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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
QEP
1801
DELISTED
QEP RESOURCES, INC.
QEP
$3.28M 0.01%
257,919
+15,801
+7% +$249K
GRA
1802
DELISTED
W.R. Grace & Co.
GRA
$3.28M 0.01%
47,008
+10,903
+30% +$765K
GFF icon
1803
Griffon
GFF
$4.28B
$3.28M 0.01%
132,916
+268
+0.2% +$6.68K
HR
1804
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.27M 0.01%
100,674
+17,421
+21% +$539K
SXC icon
1805
SunCoke Energy
SXC
$765M
$3.27M 0.01%
364,936
-127,888
-26% -$1.25M
BMA icon
1806
Banco Macro
BMA
$5.89B
$3.27M 0.01%
37,708
+266
+0.7% +$21.1K
PRAA icon
1807
PRA Group
PRAA
$683M
$3.27M 0.01%
98,625
+14,621
+17% +$549K
STGW icon
1808
Stagwell
STGW
$1.92B
$3.27M 0.01%
347,424
-152,107
-30% -$1.2M
BGC
1809
DELISTED
General Cable Corporation
BGC
$3.25M 0.01%
181,313
+3,472
+2% +$62.3K
BRS
1810
DELISTED
Bristow Group, Inc.
BRS
$3.25M 0.01%
213,911
-931
-0.4% -$15.7K
TRST
1811
Trustco Bank Corp NY
TRST
$978M
$3.25M 0.01%
82,784
+22,262
+37% +$920K
IMO icon
1812
Imperial Oil
IMO
$60.8B
$3.25M 0.01%
106,485
+4,252
+4% +$137K
LTC
1813
LTC Properties
LTC
$2.15B
$3.25M 0.01%
67,776
+4,616
+7% +$216K
VVV icon
1814
Valvoline
VVV
$5.05B
$3.24M 0.01%
132,047
+29,723
+29% +$680K
EZPW icon
1815
Ezcorp Inc
EZPW
$1.87B
$3.24M ﹤0.01%
397,243
+87,045
+28% +$798K
DBI icon
1816
Designer Brands
DBI
$298M
$3.24M ﹤0.01%
156,493
-20,609
-12% -$428K
SRPT icon
1817
Sarepta Therapeutics
SRPT
$1.68B
$3.23M ﹤0.01%
109,034
+4,785
+5% +$148K
FNFV
1818
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$3.23M ﹤0.01%
243,459
-10,917
-4% -$137K
AGM icon
1819
Federal Agricultural Mortgage
AGM
$2.27B
$3.22M ﹤0.01%
55,991
+5,535
+11% +$320K
MATV icon
1820
Mativ Holdings
MATV
$455M
$3.22M ﹤0.01%
77,822
-18,625
-19% -$805K
MMSI icon
1821
Merit Medical Systems
MMSI
$4.54B
$3.22M ﹤0.01%
111,339
+4,201
+4% +$118K
WWD icon
1822
Woodward
WWD
$25B
$3.2M ﹤0.01%
47,152
+26,635
+130% +$1.84M
STAG icon
1823
STAG Industrial
STAG
$7.77B
$3.2M ﹤0.01%
127,964
+43,936
+52% +$1.07M
CAA
1824
DELISTED
CalAtlantic Group, Inc.
CAA
$3.19M ﹤0.01%
85,287
+28,559
+50% +$1.01M
OXM icon
1825
Oxford Industries
OXM
$602M
$3.19M ﹤0.01%
55,760
+3,243
+6% +$179K
71 72
73
74 75

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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.