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
VLY icon
1126
Valley National Bancorp
VLY
$8.01B
$8.28M 0.01%
701,561
+78,383
+13% +$940K
BHE icon
1127
Benchmark Electronics
BHE
$2.76B
$8.27M 0.01%
260,033
+2,102
+0.8% +$65.9K
UPM
1128
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$8.27M 0.01%
348,456
+49,300
+16% +$1.17M
JD icon
1129
JD.com
JD
$42.9B
$8.25M 0.01%
265,154
+103,928
+64% +$3.06M
AXE
1130
DELISTED
Anixter International Inc
AXE
$8.25M 0.01%
103,979
+15,388
+17% +$1.26M
TRMK icon
1131
Trustmark
TRMK
$2.74B
$8.24M 0.01%
259,166
-1,677
-0.6% -$55.6K
ERIE icon
1132
Erie Indemnity
ERIE
$12.7B
$8.22M 0.01%
66,957
-3,152
-4% -$367K
NWE icon
1133
NorthWestern Energy
NWE
$4.45B
$8.21M 0.01%
139,921
+7,947
+6% +$457K
ASX icon
1134
ASE Group
ASX
$74.4B
$8.2M 0.01%
1,265,061
+301,024
+31% +$1.79M
ISBC
1135
DELISTED
Investors Bancorp, Inc.
ISBC
$8.19M 0.01%
569,664
+14,350
+3% +$206K
SPIL
1136
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$8.15M 0.01%
1,006,897
+423,436
+73% +$3.27M
NTGR icon
1137
NETGEAR
NTGR
$663M
$8.13M 0.01%
163,985
-9,930
-6% -$542K
CAMP
1138
DELISTED
CalAmp Corp.
CAMP
$8.12M 0.01%
21,037
-287
-1% -$104K
SMG icon
1139
ScottsMiracle-Gro
SMG
$4.25B
$8.12M 0.01%
86,894
-5,636
-6% -$523K
HRB icon
1140
H&R Block
HRB
$5.7B
$8.11M 0.01%
348,914
-87,215
-20% -$1.95M
COLB icon
1141
Columbia Banking Systems
COLB
$8.84B
$8.09M 0.01%
207,568
+9,094
+5% +$366K
MBFI
1142
DELISTED
MB Financial Corp
MBFI
$8.09M 0.01%
188,936
+12,886
+7% +$578K
TECH icon
1143
Bio-Techne
TECH
$11.2B
$8.09M 0.01%
318,308
+60,712
+24% +$1.57M
PANW icon
1144
Palo Alto Networks
PANW
$260B
$8.09M 0.01%
430,542
+62,160
+17% +$1.39M
EGBN icon
1145
Eagle Bancorp
EGBN
$866M
$8.06M 0.01%
135,096
+10,313
+8% +$626K
GCI
1146
DELISTED
Gannett Co., Inc
GCI
$8.05M 0.01%
960,244
+35,293
+4% +$315K
WTS icon
1147
Watts Water Technologies
WTS
$11.6B
$8.04M 0.01%
128,975
+66,645
+107% +$4.24M
LFC
1148
DELISTED
China Life Insurance Company Ltd.
LFC
$8.03M 0.01%
524,047
+189,771
+57% +$2.81M
RHP icon
1149
Ryman Hospitality Properties
RHP
$8.58B
$8.01M 0.01%
129,462
-20,409
-14% -$1.28M
DNKN
1150
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$8M 0.01%
146,308
+7,592
+5% +$407K
44 45
46
47 48

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.