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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
TXRH icon
1476
Texas Roadhouse
TXRH
$13.4B
$5.18M 0.01%
116,442
-74,286
-39% -$3.34M
HT
1477
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$5.18M 0.01%
275,571
+42,840
+18% +$859K
FOSL icon
1478
Fossil Group
FOSL
$257M
$5.17M 0.01%
296,539
-32,259
-10% -$684K
AN icon
1479
AutoNation
AN
$7.32B
$5.17M 0.01%
122,286
-26,915
-18% -$1.29M
RLI icon
1480
RLI Corp
RLI
$5.94B
$5.17M 0.01%
172,310
+37,756
+28% +$1.12M
LEXEA
1481
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$5.17M 0.01%
113,657
+32,174
+39% +$1.41M
MSGS icon
1482
Madison Square Garden
MSGS
$9.65B
$5.14M 0.01%
36,121
-12,076
-25% -$1.57M
VEEV icon
1483
Veeva Systems
VEEV
$32.6B
$5.14M 0.01%
100,283
+25,372
+34% +$1.14M
WABC icon
1484
Westamerica Bancorp
WABC
$1.4B
$5.14M 0.01%
91,988
+2,665
+3% +$153K
CCMP
1485
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$5.12M 0.01%
66,888
+449
+0.7% +$30.8K
DK icon
1486
Delek US
DK
$3.9B
$5.12M 0.01%
211,005
+50,658
+32% +$1.2M
PHI icon
1487
PLDT
PHI
$4.33B
$5.11M 0.01%
158,785
+87,663
+123% +$2.62M
SEO
1488
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$5.1M 0.01%
431,814
+38,635
+10% +$457K
ILG
1489
DELISTED
ILG, Inc Common Stock
ILG
$5.1M 0.01%
243,401
+8,696
+4% +$164K
CCC
1490
DELISTED
Calgon Carbon Corp
CCC
$5.1M 0.01%
349,277
+278,907
+396% +$4.28M
KRC icon
1491
Kilroy Realty
KRC
$4.46B
$5.09M 0.01%
70,667
-6,687
-9% -$495K
TTMI icon
1492
TTM Technologies
TTMI
$11.3B
$5.09M 0.01%
315,401
+1,024
+0.3% +$15.9K
YORW icon
1493
York Water
YORW
$516M
$5.08M 0.01%
145,019
+120,112
+482% +$4.26M
HTZ
1494
DELISTED
Hertz Global Holdings, Inc.
HTZ
$5.08M 0.01%
333,496
+188,051
+129% +$3.41M
SPTN
1495
DELISTED
SpartanNash
SPTN
$5.06M 0.01%
144,664
-4,655
-3% -$171K
DAI
1496
DELISTED
DAIMLER AG
DAI
$5.06M 0.01%
68,289
+3,242
+5% +$240K
ANW
1497
DELISTED
Aegean Marine Petroleum Network
ANW
$5.06M 0.01%
419,721
+25,702
+7% +$280K
LVNTA
1498
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$5.06M 0.01%
113,706
-60,512
-35% -$2.59M
SEM
1499
DELISTED
Select Medical
SEM
$5.06M 0.01%
703,066
+45,199
+7% +$328K
URBN icon
1500
Urban Outfitters
URBN
$6.4B
$5.06M 0.01%
212,839
-39,250
-16% -$1.02M
58 59
60
61 62

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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.