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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
ALOG
1976
DELISTED
Analogic Corp
ALOG
$2.52M ﹤0.01%
33,198
-45,500
-58% -$3.57M
GOVT icon
1977
iShares US Treasury Bond ETF
GOVT
$43.8B
$2.52M ﹤0.01%
100,500
+46,450
+86% +$1.16M
EBF icon
1978
Ennis
EBF
$550M
$2.52M ﹤0.01%
147,938
-15,018
-9% -$250K
BND icon
1979
Vanguard Total Bond Market
BND
$158B
$2.51M ﹤0.01%
31,000
-55
-0.2% -$4.45K
HPP
1980
Hudson Pacific Properties
HPP
$794M
$2.51M ﹤0.01%
10,352
+505
+5% +$124K
ENV
1981
DELISTED
ENVESTNET, INC.
ENV
$2.51M ﹤0.01%
77,580
+41,761
+117% +$1.52M
OCLR
1982
DELISTED
Oclaro Inc.
OCLR
$2.5M ﹤0.01%
254,447
-15,214
-6% -$143K
BAK icon
1983
Braskem
BAK
$972M
$2.5M ﹤0.01%
122,590
+72,925
+147% +$1.53M
ETP
1984
DELISTED
Energy Transfer Partners L.p.
ETP
$2.49M ﹤0.01%
68,261
-688,967
-91% -$25.6M
RPXC
1985
DELISTED
RPX Corporation
RPXC
$2.48M ﹤0.01%
206,998
+2,322
+1% +$26.3K
PSA.PRS.CL
1986
DELISTED
Public Storage
PSA.PRS.CL
$2.47M ﹤0.01%
97,899
-3,574
-4% -$89.8K
TTI icon
1987
TETRA Technologies
TTI
$1.14B
$2.46M ﹤0.01%
605,509
-124,526
-17% -$560K
KRNY icon
1988
Kearny Financial
KRNY
$595M
$2.46M ﹤0.01%
163,647
+9,409
+6% +$142K
FBRC
1989
DELISTED
FBR & Co. Common Stock
FBRC
$2.45M ﹤0.01%
135,871
+4,842
+4% +$77.8K
DATA
1990
DELISTED
Tableau Software, Inc.
DATA
$2.45M ﹤0.01%
49,465
+2,857
+6% +$141K
CZR
1991
DELISTED
Caesars Entertainment Corporation
CZR
$2.45M ﹤0.01%
256,230
+16,014
+7% +$146K
TK icon
1992
Teekay
TK
$974M
$2.45M ﹤0.01%
267,280
-70,494
-21% -$682K
GLNG icon
1993
Golar LNG
GLNG
$4.99B
$2.44M ﹤0.01%
87,536
+1,852
+2% +$49.5K
GLDD
1994
DELISTED
Great Lakes Dredge & Dock
GLDD
$2.44M ﹤0.01%
610,507
-233,655
-28% -$1.07M
AVDL
1995
DELISTED
Avadel Pharmaceuticals
AVDL
$2.44M ﹤0.01%
252,073
-2,843
-1% -$28.4K
LE icon
1996
Lands' End
LE
$375M
$2.44M ﹤0.01%
113,647
-26,693
-19% -$471K
BBT
1997
Beacon Financial Corp
BBT
$2.48B
$2.44M ﹤0.01%
67,551
+132
+0.2% +$4.67K
KRA
1998
DELISTED
Kraton Corporation
KRA
$2.44M ﹤0.01%
78,755
-91,745
-54% -$2.56M
BKE icon
1999
Buckle
BKE
$2.25B
$2.43M ﹤0.01%
130,748
+3,289
+3% +$66.3K
DDD icon
2000
3D Systems Corp
DDD
$430M
$2.42M ﹤0.01%
161,900
+18,720
+13% +$294K
78 79
80
81 82

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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.