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
BMTC
2801
DELISTED
Bryn Mawr Bank Corp
BMTC
$476K ﹤0.01%
12,058
+2,238
+23% +$90.5K
CIGI icon
2802
Colliers International
CIGI
$5.09B
$475K ﹤0.01%
10,062
+1,743
+21% +$74.4K
FSV icon
2803
FirstService
FSV
$6.75B
$474K ﹤0.01%
7,853
+733
+10% +$39.4K
SPCB icon
2804
SuperCom
SPCB
$66.9M
$472K ﹤0.01%
826
– –
COF.PRC.CL
2805
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$472K ﹤0.01%
18,130
-2,630
-13% -$67.9K
CORT icon
2806
Corcept Therapeutics
CORT
$9.83B
$469K ﹤0.01%
42,791
-3,384
-7% -$29.7K
TXMD icon
2807
TherapeuticsMD
TXMD
$24.4M
$467K ﹤0.01%
1,297
+4
+0.3% +$1.24K
BELFB
2808
Bel Fuse Inc Class B
BELFB
$3.78B
$466K ﹤0.01%
18,230
-2,122
-10% -$60.7K
MLAB icon
2809
Mesa Laboratories
MLAB
$534M
$464K ﹤0.01%
3,782
– –
SYNT
2810
DELISTED
Syntel Inc
SYNT
$463K ﹤0.01%
27,503
+5,832
+27% +$113K
AFGE.CL
2811
DELISTED
American Financial Group, Inc 6 % Subordinated Debentures due 2054 Called for Redemption
AFGE.CL
$461K ﹤0.01%
17,575
+7,536
+75% +$196K
HIVE
2812
DELISTED
Aerohive Networks
HIVE
$461K ﹤0.01%
109,437
+948
+0.9% +$4.76K
NAT icon
2813
Nordic American Tanker
NAT
$1.3B
$459K ﹤0.01%
56,613
+4,253
+8% +$35.2K
ESSA
2814
DELISTED
ESSA Bancorp
ESSA
$458K ﹤0.01%
31,399
-983
-3% -$15.3K
RUN icon
2815
Sunrun
RUN
$2.73B
$458K ﹤0.01%
+84,750
New +$471K
UTEK
2816
DELISTED
Ultratech Inc.
UTEK
$458K ﹤0.01%
15,448
-75,012
-83% -$2.08M
AXAS
2817
DELISTED
Abraxas Petroleum Corp
AXAS
$457K ﹤0.01%
11,314
+9,811
+653% +$448K
JPM.PRA.CL
2818
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$457K ﹤0.01%
17,968
-2,710
-13% -$68.3K
ISG.CL
2819
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$455K ﹤0.01%
17,818
-2,441
-12% -$62.3K
IMPV
2820
DELISTED
Imperva, Inc.
IMPV
$453K ﹤0.01%
11,033
-24,331
-69% -$1.02M
KIM.PRJ.CL
2821
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
$451K ﹤0.01%
+18,078
New +$433K
GTN icon
2822
Gray Television
GTN
$420M
$449K ﹤0.01%
30,941
+2,015
+7% +$25.5K
RNR.PRE
2823
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$449K ﹤0.01%
18,156
-2,478
-12% -$59.5K
STT.PRG icon
2824
State Street Corp Series G Preferred Stock
STT.PRG
$428M
$447K ﹤0.01%
+16,968
New +$440K
KIM.PRK.CL
2825
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$447K ﹤0.01%
17,666
+3,671
+26% +$89.9K
111 112
113
114 115

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.