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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
HEDJ icon
2076
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$2.14M ﹤0.01%
68,100
-511,708
-88% -$15.2M
Z icon
2077
Zillow
Z
$7.43B
$2.13M ﹤0.01%
63,419
+27,186
+75% +$968K
ADAM
2078
Adamas Trust
ADAM
$790M
$2.13M ﹤0.01%
86,276
+30,086
+54% +$776K
MTRX icon
2079
Matrix Service
MTRX
$344M
$2.12M ﹤0.01%
128,710
-6,997
-5% -$131K
MATX icon
2080
Matsons
MATX
$6.23B
$2.11M ﹤0.01%
66,537
-2,989
-4% -$103K
KOS icon
2081
Kosmos Energy
KOS
$1.46B
$2.11M ﹤0.01%
317,024
+6,637
+2% +$41.7K
MYRG icon
2082
MYR Group
MYRG
$5.64B
$2.11M ﹤0.01%
51,496
+91
+0.2% +$3.54K
CENT icon
2083
Central Garden & Pet Co
CENT
$2.75B
$2.11M ﹤0.01%
71,123
-3,911
-5% -$108K
CHDN icon
2084
Churchill Downs
CHDN
$6.17B
$2.11M ﹤0.01%
79,590
-22,734
-22% -$568K
INFN
2085
DELISTED
Infinera Corporation Common Stock
INFN
$2.1M ﹤0.01%
205,790
+74,529
+57% +$747K
ELP
2086
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$2.1M ﹤0.01%
508,918
+118,708
+30% +$492K
AVX
2087
DELISTED
AVX Corporation
AVX
$2.1M ﹤0.01%
128,082
+22,618
+21% +$362K
SEMG
2088
DELISTED
SEMGROUP CORPORATION
SEMG
$2.1M ﹤0.01%
58,277
-18,697
-24% -$711K
TGS icon
2089
Transportadora de Gas del Sur
TGS
$4.56B
$2.09M ﹤0.01%
152,455
+32,608
+27% +$364K
RPAI
2090
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$2.09M ﹤0.01%
144,769
-34,114
-19% -$509K
WMC
2091
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$2.09M ﹤0.01%
21,356
+3,885
+22% +$393K
TRNO icon
2092
Terreno Realty
TRNO
$7.68B
$2.08M ﹤0.01%
74,453
+7,321
+11% +$202K
LRN icon
2093
Stride
LRN
$3.87B
$2.08M ﹤0.01%
108,496
-14,145
-12% -$256K
W icon
2094
Wayfair
W
$12.1B
$2.08M ﹤0.01%
51,285
+41,178
+407% +$1.63M
GOOD
2095
Gladstone Commercial Corp
GOOD
$627M
$2.08M ﹤0.01%
100,455
-3,765
-4% -$75.3K
BW icon
2096
Babcock & Wilcox
BW
$1.39B
$2.07M ﹤0.01%
22,170
-4,819
-18% -$675K
BLUE
2097
DELISTED
bluebird bio
BLUE
$2.07M ﹤0.01%
1,756
+181
+11% +$185K
NORD
2098
DELISTED
Nord Anglia Education, Inc.
NORD
$2.06M ﹤0.01%
81,359
+292
+0.4% +$6.83K
WNS
2099
DELISTED
WNS Holdings
WNS
$2.06M ﹤0.01%
71,930
-20,461
-22% -$580K
SMP icon
2100
Standard Motor Products
SMP
$865M
$2.05M ﹤0.01%
41,796
+5,539
+15% +$274K
82 83
84
85 86

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.