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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
AEM icon
2001
Agnico Eagle Mines
AEM
$72.8B
$2.42M ﹤0.01%
57,006
+21,722
+62% +$977K
CALY
2002
Callaway Golf Company
CALY
$3.27B
$2.42M ﹤0.01%
218,532
-169,929
-44% -$1.86M
CROX icon
2003
Crocs
CROX
$6.63B
$2.42M ﹤0.01%
341,794
-25,146
-7% -$175K
CBB
2004
DELISTED
Cincinnati Bell Inc.
CBB
$2.41M ﹤0.01%
136,369
-653
-0.5% -$13.6K
NTUS
2005
DELISTED
Natus Medical Inc
NTUS
$2.41M ﹤0.01%
61,434
+6,214
+11% +$233K
CHUBK
2006
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$2.4M ﹤0.01%
154,733
+3,522
+2% +$54.5K
AVTA
2007
DELISTED
Avantax, Inc. Common Stock
AVTA
$2.4M ﹤0.01%
138,872
+9,875
+8% +$155K
KBH icon
2008
KB Home
KBH
$3.53B
$2.4M ﹤0.01%
120,552
+22,050
+22% +$386K
FBC
2009
DELISTED
Flagstar Bancorp, Inc. New
FBC
$2.39M ﹤0.01%
84,914
+7,018
+9% +$191K
SAFT icon
2010
Safety Insurance
SAFT
$1.51B
$2.39M ﹤0.01%
34,105
+1,629
+5% +$117K
MGRC icon
2011
McGrath RentCorp
MGRC
$2.91B
$2.39M ﹤0.01%
71,137
-3,220
-4% -$117K
AUB icon
2012
Atlantic Union Bankshares
AUB
$6.01B
$2.38M ﹤0.01%
67,789
+4,745
+8% +$170K
TLRD
2013
DELISTED
Tailored Brands, Inc.
TLRD
$2.38M ﹤0.01%
159,075
-50,507
-24% -$1.02M
SXI icon
2014
Standex International
SXI
$3.69B
$2.38M ﹤0.01%
23,726
+3,526
+17% +$331K
NPK icon
2015
National Presto Industries
NPK
$891M
$2.37M ﹤0.01%
23,147
-301
-1% -$31.1K
RYZ
2016
Ryerson Holding Corp
RYZ
$1.58B
$2.36M ﹤0.01%
187,525
+44,900
+31% +$510K
UA icon
2017
Under Armour Class C
UA
$2.95B
$2.36M ﹤0.01%
129,116
-169,293
-57% -$3.53M
TREE icon
2018
LendingTree
TREE
$561M
$2.35M ﹤0.01%
18,771
-1,149
-6% -$131K
MANT
2019
DELISTED
Mantech International Corp
MANT
$2.35M ﹤0.01%
67,914
-15,621
-19% -$596K
AHT
2020
Ashford Hospitality Trust
AHT
$21M
$2.35M ﹤0.01%
373
-36
-9% -$253K
FIZZ icon
2021
National Beverage
FIZZ
$2.94B
$2.34M ﹤0.01%
55,470
+4,160
+8% +$125K
FFG
2022
DELISTED
FBL Financial Group
FFG
$2.34M ﹤0.01%
35,809
-2,330
-6% -$162K
ATNI icon
2023
ATN International
ATNI
$363M
$2.34M ﹤0.01%
33,252
-3,676
-10% -$280K
GDDY icon
2024
GoDaddy
GDDY
$13B
$2.34M ﹤0.01%
61,764
+47,290
+327% +$1.71M
PRK icon
2025
Park National Corp
PRK
$3.43B
$2.33M ﹤0.01%
22,197
-453
-2% -$49.6K
79 80
81
82 83

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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.