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
RMAX icon
2226
RE/MAX Holdings
RMAX
$200M
$1.65M ﹤0.01%
27,786
+1,463
+6% +$83K
SEP
2227
DELISTED
Spectra Engy Parters Lp
SEP
$1.65M ﹤0.01%
37,846
-889
-2% -$39.7K
LQ
2228
DELISTED
La Quinta Holdings Inc.
LQ
$1.65M ﹤0.01%
121,998
+18,347
+18% +$256K
VRTU
2229
DELISTED
Virtusa Corporation
VRTU
$1.65M ﹤0.01%
54,485
+510
+0.9% +$14.7K
MED icon
2230
Medifast
MED
$108M
$1.65M ﹤0.01%
37,089
-334
-0.9% -$14.4K
USPH icon
2231
US Physical Therapy
USPH
$1.14B
$1.64M ﹤0.01%
25,175
+1,499
+6% +$106K
THFF icon
2232
First Financial Corp
THFF
$922M
$1.64M ﹤0.01%
34,505
-31
-0.1% -$1.49K
SRCE icon
2233
1st Source
SRCE
$2.07B
$1.64M ﹤0.01%
34,886
-19,557
-36% -$892K
KOP icon
2234
Koppers
KOP
$966M
$1.64M ﹤0.01%
38,623
-7,548
-16% -$317K
STE icon
2235
Steris
STE
$20.9B
$1.63M ﹤0.01%
23,513
+3,683
+19% +$255K
AZZ icon
2236
AZZ Inc
AZZ
$4.5B
$1.63M ﹤0.01%
27,366
+3,600
+15% +$213K
THD icon
2237
iShares MSCI Thailand ETF
THD
$361M
$1.63M ﹤0.01%
20,863
+3,821
+22% +$288K
RAIL icon
2238
FreightCar America
RAIL
$275M
$1.62M ﹤0.01%
129,603
-63,577
-33% -$890K
SODA
2239
DELISTED
SodaStream International Ltd
SODA
$1.62M ﹤0.01%
33,522
-35,619
-52% -$1.62M
ECPG icon
2240
Encore Capital Group
ECPG
$1.93B
$1.62M ﹤0.01%
52,655
+3,805
+8% +$120K
RRTS
2241
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$1.62M ﹤0.01%
9,443
+1,243
+15% +$257K
RSO
2242
DELISTED
Resource Capital Corp.
RSO
$1.62M ﹤0.01%
165,500
+54,096
+49% +$469K
SHOE
2243
Shoe Station Group
SHOE
$395M
$1.61M ﹤0.01%
131,434
+6,926
+6% +$88.6K
UCTT
2244
Ultra Clean Holdings
UCTT
$4.16B
$1.61M ﹤0.01%
95,622
+44,573
+87% +$592K
VSAT icon
2245
Viasat
VSAT
$9.79B
$1.61M ﹤0.01%
25,190
+7,758
+45% +$509K
VIA
2246
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.6M ﹤0.01%
20,065
+373
+2% +$26.2K
GIII icon
2247
G-III Apparel Group
GIII
$1.47B
$1.6M ﹤0.01%
72,948
+13,327
+22% +$340K
AMWD
2248
DELISTED
American Woodmark
AMWD
$1.59M ﹤0.01%
17,368
+5,437
+46% +$436K
CRR
2249
DELISTED
Carbo Ceramics Inc.
CRR
$1.59M ﹤0.01%
121,913
-18,249
-13% -$233K
CSR
2250
Centerspace
CSR
$936M
$1.59M ﹤0.01%
26,772
+206
+0.8% +$13.3K
88 89
90
91 92

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.