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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
SBH icon
1101
Sally Beauty Holdings
SBH
$1.48B
$8.59M 0.01%
420,219
-75,499
-15% -$1.73M
S
1102
DELISTED
Sprint Corporation
S
$8.59M 0.01%
989,418
+228,456
+30% +$2M
LSXMK
1103
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$8.59M 0.01%
290,686
+53,387
+22% +$1.51M
TFSL icon
1104
TFS Financial
TFSL
$5.18B
$8.56M 0.01%
514,844
-20,223
-4% -$354K
LPL icon
1105
LG Display
LPL
$2.93B
$8.53M 0.01%
626,003
+153,260
+32% +$1.97M
CLH icon
1106
Clean Harbors
CLH
$16B
$8.51M 0.01%
153,051
+27,762
+22% +$1.54M
GLPI icon
1107
Gaming and Leisure Properties
GLPI
$13B
$8.51M 0.01%
254,596
+22,019
+9% +$695K
SPXC icon
1108
SPX Corp
SPXC
$10.2B
$8.5M 0.01%
350,566
-37,793
-10% -$936K
HWC icon
1109
Hancock Whitney
HWC
$6.19B
$8.48M 0.01%
186,192
+10,543
+6% +$481K
WDR
1110
DELISTED
Waddell & Reed Financial, Inc.
WDR
$8.46M 0.01%
497,809
+125,179
+34% +$2.29M
AMTD
1111
DELISTED
TD Ameritrade Holding Corp
AMTD
$8.45M 0.01%
217,528
-2,129
-1% -$90.7K
ARGO
1112
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$8.43M 0.01%
143,035
+28,426
+25% +$1.63M
AGRO icon
1113
Adecoagro
AGRO
$1.45B
$8.43M 0.01%
735,504
+23,466
+3% +$276K
DCI icon
1114
Donaldson
DCI
$11.1B
$8.42M 0.01%
184,902
+12,278
+7% +$531K
CPF icon
1115
Central Pacific Financial
CPF
$1.02B
$8.41M 0.01%
275,242
+1,972
+0.7% +$61.2K
CPT icon
1116
Camden Property Trust
CPT
$11.4B
$8.39M 0.01%
104,315
+7,138
+7% +$587K
TDS icon
1117
Telephone and Data Systems
TDS
$3.87B
$8.38M 0.01%
316,012
-67,892
-18% -$1.94M
VISN
1118
Vistance Networks Inc
VISN
$2.67B
$8.35M 0.01%
200,220
+68,307
+52% +$2.63M
IPGP icon
1119
IPG Photonics
IPGP
$3.57B
$8.34M 0.01%
69,100
-4,584
-6% -$519K
PB icon
1120
Prosperity Bancshares
PB
$8.82B
$8.32M 0.01%
119,409
+10,779
+10% +$783K
IDTI
1121
DELISTED
Integrated Device Technology I
IDTI
$8.32M 0.01%
351,583
+173,644
+98% +$4.26M
CRC
1122
DELISTED
California Resources Corporation
CRC
$8.32M 0.01%
553,063
-173,820
-24% -$3.19M
DCT
1123
DELISTED
DCT Industrial Trust Inc.
DCT
$8.31M 0.01%
172,762
+7,003
+4% +$330K
MBLY
1124
DELISTED
Mobileye N.V.
MBLY
$8.31M 0.01%
135,356
+28,149
+26% +$1.35M
CBI
1125
DELISTED
Chicago Bridge & Iron Nv
CBI
$8.28M 0.01%
269,372
+10,228
+4% +$330K
43 44
45
46 47

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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.