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
MKTAY
851
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$12.5M 0.02%
178,443
+14,420
+9% +$1.01M
NFX
852
DELISTED
Newfield Exploration
NFX
$12.5M 0.02%
337,483
-69,120
-17% -$2.69M
CNK icon
853
Cinemark Holdings
CNK
$4.07B
$12.5M 0.02%
280,900
-84,419
-23% -$3.55M
POOL icon
854
Pool Corp
POOL
$7.05B
$12.4M 0.02%
104,139
-4,167
-4% -$467K
RPM icon
855
RPM International
RPM
$13.8B
$12.4M 0.02%
225,381
-45,699
-17% -$2.44M
PAY
856
DELISTED
Verifone Systems Inc
PAY
$12.4M 0.02%
662,039
+25,326
+4% +$483K
HAE icon
857
Haemonetics
HAE
$3.88B
$12.4M 0.02%
305,099
+230,514
+309% +$9M
SR icon
858
Spire
SR
$4.79B
$12.4M 0.02%
182,987
+20,762
+13% +$1.35M
LPNT
859
DELISTED
LifePoint Health, Inc.
LPNT
$12.3M 0.02%
187,777
+22,174
+13% +$1.37M
CHE icon
860
Chemed
CHE
$7.16B
$12.3M 0.02%
67,162
+9,976
+17% +$1.74M
KEP icon
861
Korea Electric Power
KEP
$14.6B
$12.3M 0.02%
591,727
+165,814
+39% +$3.11M
DHC
862
Diversified Healthcare Trust
DHC
$2.15B
$12.2M 0.02%
604,880
+53,592
+10% +$1.05M
CNX icon
863
CNX Resources
CNX
$4.91B
$12.2M 0.02%
875,545
-79,212
-8% -$1.12M
ALLE icon
864
Allegion
ALLE
$13.5B
$12.2M 0.02%
161,684
+4,214
+3% +$298K
TLS
865
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$12.2M 0.02%
686,964
+34,545
+5% +$613K
GRFS
866
Grifois
GRFS
$5.55B
$12.2M 0.02%
643,696
+33,206
+5% +$576K
PBI icon
867
Pitney Bowes
PBI
$2.39B
$12.1M 0.02%
926,314
-8,443
-0.9% -$119K
WEN icon
868
Wendy's
WEN
$1.46B
$12.1M 0.02%
891,715
+82,109
+10% +$1.12M
WTW icon
869
Willis Towers Watson
WTW
$29.8B
$12.1M 0.02%
92,713
-13,912
-13% -$1.77M
AWH
870
DELISTED
Allied World Assurance Co Hld Lt
AWH
$12.1M 0.02%
228,257
+20,168
+10% +$1.07M
OFG icon
871
OFG Bancorp
OFG
$2.21B
$12.1M 0.02%
1,024,553
+23,282
+2% +$296K
TRGP icon
872
Targa Resources
TRGP
$56.8B
$12.1M 0.02%
201,702
+9,127
+5% +$530K
JACK icon
873
Jack in the Box
JACK
$314M
$12.1M 0.02%
118,511
-2,537
-2% -$263K
TARO
874
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$12M 0.02%
103,110
+13,408
+15% +$1.48M
TTM
875
DELISTED
Tata Motors Limited
TTM
$12M 0.02%
337,127
+69,108
+26% +$2.53M
33 34
35
36 37

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.