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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
CATY icon
1626
Cathay General Bancorp
CATY
$4.24B
$4.32M 0.01%
114,658
+15,051
+15% +$572K
UE icon
1627
Urban Edge Properties
UE
$2.94B
$4.31M 0.01%
164,043
+7,645
+5% +$209K
NSP icon
1628
Insperity
NSP
$2.02B
$4.31M 0.01%
97,196
+26,188
+37% +$1.04M
PSB
1629
DELISTED
PS Business Parks, Inc.
PSB
$4.29M 0.01%
37,428
+1,834
+5% +$211K
ADC icon
1630
Agree Realty
ADC
$9.69B
$4.29M 0.01%
89,533
+2,658
+3% +$126K
NTRI
1631
DELISTED
NutriSystem, Inc.
NTRI
$4.29M 0.01%
77,363
-19,947
-20% -$824K
OME
1632
DELISTED
Omega Protein
OME
$4.27M 0.01%
213,158
-26,522
-11% -$618K
STRA icon
1633
Strategic Education
STRA
$1.84B
$4.27M 0.01%
53,083
-10,094
-16% -$808K
GES
1634
DELISTED
Guess Inc
GES
$4.27M 0.01%
382,698
+70,725
+23% +$870K
SMTC icon
1635
Semtech
SMTC
$10.4B
$4.24M 0.01%
125,424
+2,428
+2% +$81.5K
RP
1636
DELISTED
RealPage, Inc.
RP
$4.24M 0.01%
121,392
-4,046
-3% -$132K
PZZA icon
1637
Papa John's
PZZA
$1.03B
$4.22M 0.01%
52,772
-762
-1% -$62K
EGP icon
1638
EastGroup Properties
EGP
$11.3B
$4.22M 0.01%
57,383
+1,089
+2% +$79.3K
OLN icon
1639
Olin
OLN
$2.47B
$4.21M 0.01%
128,056
+17,131
+15% +$514K
NP
1640
DELISTED
Neenah, Inc. Common Stock
NP
$4.21M 0.01%
56,351
-11,127
-16% -$879K
ELME
1641
Elme Communities
ELME
$143M
$4.2M 0.01%
134,402
+15,499
+13% +$495K
IPCC
1642
DELISTED
Infinity Property & Casualty C
IPCC
$4.2M 0.01%
44,004
+3,734
+9% +$339K
EXAS
1643
DELISTED
Exact Sciences
EXAS
$4.18M 0.01%
177,118
+94,268
+114% +$1.87M
NYRT
1644
DELISTED
New York REIT, Inc.
NYRT
$4.15M 0.01%
42,829
+33,643
+366% +$3.31M
UNVR
1645
DELISTED
Univar Solutions Inc.
UNVR
$4.15M 0.01%
135,210
+48,598
+56% +$1.46M
OSG
1646
Octave Specialty Group
OSG
$262M
$4.13M 0.01%
219,271
+4,229
+2% +$89K
JAZZ icon
1647
Jazz Pharmaceuticals
JAZZ
$16.3B
$4.13M 0.01%
28,466
+5,427
+24% +$707K
TNC icon
1648
Tennant Co
TNC
$1.52B
$4.12M 0.01%
56,691
+4,130
+8% +$291K
SBRA icon
1649
Sabra Healthcare REIT
SBRA
$5.61B
$4.11M 0.01%
147,132
+30,579
+26% +$802K
SNP
1650
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$4.1M 0.01%
50,334
+9,583
+24% +$749K
64 65
66
67 68

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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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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.