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
AMCR
951
DELISTED
AMCOR LTD ADR
AMCR
$10.6M 0.02%
230,627
+27,967
+14% +$1.29M
CFR icon
952
Cullen/Frost Bankers
CFR
$10.6B
$10.6M 0.02%
119,208
-181,485
-60% -$16.3M
PLCE icon
953
Children's Place
PLCE
$55.8M
$10.6M 0.02%
88,347
+7,925
+10% +$835K
SAFM
954
DELISTED
Sanderson Farms Inc
SAFM
$10.6M 0.02%
101,869
+5,332
+6% +$503K
LNCE
955
DELISTED
Snyders-Lance, Inc.
LNCE
$10.6M 0.02%
262,066
+14,879
+6% +$582K
FMC icon
956
FMC
FMC
$1.3B
$10.6M 0.02%
174,955
-186,312
-52% -$9.64M
FIVE icon
957
Five Below
FIVE
$12B
$10.6M 0.02%
243,674
+96,934
+66% +$3.85M
FICO icon
958
Fair Isaac
FICO
$32.6B
$10.6M 0.02%
81,824
-4,449
-5% -$565K
GNTX icon
959
Gentex
GNTX
$5.15B
$10.6M 0.02%
494,614
+69,001
+16% +$1.45M
GWB
960
DELISTED
Great Western Bancorp, Inc.
GWB
$10.5M 0.02%
248,485
+48,738
+24% +$2.1M
FTR
961
DELISTED
Frontier Communications Corp.
FTR
$10.5M 0.02%
327,580
-23,832
-7% -$1.09M
WWAV
962
DELISTED
The WhiteWave Foods Company
WWAV
$10.5M 0.02%
187,036
+24,190
+15% +$1.33M
NICE icon
963
Nice
NICE
$6.17B
$10.5M 0.02%
153,775
+41,154
+37% +$2.82M
CBSH icon
964
Commerce Bancshares
CBSH
$8.73B
$10.5M 0.02%
288,725
+100,156
+53% +$3.69M
ORI icon
965
Old Republic International
ORI
$10.8B
$10.5M 0.02%
510,287
+76,617
+18% +$1.55M
B
966
DELISTED
Barnes Group Inc.
B
$10.4M 0.02%
203,537
+5,391
+3% +$264K
EVR icon
967
Evercore
EVR
$11.9B
$10.4M 0.02%
133,750
+6,393
+5% +$496K
ARE icon
968
Alexandria Real Estate Equities
ARE
$9.49B
$10.4M 0.02%
94,264
+7,571
+9% +$855K
PDCO
969
DELISTED
Patterson Companies, Inc.
PDCO
$10.4M 0.02%
230,323
-46,821
-17% -$2.03M
TYL icon
970
Tyler Technologies
TYL
$14.3B
$10.4M 0.02%
67,192
+13,860
+26% +$2.11M
DDS icon
971
Dillards
DDS
$9.23B
$10.4M 0.02%
198,379
-185,944
-48% -$10.2M
PF
972
DELISTED
Pinnacle Foods, Inc.
PF
$10.3M 0.02%
178,599
+60,787
+52% +$3.38M
ULTI
973
DELISTED
Ultimate Software Group Inc
ULTI
$10.3M 0.02%
52,892
+6,839
+15% +$1.33M
UDR icon
974
UDR
UDR
$12.9B
$10.3M 0.02%
284,181
-4,363
-2% -$156K
ACCO icon
975
Acco Brands
ACCO
$400M
$10.3M 0.02%
781,298
-72,204
-8% -$939K
37 38
39
40 41

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.