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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
HLNE icon
2551
Hamilton Lane
HLNE
$3.63B
$872K ﹤0.01%
+46,728
New +$877K
TA
2552
DELISTED
TravelCenters of America LLC
TA
$872K ﹤0.01%
28,584
+2,448
+9% +$82.6K
WGO icon
2553
Winnebago Industries
WGO
$870M
$870K ﹤0.01%
29,733
+1,805
+6% +$57.6K
MNTA
2554
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$868K ﹤0.01%
65,009
-1,227
-2% -$19.2K
XNCR icon
2555
Xencor
XNCR
$1.44B
$867K ﹤0.01%
36,253
+209
+0.6% +$5.04K
MODV
2556
DELISTED
ModivCare
MODV
$864K ﹤0.01%
19,434
+9,518
+96% +$391K
RT
2557
DELISTED
Ruby Tuesday Georgia
RT
$864K ﹤0.01%
307,313
+40,636
+15% +$88.5K
BANR icon
2558
Banner Corp
BANR
$2.39B
$863K ﹤0.01%
15,511
+3,562
+30% +$203K
TG icon
2559
Tredegar Corp
TG
$268M
$862K ﹤0.01%
49,098
+1,511
+3% +$31.5K
CORR
2560
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$862K ﹤0.01%
25,529
-2,474
-9% -$86.4K
PNNT
2561
Pennant Park Investment Corp
PNNT
$215M
$858K ﹤0.01%
105,399
-17,561
-14% -$142K
SPPI
2562
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$858K ﹤0.01%
132,064
+18,760
+17% +$105K
PKD
2563
DELISTED
Parker Drilling Company
PKD
$858K ﹤0.01%
32,671
+650
+2% +$21.3K
RBCAA icon
2564
Republic Bancorp
RBCAA
$1.84B
$854K ﹤0.01%
24,846
-21,600
-47% -$772K
CACQ
2565
DELISTED
Caesars Acquisition Company
CACQ
$850K ﹤0.01%
55,210
+14,145
+34% +$207K
ARC
2566
DELISTED
ARC Document Solutions, Inc.
ARC
$850K ﹤0.01%
246,517
-81,910
-25% -$368K
OPB
2567
DELISTED
Opus Bank Common Stock
OPB
$848K ﹤0.01%
42,064
-322
-0.8% -$7.36K
ASCMA
2568
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$844K ﹤0.01%
59,736
+2,546
+4% +$40.1K
PODD icon
2569
Insulet
PODD
$11.3B
$840K ﹤0.01%
19,490
-10,266
-35% -$440K
KBAL
2570
DELISTED
Kimball International
KBAL
$839K ﹤0.01%
50,867
-10,806
-18% -$181K
CRD.B icon
2571
Crawford & Co Class B
CRD.B
$493M
$838K ﹤0.01%
83,557
-22,940
-22% -$254K
MR
2572
DELISTED
Montage Resources Corporation Common Stock
MR
$838K ﹤0.01%
22,006
-7,237
-25% -$264K
CRMT icon
2573
America's Car Mart
CRMT
$25.3M
$837K ﹤0.01%
22,968
-11,965
-34% -$459K
IWB icon
2574
iShares Russell 1000 ETF
IWB
$47.7B
$836K ﹤0.01%
6,373
-40,452
-86% -$5.24M
WASH icon
2575
Washington Trust Bancorp
WASH
$732M
$831K ﹤0.01%
16,859
+588
+4% +$31.4K
101 102
103
104 105

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.