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
NMBL
2476
DELISTED
Nimble Storage, Inc.
NMBL
$1.01M ﹤0.01%
81,192
-35,617
-30% -$349K
FCH
2477
DELISTED
Felcor Lodging Trust
FCH
$1.01M ﹤0.01%
135,177
+4,242
+3% +$32.2K
NRE
2478
DELISTED
NorthStar Realty Europe Corp.
NRE
$1.01M ﹤0.01%
87,487
+33,144
+61% +$401K
ACRE
2479
Ares Commercial Real Estate
ACRE
$252M
$1.01M ﹤0.01%
75,432
-13,999
-16% -$189K
CAI
2480
DELISTED
CAI International, Inc.
CAI
$1M ﹤0.01%
63,728
-7,013
-10% -$102K
OMN
2481
DELISTED
OMNOVA Solutions Inc.
OMN
$1M ﹤0.01%
101,360
-560
-0.5% -$5.16K
TAHO
2482
DELISTED
Tahoe Resources Inc
TAHO
$1M ﹤0.01%
124,686
+39,444
+46% +$340K
REI icon
2483
Ring Energy
REI
$322M
$1M ﹤0.01%
92,440
+6,339
+7% +$77K
LGF.A
2484
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$998K ﹤0.01%
37,574
+5,012
+15% +$137K
NUTR
2485
DELISTED
Nutraceutical International Co
NUTR
$996K ﹤0.01%
31,981
+11,459
+56% +$388K
ALRM icon
2486
Alarm.com
ALRM
$2.56B
$992K ﹤0.01%
32,269
+4,276
+15% +$124K
HAPN
2487
Happen Inc
HAPN
$2.08B
$992K ﹤0.01%
36,148
+587
+2% +$16.7K
UAM
2488
DELISTED
Universal American Corp
UAM
$987K ﹤0.01%
99,045
+738
+0.8% +$7.35K
OPK icon
2489
Opko Health
OPK
$921M
$986K ﹤0.01%
123,305
-65,134
-35% -$548K
EXAC
2490
DELISTED
Exactech Inc
EXAC
$986K ﹤0.01%
39,109
-3,667
-9% -$94.4K
FBNC icon
2491
First Bancorp
FBNC
$2.6B
$984K ﹤0.01%
33,594
-2,826
-8% -$82.5K
GLOB icon
2492
Globant
GLOB
$1.35B
$982K ﹤0.01%
26,985
+11,383
+73% +$397K
CARB
2493
DELISTED
Carbonite Inc
CARB
$980K ﹤0.01%
48,271
-44,034
-48% -$827K
MHO icon
2494
M/I Homes
MHO
$3.83B
$979K ﹤0.01%
39,970
+5,491
+16% +$135K
TR icon
2495
Tootsie Roll Industries
TR
$2.82B
$979K ﹤0.01%
34,198
+5,001
+17% +$143K
CWEN.A
2496
DELISTED
Clearway Energy Class A
CWEN.A
$971K ﹤0.01%
55,830
+43,749
+362% +$717K
RNET
2497
DELISTED
RigNet, Inc.
RNET
$971K ﹤0.01%
45,271
-12,867
-22% -$256K
RBBN icon
2498
Ribbon Communications
RBBN
$354M
$969K ﹤0.01%
146,980
-10,571
-7% -$67K
SCLN
2499
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$969K ﹤0.01%
98,884
-8,728
-8% -$87.2K
YELL
2500
DELISTED
Yellow Corporation Common Stock
YELL
$967K ﹤0.01%
87,872
+23,390
+36% +$303K
98 99
100
101 102

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.