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
AF
1576
DELISTED
Astoria Financial Corporation
AF
$4.64M 0.01%
226,458
+9,078
+4% +$175K
SITC icon
1577
SITE Centers
SITC
$232M
$4.64M 0.01%
287,606
-54,364
-16% -$1M
KND
1578
DELISTED
Kindred Healthcare
KND
$4.63M 0.01%
555,057
+39,643
+8% +$310K
UTL icon
1579
Unitil
UTL
$999M
$4.63M 0.01%
102,911
+16,605
+19% +$746K
ATSG
1580
DELISTED
Air Transport Services Group
ATSG
$4.62M 0.01%
287,954
-24,360
-8% -$397K
WBS icon
1581
Webster Financial
WBS
$12.5B
$4.61M 0.01%
92,120
+9,138
+11% +$488K
POST icon
1582
Post Holdings
POST
$4.14B
$4.6M 0.01%
80,336
+16,588
+26% +$914K
KW
1583
DELISTED
Kennedy-Wilson Holdings
KW
$4.59M 0.01%
206,874
-28,789
-12% -$606K
GTY
1584
Getty Realty Corp
GTY
$2.12B
$4.59M 0.01%
181,699
+25,453
+16% +$655K
SIMO icon
1585
Silicon Motion
SIMO
$8.29B
$4.58M 0.01%
98,063
+23,551
+32% +$1M
BHC icon
1586
Bausch Health
BHC
$1.67B
$4.58M 0.01%
415,402
+217,178
+110% +$2.99M
GRC icon
1587
Gorman-Rupp
GRC
$2.13B
$4.57M 0.01%
+145,654
New +$4.54M
EDP
1588
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$4.57M 0.01%
134,316
+26,645
+25% +$907K
BGS icon
1589
B&G Foods
BGS
$291M
$4.55M 0.01%
113,141
-18,137
-14% -$788K
CSRA
1590
DELISTED
CSRA Inc.
CSRA
$4.55M 0.01%
155,301
-129,212
-45% -$3.96M
MDRX
1591
DELISTED
Veradigm Inc. Common Stock
MDRX
$4.55M 0.01%
358,644
+192,664
+116% +$2.28M
WRI
1592
DELISTED
Weingarten Realty Investors
WRI
$4.54M 0.01%
136,111
+2,003
+1% +$69.9K
WST icon
1593
West Pharmaceutical
WST
$23.3B
$4.54M 0.01%
55,655
-3,105
-5% -$260K
NUAN
1594
DELISTED
Nuance Communications, Inc.
NUAN
$4.53M 0.01%
302,416
+94,334
+45% +$1.34M
INN
1595
Summit Hotel Properties
INN
$748M
$4.52M 0.01%
282,819
+16,134
+6% +$254K
MEI icon
1596
Methode Electronics
MEI
$542M
$4.52M 0.01%
99,036
+12,170
+14% +$519K
CUBE icon
1597
CubeSmart
CUBE
$9.57B
$4.51M 0.01%
173,917
+5,883
+4% +$154K
CMO
1598
DELISTED
Capstead Mortgage Corp.
CMO
$4.51M 0.01%
427,743
+35,668
+9% +$377K
ASR icon
1599
Grupo Aeroportuario del Sureste
ASR
$8.06B
$4.5M 0.01%
25,996
+10,963
+73% +$1.7M
SF
1600
Stifel
SF
$12.5B
$4.5M 0.01%
201,854
+29,031
+17% +$669K
62 63
64
65 66

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.