energia S.A.
CPL
$10.2M 0.02%
619,425
-44,440
-7% -$720K
FELE icon
984
Franklin Electric
FELE
$4.66B
$10.1M 0.02%
235,559
+91,790
+64% +$3.75M
PRAH
985
DELISTED
PRA Health Sciences, Inc.
PRAH
$10.1M 0.02%
155,296
+76,851
+98% +$4.53M
TGI
986
DELISTED
Triumph Group
TGI
$10.1M 0.02%
393,354
-4,538
-1% -$119K
ITRI icon
987
Itron
ITRI
$4.53B
$10.1M 0.02%
166,814
+71,980
+76% +$4.47M
SLGN icon
988
Silgan Holdings
SLGN
$4.49B
$10.1M 0.02%
339,190
+88,342
+35% +$2.59M
DISH
989
DELISTED
DISH Network Corp.
DISH
$10M 0.02%
158,228
+3,388
+2% +$209K
CBL
990
DELISTED
CBL& Associates Properties, Inc.
CBL
$9.98M 0.02%
1,046,424
+305,228
+41% +$3.13M
WR
991
DELISTED
Westar Energy Inc
WR
$9.96M 0.02%
183,620
-20,422
-10% -$1.11M
HE icon
992
Hawaiian Electric Industries
HE
$2.26B
$9.96M 0.02%
298,877
+45,865
+18% +$1.52M
PUB
993
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$9.94M 0.02%
569,379
+72,870
+15% +$1.27M
AVP
994
DELISTED
Avon Products, Inc.
AVP
$9.93M 0.02%
2,257,750
-240,368
-10% -$1.2M
BRSL
995
Brightstar Lottery PLC
BRSL
$1.89B
$9.92M 0.02%
418,488
+1,333
+0.3% +$34.7K
GEO icon
996
The GEO Group
GEO
$4.05B
$9.9M 0.02%
320,366
+24,441
+8% +$703K
PII icon
997
Polaris
PII
$3.78B
$9.83M 0.02%
117,291
+17,722
+18% +$1.53M
CIM
998
Chimera Investment
CIM
$1.06B
$9.79M 0.02%
161,794
-15,963
-9% -$889K
TS icon
999
Tenaris
TS
$28.2B
$9.79M 0.02%
286,864
+6,197
+2% +$211K
WTRG icon
1000
Essential Utilities
WTRG
$11.5B
$9.79M 0.02%
304,542
+98,868
+48% +$3.04M
38 39
40
41 42

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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.