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
ZNGA
1701
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$3.86M 0.01%
1,354,247
+254,417
+23% +$684K
HL icon
1702
Hecla Mining
HL
$10.2B
$3.85M 0.01%
728,355
+92,081
+14% +$532K
EPE
1703
DELISTED
EP Energy Corporation
EPE
$3.84M 0.01%
808,742
-596,989
-42% -$3.06M
TNET icon
1704
TriNet
TNET
$2.94B
$3.83M 0.01%
132,675
-10,006
-7% -$268K
SAH icon
1705
Sonic Automotive
SAH
$3.25B
$3.82M 0.01%
190,567
+6,751
+4% +$151K
XLRE icon
1706
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.69B
$3.82M 0.01%
120,869
+1,426
+1% +$44.5K
SRC
1707
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$3.82M 0.01%
84,017
+318
+0.4% +$15.1K
CIEN icon
1708
Ciena
CIEN
$53.4B
$3.82M 0.01%
161,614
+12,554
+8% +$308K
GPK icon
1709
Graphic Packaging
GPK
$3.3B
$3.8M 0.01%
295,179
+109,191
+59% +$1.42M
ICON
1710
DELISTED
Iconix Brand Group, Inc.
ICON
$3.78M 0.01%
50,286
+4,714
+10% +$415K
GTLS
1711
DELISTED
Chart Industries
GTLS
$3.78M 0.01%
108,167
-36,916
-25% -$1.37M
POLY
1712
DELISTED
Plantronics, Inc.
POLY
$3.78M 0.01%
69,839
+1,731
+3% +$94.2K
DGI
1713
DELISTED
DigitalGlobe Inc.
DGI
$3.75M 0.01%
114,660
+1,394
+1% +$42.6K
AMED
1714
DELISTED
Amedisys
AMED
$3.75M 0.01%
73,427
+8,282
+13% +$395K
ENDP
1715
DELISTED
Endo International plc
ENDP
$3.74M 0.01%
335,277
-63,058
-16% -$783K
ASNA
1716
DELISTED
Ascena Retail Group, Inc.
ASNA
$3.74M 0.01%
43,924
+6,514
+17% +$626K
IBKR icon
1717
Interactive Brokers
IBKR
$41.1B
$3.73M 0.01%
430,068
+91,712
+27% +$854K
DFT
1718
DELISTED
DuPont Fabros Technology Inc.
DFT
$3.73M 0.01%
75,211
-2,333
-3% -$113K
UNF icon
1719
Unifirst Corp
UNF
$5.38B
$3.73M 0.01%
26,360
+2,060
+8% +$272K
AKR icon
1720
Acadia Realty Trust
AKR
$2.99B
$3.71M 0.01%
123,376
+17,146
+16% +$541K
ERF
1721
DELISTED
Enerplus Corporation
ERF
$3.71M 0.01%
460,287
-54,847
-11% -$482K
CRTO icon
1722
Criteo
CRTO
$1.05B
$3.7M 0.01%
74,008
+19,037
+35% +$890K
LHCG
1723
DELISTED
LHC Group LLC
LHCG
$3.7M 0.01%
68,624
+9,414
+16% +$457K
PDLI
1724
DELISTED
PDL BioPharma, Inc.
PDLI
$3.7M 0.01%
1,628,158
+14,039
+0.9% +$31.1K
LXFT
1725
DELISTED
Luxoft Holding, Inc.
LXFT
$3.69M 0.01%
58,910
+20,396
+53% +$1.2M
67 68
69
70 71

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.