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
WFC.PRQ
2676
DELISTED
Wells Fargo & Co.
WFC.PRQ
$652K ﹤0.01%
24,510
-3,546
-13% -$92.9K
MCRI icon
2677
Monarch Casino & Resort
MCRI
$2.14B
$650K ﹤0.01%
22,008
-4,968
-18% -$129K
MXL icon
2678
MaxLinear
MXL
$6.49B
$650K ﹤0.01%
23,171
+3,224
+16% +$82.7K
ELGX
2679
DELISTED
Endologix Inc
ELGX
$650K ﹤0.01%
8,975
+2,069
+30% +$137K
PLUG icon
2680
Plug Power
PLUG
$2.92B
$649K ﹤0.01%
+470,105
New +$539K
THR
2681
DELISTED
Thermon Group Holdings
THR
$649K ﹤0.01%
31,131
+867
+3% +$17.4K
EEQ
2682
DELISTED
Enbridge Energy Management Llc
EEQ
$646K ﹤0.01%
41,179
-3,560
-8% -$60.2K
MDLY
2683
DELISTED
Medley Management Inc
MDLY
$645K ﹤0.01%
7,767
-674
-8% -$63.2K
PAGP icon
2684
CALL
Plains GP Holdings
PAGP
$5.23B
$643K ﹤0.01%
20,584
+12,332
+149% +$401K
CCRN
2685
DELISTED
Cross Country Healthcare
CCRN
$639K ﹤0.01%
44,520
+2,525
+6% +$37.2K
STN icon
2686
Stantec
STN
$7.69B
$638K ﹤0.01%
24,645
-4,986
-17% -$131K
CRVL icon
2687
CorVel
CRVL
$3.05B
$635K ﹤0.01%
43,824
-1,266
-3% -$16.7K
INSW icon
2688
International Seaways
INSW
$4.57B
$627K ﹤0.01%
+32,781
New +$589K
KEM
2689
DELISTED
KEMET Corporation
KEM
$627K ﹤0.01%
52,255
+35,789
+217% +$324K
ECOL
2690
DELISTED
US Ecology, Inc.
ECOL
$626K ﹤0.01%
13,371
-8,362
-38% -$418K
REV
2691
DELISTED
Revlon, Inc.
REV
$626K ﹤0.01%
22,487
+873
+4% +$27.8K
CSBK
2692
DELISTED
Clifton Bancorp Inc.
CSBK
$626K ﹤0.01%
38,681
-4,115
-10% -$66.2K
JASO
2693
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$622K ﹤0.01%
+95,132
New +$481K
GWPH
2694
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$621K ﹤0.01%
5,132
+903
+21% +$111K
CNOB icon
2695
Center Bancorp
CNOB
$1.63B
$620K ﹤0.01%
25,567
+2,858
+13% +$70.6K
EMD
2696
Western Asset Emerging Markets Debt Fund
EMD
$609M
$620K ﹤0.01%
40,030
– –
ESIO
2697
DELISTED
Electro Scientific Industries
ESIO
$620K ﹤0.01%
88,951
+2,887
+3% +$19K
TYPE
2698
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$616K ﹤0.01%
30,631
-876
-3% -$18.3K
GEB.CL
2699
DELISTED
General Electric Capital Corp
GEB.CL
$615K ﹤0.01%
24,120
-3,322
-12% -$83.6K
SBSW icon
2700
Sibanye-Stillwater
SBSW
$5.92B
$612K ﹤0.01%
73,670
+18,704
+34% +$148K
106 107
108
109 110

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.