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
EXPO icon
1551
Exponent
EXPO
$3.04B
$4.75M 0.01%
159,680
+17,004
+12% +$495K
BKU icon
1552
Bankunited
BKU
$3.36B
$4.75M 0.01%
127,375
-17,366
-12% -$661K
CRI icon
1553
Carter's
CRI
$1.43B
$4.75M 0.01%
52,916
-4,552
-8% -$392K
SAVE
1554
DELISTED
Spirit Airlines, Inc.
SAVE
$4.75M 0.01%
89,541
+18,433
+26% +$986K
EFII
1555
DELISTED
Electronics for Imaging
EFII
$4.75M 0.01%
97,260
-14,748
-13% -$678K
TWOU
1556
DELISTED
2U Inc
TWOU
$4.75M 0.01%
3,990
-72
-2% -$77K
NPO icon
1557
Enpro
NPO
$6.95B
$4.74M 0.01%
66,635
-1,892
-3% -$125K
KBR icon
1558
KBR
KBR
$4.67B
$4.74M 0.01%
315,128
-119,388
-27% -$1.9M
SNDA icon
1559
Sonida Senior Living
SNDA
$2.03B
$4.72M 0.01%
22,388
+846
+4% +$201K
CBU icon
1560
Community Bank
CBU
$3.5B
$4.71M 0.01%
85,760
+3,928
+5% +$229K
IPHS
1561
DELISTED
Innophos Holdings, Inc.
IPHS
$4.71M 0.01%
87,312
-17,409
-17% -$898K
ALSN icon
1562
Allison Transmission
ALSN
$10.1B
$4.7M 0.01%
130,441
+6,599
+5% +$235K
EIG icon
1563
Employers Holdings
EIG
$906M
$4.7M 0.01%
123,864
+1,189
+1% +$44.8K
CPE
1564
DELISTED
Callon Petroleum Company
CPE
$4.7M 0.01%
35,692
-11,545
-24% -$1.59M
RNG icon
1565
RingCentral
RNG
$4.5B
$4.68M 0.01%
165,549
-7,992
-5% -$198K
SPN
1566
DELISTED
Superior Energy Services, Inc.
SPN
$4.68M 0.01%
32,810
-13,861
-30% -$2.28M
AMCX icon
1567
AMC Global Media
AMCX
$445M
$4.68M 0.01%
79,711
+11,163
+16% +$640K
SM icon
1568
SM Energy
SM
$7.26B
$4.67M 0.01%
194,642
+46,984
+32% +$1.3M
EOCC
1569
DELISTED
Enel Generacion Chile S.A.
EOCC
$4.67M 0.01%
210,198
+54,152
+35% +$1.11M
CBD
1570
DELISTED
Companhia Brasileira de Distribuicao
CBD
$4.67M 0.01%
243,460
+97,091
+66% +$1.79M
FTNT icon
1571
Fortinet
FTNT
$112B
$4.66M 0.01%
607,755
+86,010
+16% +$608K
PMT
1572
PennyMac Mortgage Investment
PMT
$839M
$4.65M 0.01%
262,056
+34,115
+15% +$578K
ANDE icon
1573
Andersons Inc
ANDE
$2.54B
$4.65M 0.01%
122,642
-27,400
-18% -$1.06M
CNSL
1574
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$4.64M 0.01%
198,322
-1,883
-0.9% -$46.8K
AYR
1575
DELISTED
Aircastle Ltd
AYR
$4.64M 0.01%
192,510
+282
+0.1% +$6.53K
61 62
63
64 65

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.