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
BANC icon
1901
Banc of California
BANC
$3.21B
$2.88M ﹤0.01%
139,324
+46,981
+51% +$874K
PLAB icon
1902
Photronics
PLAB
$1.76B
$2.88M ﹤0.01%
269,394
+639
+0.2% +$7.11K
HEI icon
1903
HEICO Corp
HEI
$49.9B
$2.88M ﹤0.01%
80,669
+25,989
+48% +$866K
TEAM icon
1904
Atlassian
TEAM
$24.3B
$2.88M ﹤0.01%
96,134
+50,042
+109% +$1.41M
NPKI
1905
NPK International
NPKI
$1.19B
$2.88M ﹤0.01%
355,165
-16,509
-4% -$127K
GBCI icon
1906
Glacier Bancorp
GBCI
$6.38B
$2.87M ﹤0.01%
84,551
+17,490
+26% +$619K
CDE icon
1907
Coeur Mining
CDE
$15.8B
$2.85M ﹤0.01%
353,091
+873
+0.2% +$8.32K
AD
1908
Array Digital Infrastructure
AD
$2.99B
$2.85M ﹤0.01%
76,323
-13,979
-15% -$575K
PAG icon
1909
Penske Automotive Group
PAG
$14.2B
$2.83M ﹤0.01%
60,551
+608
+1% +$31.1K
AAON icon
1910
Aaon
AAON
$8.27B
$2.83M ﹤0.01%
120,090
+39,567
+49% +$908K
FFWM
1911
DELISTED
First Foundation Inc
FFWM
$2.83M ﹤0.01%
182,484
+78
+0% +$1.19K
BCPC
1912
Balchem Corp
BCPC
$5.29B
$2.83M ﹤0.01%
34,300
+786
+2% +$66.1K
KITE
1913
DELISTED
Kite Pharma, Inc.
KITE
$2.82M ﹤0.01%
35,965
+17,588
+96% +$1.09M
BNCL
1914
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.81M ﹤0.01%
175,904
-1,649
-0.9% -$27.9K
ADEA icon
1915
Adeia
ADEA
$2.88B
$2.81M ﹤0.01%
312,742
-144,615
-32% -$1.56M
UFCS icon
1916
United Fire Group
UFCS
$1.32B
$2.81M ﹤0.01%
65,591
+8,017
+14% +$360K
RDUS
1917
DELISTED
Radius Recycling
RDUS
$2.79M ﹤0.01%
135,362
+39,704
+42% +$928K
RICE
1918
DELISTED
Rice Energy Inc.
RICE
$2.79M ﹤0.01%
117,941
-23,448
-17% -$487K
NETI
1919
DELISTED
Eneti Inc.
NETI
$2.78M ﹤0.01%
32,516
+8,198
+34% +$573K
SAM icon
1920
Boston Beer
SAM
$1.91B
$2.78M ﹤0.01%
19,213
-8,345
-30% -$1.31M
SNR
1921
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.77M ﹤0.01%
272,019
-5,255
-2% -$53.4K
ENVA icon
1922
Enova International
ENVA
$6.27B
$2.77M ﹤0.01%
186,637
-27,195
-13% -$384K
WPM icon
1923
Wheaton Precious Metals
WPM
$50.9B
$2.75M ﹤0.01%
131,979
+30,990
+31% +$644K
BRK.A icon
1924
Berkshire Hathaway Class A
BRK.A
$1.07T
$2.75M ﹤0.01%
11
-4
-27% -$1M
MTDR icon
1925
Matador Resources
MTDR
$5.86B
$2.75M ﹤0.01%
115,469
+1,020
+0.9% +$25.5K
75 76
77
78 79

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.