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
RMR icon
2101
The RMR Group
RMR
$342M
$2.05M ﹤0.01%
41,421
-293
-0.7% -$13.9K
SHI
2102
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$2.04M ﹤0.01%
36,683
+14,414
+65% +$861K
APFH
2103
DELISTED
AdvancePierre Foods Holdings
APFH
$2.04M ﹤0.01%
65,492
+48,874
+294% +$1.41M
PRSU
2104
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$2.04M ﹤0.01%
45,100
+20,106
+80% +$909K
TRS icon
2105
TriMas Corp
TRS
$1.44B
$2.03M ﹤0.01%
97,862
+1,476
+2% +$32.4K
AUY
2106
DELISTED
Yamana Gold, Inc.
AUY
$2.03M ﹤0.01%
735,776
-25,636
-3% -$77.5K
FCPT icon
2107
Four Corners Property Trust
FCPT
$2.86B
$2.03M ﹤0.01%
88,925
+1,741
+2% +$37.4K
HVT icon
2108
Haverty Furniture Companies
HVT
$405M
$2.03M ﹤0.01%
83,247
+3,962
+5% +$90.8K
ETD icon
2109
Ethan Allen Interiors
ETD
$590M
$2.03M ﹤0.01%
66,093
-7,604
-10% -$231K
APAM icon
2110
Artisan Partners
APAM
$2.88B
$2.02M ﹤0.01%
73,195
-5,894
-7% -$169K
TWI icon
2111
Titan International
TWI
$518M
$2.02M ﹤0.01%
195,327
-52,113
-21% -$618K
LN
2112
DELISTED
LINE Corporation
LN
$2M ﹤0.01%
+52,046
New +$1.79M
PRLB icon
2113
Protolabs
PRLB
$1.86B
$2M ﹤0.01%
39,125
-155
-0.4% -$8.21K
CVLT icon
2114
Commault Systems
CVLT
$6.13B
$2M ﹤0.01%
39,335
-93,111
-70% -$4.75M
QTS
2115
DELISTED
QTS REALTY TRUST, INC.
QTS
$2M ﹤0.01%
40,977
-75,159
-65% -$3.77M
TRQ
2116
DELISTED
Turquoise Hill Resources Ltd
TRQ
$2M ﹤0.01%
65,083
+32,733
+101% +$1.1M
IVC
2117
DELISTED
Invacare Corporation
IVC
$1.99M ﹤0.01%
167,334
+21,913
+15% +$263K
MCS icon
2118
Marcus Corp
MCS
$744M
$1.99M ﹤0.01%
61,997
+4,418
+8% +$137K
BF.A icon
2119
Brown-Forman Class A
BF.A
$12.4B
$1.99M ﹤0.01%
52,799
+6,540
+14% +$249K
ONTO icon
2120
Onto Innovation
ONTO
$12.8B
$1.98M ﹤0.01%
65,085
+5,677
+10% +$154K
DX
2121
Dynex Capital
DX
$3.02B
$1.97M ﹤0.01%
92,749
-21,711
-19% -$444K
ISCA
2122
DELISTED
International Speedway Corp
ISCA
$1.97M ﹤0.01%
53,256
+826
+2% +$30.5K
KRO icon
2123
KRONOS Worldwide
KRO
$724M
$1.97M ﹤0.01%
119,679
+10,148
+9% +$142K
FRME icon
2124
First Merchants
FRME
$2.68B
$1.96M ﹤0.01%
49,942
+6,081
+14% +$237K
APEI icon
2125
American Public Education
APEI
$883M
$1.96M ﹤0.01%
85,553
+14,605
+21% +$339K
83 84
85
86 87

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.