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
CLGX
1601
DELISTED
Corelogic, Inc.
CLGX
$4.49M 0.01%
110,268
+19,359
+21% +$734K
GRPN icon
1602
Groupon
GRPN
$1.05B
$4.48M 0.01%
57,049
-5,367
-9% -$414K
SGI
1603
Somnigroup International
SGI
$15.3B
$4.47M 0.01%
384,548
+97,548
+34% +$1.25M
CLW icon
1604
Clearwater Paper
CLW
$278M
$4.45M 0.01%
79,380
+8,944
+13% +$529K
AR icon
1605
Antero Resources
AR
$10.5B
$4.44M 0.01%
194,644
-2,624
-1% -$64.2K
ECHO
1606
EchoStar
ECHO
$25.1B
$4.43M 0.01%
96,080
-12,447
-11% -$543K
BRC icon
1607
Brady Corp
BRC
$4.54B
$4.43M 0.01%
114,699
-27,707
-19% -$1.04M
FIVN icon
1608
FIVE9
FIVN
$1.96B
$4.43M 0.01%
269,207
-20,692
-7% -$340K
MTUS icon
1609
Metallus
MTUS
$869M
$4.43M 0.01%
234,224
-35,413
-13% -$630K
SUM
1610
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$4.43M 0.01%
184,717
-6,592
-3% -$155K
SCL icon
1611
Stepan Co
SCL
$1.31B
$4.42M 0.01%
56,065
+93
+0.2% +$7.26K
HQY icon
1612
HealthEquity
HQY
$8.28B
$4.41M 0.01%
103,992
+86,651
+500% +$3.83M
OTEX icon
1613
Open Text
OTEX
$5.73B
$4.41M 0.01%
129,593
-490,327
-79% -$16.3M
NATI
1614
DELISTED
National Instruments Corp
NATI
$4.38M 0.01%
134,417
+22,989
+21% +$732K
CAE icon
1615
CAE Inc. Common Shares
CAE
$8.3B
$4.37M 0.01%
285,738
+87,821
+44% +$1.29M
PVTB
1616
DELISTED
PrivateBancorp Inc
PVTB
$4.37M 0.01%
73,514
+4,171
+6% +$234K
CTLT
1617
DELISTED
CATALENT, INC.
CTLT
$4.36M 0.01%
153,781
+16,856
+12% +$471K
TEN
1618
Tsakos Energy Navigation Ltd
TEN
$1.18B
$4.35M 0.01%
181,777
+13,572
+8% +$323K
NBTB icon
1619
NBT Bancorp
NBTB
$2.73B
$4.35M 0.01%
117,295
+9,922
+9% +$400K
NYT icon
1620
New York Times
NYT
$11.7B
$4.35M 0.01%
301,875
+34,120
+13% +$488K
FIBK icon
1621
First Interstate BancSystem
FIBK
$3.67B
$4.34M 0.01%
109,502
-2,258
-2% -$94K
AXTA icon
1622
Axalta
AXTA
$7.22B
$4.34M 0.01%
134,751
+32,760
+32% +$973K
INWK
1623
DELISTED
InnerWorkings, Inc.
INWK
$4.33M 0.01%
434,789
-23,978
-5% -$232K
ITGR icon
1624
Integer Holdings
ITGR
$3.38B
$4.33M 0.01%
107,633
+3,845
+4% +$134K
NCMI icon
1625
National CineMedia
NCMI
$362M
$4.32M 0.01%
34,211
-4,907
-13% -$661K
63 64
65
66 67

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.