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
WNR
1001
DELISTED
Western Refining Inc
WNR
$9.79M 0.01%
279,013
+40,296
+17% +$1.46M
HBI
1002
DELISTED
Hanesbrands
HBI
$9.78M 0.01%
471,073
+13,305
+3% +$282K
MPT
1003
Medical Properties Trust
MPT
$2.87B
$9.78M 0.01%
758,601
+255,232
+51% +$3.26M
EWBC icon
1004
East-West Bancorp
EWBC
$18B
$9.76M 0.01%
189,165
+54,290
+40% +$2.85M
OIS icon
1005
Oil States International
OIS
$464M
$9.72M 0.01%
293,119
+21,261
+8% +$780K
EPR icon
1006
EPR Properties
EPR
$4.88B
$9.7M 0.01%
131,790
+3,093
+2% +$228K
IBKC
1007
DELISTED
IBERIABANK Corp
IBKC
$9.69M 0.01%
122,525
+39,856
+48% +$3.27M
RGC
1008
DELISTED
Regal Entertainment Group
RGC
$9.69M 0.01%
428,987
+11,015
+3% +$243K
MTN icon
1009
Vail Resorts
MTN
$5.64B
$9.66M 0.01%
50,337
+12,783
+34% +$2.26M
ALKS icon
1010
Alkermes
ALKS
$8.09B
$9.65M 0.01%
164,957
+7,506
+5% +$426K
CAKE icon
1011
Cheesecake Factory
CAKE
$4.96B
$9.65M 0.01%
152,262
+46,778
+44% +$2.85M
CMD
1012
DELISTED
Cantel Medical Corporation
CMD
$9.63M 0.01%
120,271
+57,149
+91% +$4.54M
SPLS
1013
DELISTED
Staples Inc
SPLS
$9.63M 0.01%
1,098,094
-1,160,415
-51% -$10.5M
ACH
1014
Accendra Health
ACH
$250M
$9.61M 0.01%
277,713
+14,449
+5% +$516K
UAA icon
1015
Under Armour
UAA
$3B
$9.6M 0.01%
485,420
+210,645
+77% +$4.91M
CFFN icon
1016
Capitol Federal Financial
CFFN
$1.08B
$9.58M 0.01%
654,847
+6,318
+1% +$96.8K
OZK icon
1017
Bank OZK
OZK
$5.63B
$9.58M 0.01%
184,114
+37,415
+26% +$2.01M
ANET icon
1018
Arista Networks
ANET
$202B
$9.57M 0.01%
1,158,128
+302,688
+35% +$2.09M
TLK icon
1019
Telkom Indonesia
TLK
$14.2B
$9.57M 0.01%
306,983
+116,227
+61% +$3.43M
EE
1020
DELISTED
El Paso Electric Company
EE
$9.55M 0.01%
189,061
-11,471
-6% -$543K
PLAY icon
1021
Dave & Buster's
PLAY
$361M
$9.52M 0.01%
155,832
+14,677
+10% +$836K
RVTY icon
1022
Revvity
RVTY
$12.5B
$9.52M 0.01%
163,910
-66,681
-29% -$3.64M
WWW icon
1023
Wolverine World Wide
WWW
$1.68B
$9.51M 0.01%
380,683
+11,689
+3% +$280K
HCSG icon
1024
Healthcare Services Group
HCSG
$1.6B
$9.51M 0.01%
220,593
+11,286
+5% +$464K
NBR icon
1025
Nabors Industries
NBR
$1.18B
$9.48M 0.01%
14,505
-296
-2% -$226K
39 40
41
42 43

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.