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 Morningstar 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
MELI icon
401
Mercado Libre
MELI
$94.5B
$30.5M 0.05%
144,142
+35,863
+33% +$7.02M
WP
402
DELISTED
Worldpay, Inc.
WP
$30.4M 0.05%
474,025
+13,137
+3% +$836K
UL icon
403
Unilever
UL
$142B
$30.4M 0.05%
546,985
+87,144
+19% +$4.41M
BXP icon
404
Boston Properties
BXP
$11.6B
$30.3M 0.05%
228,622
+3,820
+2% +$507K
BBY icon
405
Best Buy
BBY
$19B
$30.3M 0.05%
615,612
-697,399
-53% -$31.2M
HUN icon
406
Huntsman Corp
HUN
$2.1B
$30.2M 0.05%
1,232,083
+117,305
+11% +$2.52M
CSL icon
407
Carlisle Companies
CSL
$13.5B
$30.2M 0.05%
283,553
+12,573
+5% +$1.35M
IEX icon
408
IDEX
IEX
$17B
$30M 0.05%
321,320
+66,291
+26% +$6.09M
APTV icon
409
Aptiv
APTV
$12.3B
$29.9M 0.05%
371,462
-61,450
-14% -$4.61M
SYF icon
410
Synchrony
SYF
$24.4B
$29.9M 0.05%
871,226
-1,145,816
-57% -$41.1M
ANSS
411
DELISTED
Ansys
ANSS
$29.8M 0.05%
279,274
+2,296
+0.8% +$230K
DG icon
412
Dollar General
DG
$28.4B
$29.6M 0.05%
424,428
-1,030,976
-71% -$75.5M
TROW icon
413
T. Rowe Price
TROW
$25.5B
$29.5M 0.05%
433,482
+350
+0.1% +$24.8K
AXA
414
DELISTED
AXA ADS (1 ORD SHS)
AXA
$29.5M 0.05%
1,146,638
+175,172
+18% +$4.5M
FDS icon
415
Factset
FDS
$10B
$29.4M 0.05%
178,485
+86,937
+95% +$15.2M
XRAY icon
416
Dentsply Sirona
XRAY
$2.84B
$29.2M 0.04%
466,869
-627,859
-57% -$37.8M
CA
417
DELISTED
CA, Inc.
CA
$29.1M 0.04%
917,600
-491,600
-35% -$15.8M
WRK
418
DELISTED
WestRock Company
WRK
$29M 0.04%
557,859
-101,565
-15% -$5.36M
ARW icon
419
Arrow Electronics
ARW
$10.5B
$29M 0.04%
394,779
+3,338
+0.9% +$244K
GL icon
420
Globe Life
GL
$14B
$29M 0.04%
375,973
+83,007
+28% +$6.3M
RSG icon
421
Republic Services
RSG
$67.4B
$28.9M 0.04%
460,550
-122,599
-21% -$7.34M
SVC
422
Service Properties Trust
SVC
$1.05B
$28.9M 0.04%
183,483
+3,712
+2% +$581K
DELL icon
423
Dell
DELL
$239B
$28.9M 0.04%
1,608,428
-89,793
-5% -$1.57M
DCM
424
DELISTED
NTT DOCOMO, Inc.
DCM
$28.9M 0.04%
1,238,114
+265,644
+27% +$6.32M
XRX icon
425
Xerox
XRX
$345M
$28.9M 0.04%
983,954
-971,100
-50% -$28M
15 16
17
18 19

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 Morningstar Mid-Cap ETF worth $39.9M.

  • Parametric Portfolio Associates's largest Q1 2017 buy was Vanguard Morningstar 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.