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
CHH icon
1526
Choice Hotels
CHH
$5.22B
$4.88M 0.01%
77,907
+9,816
+14% +$577K
MTL
1527
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$4.87M 0.01%
916,099
+158,851
+21% +$895K
FHI icon
1528
Federated Hermes
FHI
$4.57B
$4.87M 0.01%
184,733
-64,493
-26% -$1.73M
BOBE
1529
DELISTED
Bob Evans Farms, Inc.
BOBE
$4.87M 0.01%
74,995
-2,160
-3% -$122K
AIR icon
1530
AAR Corp
AIR
$5.52B
$4.86M 0.01%
144,600
-1,257
-0.9% -$41.8K
AKO.B icon
1531
Embotelladora Andina Series B
AKO.B
$4.66B
$4.86M 0.01%
207,801
-2,322
-1% -$53.5K
BWLD
1532
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$4.86M 0.01%
31,802
-2,031
-6% -$310K
IBP icon
1533
Installed Building Products
IBP
$6.4B
$4.85M 0.01%
91,904
+17,580
+24% +$790K
EGN
1534
DELISTED
Energen
EGN
$4.84M 0.01%
88,901
-32,430
-27% -$1.75M
WAIR
1535
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$4.84M 0.01%
424,171
-124,067
-23% -$1.64M
SCHL icon
1536
Scholastic
SCHL
$764M
$4.83M 0.01%
113,533
-3,882
-3% -$177K
SJI
1537
DELISTED
South Jersey Industries, Inc.
SJI
$4.83M 0.01%
135,488
-17,195
-11% -$577K
CRS icon
1538
Carpenter Technology
CRS
$27.9B
$4.83M 0.01%
129,448
-5,537
-4% -$216K
IMKTA icon
1539
Ingles Markets
IMKTA
$1.71B
$4.82M 0.01%
111,770
-1,399
-1% -$64.4K
DNOW icon
1540
DNOW Inc
DNOW
$2.55B
$4.82M 0.01%
284,061
-53,035
-16% -$1.04M
BMI icon
1541
Badger Meter
BMI
$3.88B
$4.81M 0.01%
130,818
+116,803
+833% +$4.3M
DIA icon
1542
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.1B
$4.8M 0.01%
23,281
+3,373
+17% +$688K
AL
1543
DELISTED
Air Lease Corp
AL
$4.8M 0.01%
123,878
+13,145
+12% +$495K
DLB icon
1544
Dolby
DLB
$4.98B
$4.8M 0.01%
91,560
-40,441
-31% -$2M
DIN icon
1545
Dine Brands
DIN
$451M
$4.79M 0.01%
88,120
+16,230
+23% +$1.02M
WLK icon
1546
Westlake Corp
WLK
$9.32B
$4.79M 0.01%
72,510
-3,570
-5% -$226K
KPN
1547
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$4.79M 0.01%
1,572,741
+396,647
+34% +$1.21M
EBSB
1548
DELISTED
Meridian Bancorp, Inc.
EBSB
$4.79M 0.01%
261,465
-37,353
-13% -$700K
ESI icon
1549
Element Solutions
ESI
$8.8B
$4.77M 0.01%
366,511
-49,247
-12% -$606K
ELLI
1550
DELISTED
Ellie Mae Inc
ELLI
$4.76M 0.01%
47,518
+10,505
+28% +$965K
60 61
62
63 64

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.