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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
OTTR icon
1726
Otter Tail
OTTR
$3.87B
$3.68M 0.01%
97,097
-444
-0.5% -$16.8K
PFS icon
1727
Provident Financial Services
PFS
$3.11B
$3.68M 0.01%
142,342
+3,589
+3% +$95.2K
LBY
1728
DELISTED
Libbey, Inc.
LBY
$3.68M 0.01%
252,254
-81,729
-24% -$1.33M
RUSHA icon
1729
Rush Enterprises Class A
RUSHA
$5.98B
$3.68M 0.01%
250,007
+30,618
+14% +$453K
QTWO icon
1730
Q2 Holdings
QTWO
$3.64B
$3.67M 0.01%
105,347
+8,783
+9% +$293K
OSIS icon
1731
OSI Systems
OSIS
$3.58B
$3.67M 0.01%
50,218
-29,887
-37% -$2.22M
BCC icon
1732
Boise Cascade
BCC
$2.75B
$3.66M 0.01%
137,232
+55,082
+67% +$1.43M
SSNC icon
1733
SS&C Technologies
SSNC
$18.1B
$3.66M 0.01%
103,472
-37,443
-27% -$1.26M
INDB icon
1734
Independent Bank
INDB
$4.03B
$3.66M 0.01%
56,288
+5,745
+11% +$371K
GIB icon
1735
CGI
GIB
$14.5B
$3.64M 0.01%
76,000
+37,531
+98% +$1.8M
FM
1736
DELISTED
iShares Frontier and Select EM ETF
FM
$3.63M 0.01%
130,695
+6,538
+5% +$180K
RYAM icon
1737
Rayonier Advanced Materials
RYAM
$573M
$3.62M 0.01%
268,862
+49,989
+23% +$702K
KRG icon
1738
Kite Realty
KRG
$5.99B
$3.62M 0.01%
168,159
+83,792
+99% +$1.9M
NNI icon
1739
Nelnet
NNI
$4.81B
$3.61M 0.01%
82,224
-7,234
-8% -$345K
MLCO icon
1740
Melco Resorts & Entertainment
MLCO
$2.18B
$3.6M 0.01%
194,464
+61,642
+46% +$1.06M
SHLD
1741
DELISTED
Sears Holding Corporation
SHLD
$3.6M 0.01%
313,566
+113,191
+56% +$946K
EPAY
1742
DELISTED
Bottomline Technologies Inc
EPAY
$3.6M 0.01%
152,312
-13,581
-8% -$342K
MTRN icon
1743
Materion
MTRN
$5.03B
$3.6M 0.01%
107,342
+38,045
+55% +$1.4M
DOC
1744
DELISTED
PHYSICIANS REALTY TRUST
DOC
$3.6M 0.01%
181,045
-2,949
-2% -$56.3K
HW
1745
DELISTED
Headwaters Inc
HW
$3.59M 0.01%
152,730
+5,114
+3% +$119K
WBT
1746
DELISTED
Welbilt, Inc.
WBT
$3.58M 0.01%
182,559
+35,127
+24% +$673K
XYZ
1747
Block Inc
XYZ
$48.4B
$3.58M 0.01%
207,209
+20,101
+11% +$314K
BRO icon
1748
Brown & Brown
BRO
$23.6B
$3.57M 0.01%
171,334
+6,360
+4% +$138K
SWC
1749
DELISTED
Stillwater Mining Co
SWC
$3.57M 0.01%
206,853
+13,580
+7% +$232K
IMAX icon
1750
IMAX
IMAX
$2.47B
$3.57M 0.01%
105,030
+4,385
+4% +$143K
68 69
70
71 72

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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.