We are live on ! Find out more
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
PJT icon
2851
PJT Partners
PJT
$4.3B
$423K ﹤0.01%
+12,052
New +$417K
HCI icon
2852
HCI Group
HCI
$2.27B
$422K ﹤0.01%
9,249
+2,666
+40% +$117K
HGH
2853
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$422K ﹤0.01%
13,560
-1,914
-12% -$58.4K
TOTL icon
2854
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.15B
$421K ﹤0.01%
8,621
+1,746
+25% +$85K
CTT
2855
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$421K ﹤0.01%
36,572
-166,594
-82% -$1.8M
FPI
2856
Farmland Partners
FPI
$424M
$420K ﹤0.01%
37,621
-1,731
-4% -$19K
QLYS icon
2857
Qualys
QLYS
$5.61B
$420K ﹤0.01%
11,083
+2,949
+36% +$104K
NDRM
2858
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$420K ﹤0.01%
15,816
-7,273
-31% -$180K
ECYT
2859
DELISTED
Endocyte, Inc. Common Stock
ECYT
$417K ﹤0.01%
162,329
+59,454
+58% +$138K
BAC.PRI.CL
2860
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$417K ﹤0.01%
16,031
-2,298
-13% -$59.5K
OSBC icon
2861
Old Second Bancorp
OSBC
$1.22B
$416K ﹤0.01%
36,958
+2,280
+7% +$24.5K
EMP
2862
Entergy Mississippi First Mortgage Bonds 4.90% Series due October 1 2066
EMP
$414K ﹤0.01%
18,296
-2,449
-12% -$55.2K
MRLN
2863
DELISTED
Marlin Business Services Corp
MRLN
$414K ﹤0.01%
16,091
-12,591
-44% -$296K
PJH
2864
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$414K ﹤0.01%
16,139
-2,106
-12% -$53.3K
ELC
2865
Entergy Louisiana Collateral Trust Mortgage Bonds 4.875 % Series due Sept 1 2066
ELC
$216M
$413K ﹤0.01%
18,277
-2,445
-12% -$54.9K
SCHW.PRD
2866
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$729M
$413K ﹤0.01%
15,670
-2,171
-12% -$56K
FSAM
2867
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$413K ﹤0.01%
89,838
-823
-0.9% -$4.94K
AMRI
2868
DELISTED
Albany Molecular Research Inc
AMRI
$412K ﹤0.01%
29,340
-21,855
-43% -$358K
BOOT icon
2869
Boot Barn
BOOT
$4.63B
$411K ﹤0.01%
41,589
-18,807
-31% -$203K
DTJ
2870
DELISTED
DTE Energy Company 2016 Series B 5.375% Junior Subordinated Debentures due 2076
DTJ
$411K ﹤0.01%
17,120
-2,251
-12% -$53.6K
VLGEA icon
2871
Village Super Market
VLGEA
$659M
$410K ﹤0.01%
15,463
-906
-6% -$26.3K
BKCC
2872
DELISTED
BlackRock Capital Investment Corporation
BKCC
$410K ﹤0.01%
54,312
-24,651
-31% -$185K
ALDR
2873
DELISTED
Alder Biopharmaceuticals
ALDR
$408K ﹤0.01%
19,635
-7,747
-28% -$172K
AOI
2874
DELISTED
Alliance One International
AOI
$408K ﹤0.01%
31,717
-1,152
-4% -$18.1K
VLRS
2875
Controladora Vuela Compania de Aviacion
VLRS
$880M
$407K ﹤0.01%
29,205
-22,296
-43% -$299K
113 114
115
116 117

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.