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
TRIP icon
1276
TripAdvisor
TRIP
$1.74B
$6.77M 0.01%
156,836
-550,447
-78% -$26.1M
EON
1277
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$6.75M 0.01%
845,370
+284,736
+51% +$2.28M
VRE
1278
DELISTED
Veris Residential
VRE
$6.73M 0.01%
249,722
-85,223
-25% -$2.39M
MKTX icon
1279
MarketAxess Holdings
MKTX
$4.34B
$6.73M 0.01%
35,877
+1,982
+6% +$359K
FLO icon
1280
Flowers Foods
FLO
$1.6B
$6.73M 0.01%
346,548
-23,935
-6% -$470K
PRKS icon
1281
United Parks & Resorts
PRKS
$2.21B
$6.72M 0.01%
367,892
+20,491
+6% +$381K
PRGO icon
1282
Perrigo
PRGO
$1.43B
$6.71M 0.01%
101,086
-91,018
-47% -$6.92M
CST
1283
DELISTED
CST Brands, Inc.
CST
$6.71M 0.01%
139,543
+25,600
+22% +$1.24M
WPZ
1284
DELISTED
Williams Partners L.P.
WPZ
$6.71M 0.01%
164,341
+3,191
+2% +$128K
NWN icon
1285
Northwest Natural Holdings
NWN
$2.18B
$6.7M 0.01%
113,347
+602
+0.5% +$35.5K
WEX icon
1286
WEX
WEX
$6.23B
$6.69M 0.01%
64,609
-2,527
-4% -$281K
BCE icon
1287
BCE
BCE
$20.3B
$6.67M 0.01%
150,649
+34,078
+29% +$1.5M
LXP icon
1288
LXP Industrial Trust
LXP
$3.53B
$6.65M 0.01%
133,351
-33,978
-20% -$1.81M
TCBI icon
1289
Texas Capital Bancshares
TCBI
$4.29B
$6.64M 0.01%
79,629
+1,331
+2% +$112K
TRUE
1290
DELISTED
TrueCar
TRUE
$6.64M 0.01%
429,493
+378,564
+743% +$5.25M
CSGP icon
1291
CoStar Group
CSGP
$12.4B
$6.62M 0.01%
319,400
+48,620
+18% +$988K
AAN.A
1292
DELISTED
The Aaron's Company Inc Class A
AAN.A
$6.61M 0.01%
222,272
+3,711
+2% +$110K
VEDL
1293
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$6.59M 0.01%
383,936
+123,393
+47% +$1.87M
ABCO
1294
DELISTED
Advisory Board Co
ABCO
$6.59M 0.01%
140,822
+64,207
+84% +$2.83M
IJH icon
1295
iShares Core S&P Mid-Cap ETF
IJH
$123B
$6.59M 0.01%
192,365
+26,205
+16% +$892K
CABO icon
1296
Cable One
CABO
$249M
$6.57M 0.01%
10,520
-61
-0.6% -$38.1K
TMIC
1297
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$6.57M 0.01%
148,176
+22,158
+18% +$982K
GIL icon
1298
Gildan
GIL
$9.58B
$6.55M 0.01%
242,361
+153,073
+171% +$3.9M
SLCA
1299
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$6.54M 0.01%
136,342
+16,934
+14% +$906K
CRZO
1300
DELISTED
Carrizo Oil & Gas Inc
CRZO
$6.53M 0.01%
227,809
-59,023
-21% -$1.94M
50 51
52
53 54

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.