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
IPAR icon
2176
Interparfums
IPAR
$3.97B
$1.78M ﹤0.01%
48,768
+5,809
+14% +$201K
NXGN
2177
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$1.78M ﹤0.01%
116,797
-10,659
-8% -$157K
CHSP
2178
DELISTED
Chesapeake Lodging Trust
CHSP
$1.78M ﹤0.01%
74,290
-41,212
-36% -$1.02M
BSBR icon
2179
Santander
BSBR
$40.5B
$1.78M ﹤0.01%
210,432
+36,341
+21% +$355K
RMBS icon
2180
Rambus
RMBS
$10B
$1.78M ﹤0.01%
135,293
+7,739
+6% +$102K
FN icon
2181
Fabrinet
FN
$16.7B
$1.77M ﹤0.01%
42,081
+3,699
+10% +$154K
LMNX
2182
DELISTED
Luminex Corp
LMNX
$1.77M ﹤0.01%
96,208
-390
-0.4% -$7.42K
ANGO icon
2183
AngioDynamics
ANGO
$573M
$1.77M ﹤0.01%
101,772
+20,901
+26% +$350K
STBA icon
2184
S&T Bancorp
STBA
$1.88B
$1.76M ﹤0.01%
50,929
+2,242
+5% +$81.7K
RGP icon
2185
Resources Connection
RGP
$131M
$1.76M ﹤0.01%
104,822
-23,894
-19% -$404K
ARAY icon
2186
Accuray
ARAY
$27.9M
$1.75M ﹤0.01%
369,414
-295,010
-44% -$1.54M
NSLR
2187
Neostellar Capital Corp
NSLR
$264M
$1.75M ﹤0.01%
465,709
– –
BBOX
2188
DELISTED
Black Box Corp
BBOX
$1.75M ﹤0.01%
195,616
-81,158
-29% -$875K
SFBS
2189
ServisFirst Bancshares
SFBS
$4.8B
$1.75M ﹤0.01%
48,070
+744
+2% +$29.2K
STAY
2190
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$1.75M ﹤0.01%
109,703
+5,999
+6% +$99.5K
SAGE
2191
DELISTED
Sage Therapeutics
SAGE
$1.75M ﹤0.01%
24,576
+5,842
+31% +$342K
CBZ icon
2192
CBIZ
CBZ
$2.38B
$1.75M ﹤0.01%
128,877
-24,626
-16% -$331K
RBA icon
2193
RB Global
RBA
$21.4B
$1.75M ﹤0.01%
53,066
+7,406
+16% +$240K
QADA
2194
DELISTED
QAD Inc.
QADA
$1.75M ﹤0.01%
62,702
-6,830
-10% -$197K
AAOI icon
2195
Applied Optoelectronics
AAOI
$7.57B
$1.74M ﹤0.01%
31,042
+19,949
+180% +$787K
RPT
2196
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.74M ﹤0.01%
124,357
-11,307
-8% -$175K
TOWN icon
2197
Towne Bank
TOWN
$3.42B
$1.74M ﹤0.01%
53,726
+1,058
+2% +$34.3K
KGC icon
2198
Kinross Gold
KGC
$28.2B
$1.74M ﹤0.01%
495,476
+126,540
+34% +$454K
SWBI icon
2199
Smith & Wesson
SWBI
$666M
$1.74M ﹤0.01%
114,204
+2,530
+2% +$38.6K
VUG icon
2200
Vanguard Growth ETF
VUG
$215B
$1.74M ﹤0.01%
85,602
+66,318
+344% +$1.31M
86 87
88
89 90

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.