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
JKHY icon
576
Jack Henry & Associates
JKHY
$11.4B
$20.1M 0.03%
216,035
+52,065
+32% +$4.8M
FNB icon
577
FNB Corp
FNB
$6.76B
$20.1M 0.03%
1,350,606
+64,860
+5% +$996K
BVN icon
578
Compañía de Minas Buenaventura
BVN
$7.68B
$20M 0.03%
1,662,460
+157,522
+10% +$2.03M
CDNS icon
579
Cadence Design Systems
CDNS
$91.8B
$20M 0.03%
637,121
+46,141
+8% +$1.35M
MAT icon
580
Mattel
MAT
$4.47B
$20M 0.03%
780,573
-168,414
-18% -$4.51M
HAS icon
581
Hasbro
HAS
$13.5B
$20M 0.03%
200,201
-23,293
-10% -$2.16M
MKC icon
582
McCormick & Company Non-Voting
MKC
$14B
$19.9M 0.03%
408,992
-391,054
-49% -$18.9M
MAS icon
583
Masco
MAS
$14.6B
$19.9M 0.03%
586,503
-185,240
-24% -$6.19M
SYT
584
DELISTED
Syngenta Ag
SYT
$19.9M 0.03%
224,671
+2,760
+1% +$236K
TIF
585
DELISTED
Tiffany & Co.
TIF
$19.9M 0.03%
208,625
-100,284
-32% -$8.56M
HP icon
586
Helmerich & Payne
HP
$3.34B
$19.9M 0.03%
298,218
-190,764
-39% -$13.6M
WYNN icon
587
Wynn Resorts
WYNN
$10.3B
$19.8M 0.03%
173,186
-56,045
-24% -$5.59M
CNI icon
588
Canadian National Railway
CNI
$78.5B
$19.8M 0.03%
267,217
+83,397
+45% +$5.92M
CCK icon
589
Crown Holdings
CCK
$13B
$19.7M 0.03%
372,873
+49,461
+15% +$2.64M
CNC icon
590
Centene
CNC
$30.5B
$19.7M 0.03%
553,928
-42,636
-7% -$1.43M
CRH icon
591
CRH
CRH
$66.6B
$19.7M 0.03%
559,914
+114,087
+26% +$3.97M
DLR icon
592
Digital Realty Trust
DLR
$69.6B
$19.7M 0.03%
184,952
-14,576
-7% -$1.53M
WTM icon
593
White Mountains Insurance
WTM
$5.33B
$19.7M 0.03%
22,346
+917
+4% +$821K
JBL icon
594
Jabil
JBL
$30.1B
$19.6M 0.03%
678,369
-45,811
-6% -$1.17M
JNPR
595
DELISTED
Juniper Networks
JNPR
$19.6M 0.03%
704,259
-274,680
-28% -$7.66M
KKR icon
596
KKR & Co
KKR
$89.1B
$19.5M 0.03%
1,072,196
-197,849
-16% -$3.52M
TXT icon
597
Textron
TXT
$14.9B
$19.5M 0.03%
409,847
-84,838
-17% -$4.09M
AWK icon
598
American Water Works
AWK
$27B
$19.4M 0.03%
249,951
-18,255
-7% -$1.36M
ANDV
599
DELISTED
Andeavor
ANDV
$19.4M 0.03%
238,894
-133,341
-36% -$11.2M
CUK
600
DELISTED
Carnival PLC
CUK
$19.3M 0.03%
332,856
+16,696
+5% +$915K
22 23
24
25 26

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.