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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
CTRE icon
2126
CareTrust REIT
CTRE
$10.1B
$1.96M ﹤0.01%
116,487
+23,218
+25% +$360K
ADMS
2127
DELISTED
Adamas Pharmaceuticals
ADMS
$1.96M ﹤0.01%
111,788
+67,654
+153% +$1.15M
VRTV
2128
DELISTED
VERITIV CORPORATION
VRTV
$1.95M ﹤0.01%
37,658
+5,868
+18% +$323K
HY icon
2129
Hyster-Yale Materials Handling
HY
$602M
$1.94M ﹤0.01%
34,471
+32
+0.1% +$1.94K
SSB icon
2130
SouthState Bank Corp
SSB
$10.3B
$1.94M ﹤0.01%
21,714
+215
+1% +$19K
MEOH icon
2131
Methanex
MEOH
$4.16B
$1.94M ﹤0.01%
41,311
+9,576
+30% +$460K
NHC icon
2132
National Healthcare
NHC
$3.58B
$1.94M ﹤0.01%
27,144
+2,588
+11% +$192K
SSP icon
2133
E.W. Scripps
SSP
$276M
$1.92M ﹤0.01%
81,900
+30,844
+60% +$650K
MTSC
2134
DELISTED
MTS Systems Corp
MTSC
$1.92M ﹤0.01%
34,818
+796
+2% +$44.7K
CAC icon
2135
Camden National
CAC
$920M
$1.92M ﹤0.01%
43,505
+119
+0.3% +$5.05K
SRG
2136
Seritage Growth Properties
SRG
$132M
$1.91M ﹤0.01%
44,318
+2,860
+7% +$124K
PCTY icon
2137
Paylocity
PCTY
$6.99B
$1.91M ﹤0.01%
49,432
+17,364
+54% +$604K
EXTN
2138
DELISTED
Exterran Corporation
EXTN
$1.91M ﹤0.01%
60,690
+19,521
+47% +$584K
GG
2139
DELISTED
Goldcorp Inc
GG
$1.91M ﹤0.01%
130,857
+42,613
+48% +$666K
MSTR icon
2140
Strategy Inc
MSTR
$35.6B
$1.91M ﹤0.01%
101,450
-6,390
-6% -$124K
SEB icon
2141
Seaboard Corp
SEB
$4.48B
$1.9M ﹤0.01%
456
+9
+2% +$35.2K
PRTY
2142
DELISTED
Party City Holdco Inc.
PRTY
$1.9M ﹤0.01%
134,917
+28,964
+27% +$417K
PEB icon
2143
Pebblebrook Hotel Trust
PEB
$2.18B
$1.89M ﹤0.01%
64,801
+5,191
+9% +$150K
BLX icon
2144
Bladex Inc
BLX
$2.25B
$1.89M ﹤0.01%
68,052
+29,008
+74% +$811K
IPXL
2145
DELISTED
Impax Laboratories, Inc.
IPXL
$1.89M ﹤0.01%
149,249
+70,044
+88% +$846K
DXPE icon
2146
DXP Enterprises
DXPE
$2.56B
$1.89M ﹤0.01%
49,815
+147
+0.3% +$5.25K
SYBT icon
2147
Stock Yards Bancorp
SYBT
$2.43B
$1.89M ﹤0.01%
46,405
-1,744
-4% -$77K
AVAL icon
2148
Grupo Aval
AVAL
$5.73B
$1.87M ﹤0.01%
229,268
+77,651
+51% +$626K
OFIX icon
2149
Orthofix Medical
OFIX
$475M
$1.87M ﹤0.01%
49,105
+8,604
+21% +$318K
MNR
2150
DELISTED
Monmouth Real Estate Investment Corp
MNR
$1.87M ﹤0.01%
130,856
+1,946
+2% +$28.3K
84 85
86
87 88

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NIPH
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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.