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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
SASR
2151
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.87M ﹤0.01%
45,517
+1,176
+3% +$48.7K
NSM
2152
DELISTED
Nationstar Mortgage Holdings
NSM
$1.86M ﹤0.01%
118,109
+18,559
+19% +$328K
ABCB icon
2153
Ameris Bancorp
ABCB
$5.89B
$1.86M ﹤0.01%
40,344
+24,460
+154% +$1.12M
RES icon
2154
RPC Inc
RES
$1.24B
$1.85M ﹤0.01%
101,183
-1,829
-2% -$36.9K
PSMT icon
2155
Pricesmart
PSMT
$5.75B
$1.85M ﹤0.01%
20,083
+2,285
+13% +$201K
WUBA
2156
DELISTED
58.com Inc
WUBA
$1.85M ﹤0.01%
52,304
+8,585
+20% +$283K
ORIT
2157
DELISTED
Oritani Financial Corp. New
ORIT
$1.84M ﹤0.01%
108,342
+34,105
+46% +$588K
OMF icon
2158
OneMain Financial
OMF
$6.9B
$1.84M ﹤0.01%
73,888
-10,567
-13% -$265K
LAZ icon
2159
Lazard
LAZ
$4.37B
$1.83M ﹤0.01%
39,832
+13,691
+52% +$590K
BOKF icon
2160
BOK Financial
BOKF
$8.64B
$1.83M ﹤0.01%
23,387
-18,954
-45% -$1.55M
FTK icon
2161
Flotek Industries
FTK
$935M
$1.83M ﹤0.01%
23,826
+4,756
+25% +$326K
PSO icon
2162
Pearson
PSO
$9.78B
$1.83M ﹤0.01%
215,293
-266,845
-55% -$2.22M
FRED
2163
DELISTED
Fred's Inc
FRED
$1.82M ﹤0.01%
139,052
+51
+0% +$803
EFSC icon
2164
Enterprise Financial Services Corp
EFSC
$2.41B
$1.82M ﹤0.01%
42,958
-290
-0.7% -$12.3K
TVRD
2165
Tvardi Therapeutics
TVRD
$23.5M
$1.82M ﹤0.01%
2,749
+1,146
+71% +$612K
KFRC icon
2166
Kforce
KFRC
$983M
$1.81M ﹤0.01%
76,375
+637
+0.8% +$15.2K
PNK
2167
DELISTED
Pinnacle Entertainment Inc.
PNK
$1.81M ﹤0.01%
92,948
+5,999
+7% +$99K
EPM icon
2168
Evolution Petroleum
EPM
$137M
$1.81M ﹤0.01%
226,399
-1,873
-0.8% -$16K
ORA icon
2169
Ormat Technologies
ORA
$6.11B
$1.81M ﹤0.01%
31,721
+12,306
+63% +$682K
INVA icon
2170
Innoviva
INVA
$1.58B
$1.81M ﹤0.01%
130,907
+34,534
+36% +$407K
UI icon
2171
Ubiquiti
UI
$31.8B
$1.81M ﹤0.01%
35,933
+4,436
+14% +$242K
CMRX
2172
DELISTED
Chimerix, Inc.
CMRX
$1.8M ﹤0.01%
282,948
+28,003
+11% +$159K
CVE icon
2173
Cenovus Energy
CVE
$54.6B
$1.8M ﹤0.01%
159,190
+33,779
+27% +$454K
GSM icon
2174
FerroAtlántica
GSM
$628M
$1.78M ﹤0.01%
172,823
+44,692
+35% +$470K
MHG
2175
DELISTED
Marine Harvest ASA
MHG
$1.78M ﹤0.01%
116,421
+26,604
+30% +$470K
85 86
87
88 89

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.