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
-$9.98B
Cap. Flow %
-15.24%
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 Miscellaneous 14.79%
2 Financials 14.2%
3 Technology 12.77%
4 Healthcare 10.87%
5 Industrials 9.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ABBV icon
51
AbbVie
ABBV
$454B
$173M 0.26%
2,661,027
-479,194
-15% -$30.1M
RTX icon
52
RTX Corp
RTX
$285B
$167M 0.26%
2,364,157
-430,262
-15% -$30.2M
BKNG icon
53
Booking.com
BKNG
$153B
$166M 0.25%
2,326,550
-657,850
-22% -$43.4M
GS icon
54
Goldman Sachs
GS
$304B
$161M 0.25%
700,738
-121,489
-15% -$29.3M
QCOM icon
55
Qualcomm
QCOM
$175B
$161M 0.25%
2,802,196
-2,239,341
-44% -$130M
RAI
56
DELISTED
Reynolds American Inc
RAI
$160M 0.24%
2,534,472
+279,002
+12% +$16.8M
MDT icon
57
Medtronic
MDT
$115B
$159M 0.24%
1,977,825
+158,364
+9% +$12.4M
BMY icon
58
Bristol-Myers Squibb
BMY
$136B
$158M 0.24%
2,913,154
-292,745
-9% -$16.1M
NKE icon
59
Nike
NKE
$57.6B
$158M 0.24%
2,834,413
-1,093,166
-28% -$60.4M
TWX
60
DELISTED
Time Warner Inc
TWX
$153M 0.23%
1,565,574
-217,150
-12% -$21M
COST icon
61
Costco
COST
$418B
$151M 0.23%
899,886
-306,019
-25% -$51.3M
GILD icon
62
Gilead Sciences
GILD
$183B
$151M 0.23%
2,220,487
-1,079,090
-33% -$75.9M
LOW icon
63
Lowe's Companies
LOW
$116B
$147M 0.23%
1,793,611
-762,362
-30% -$58.4M
ABT icon
64
Abbott
ABT
$193B
$147M 0.23%
3,317,501
+131,607
+4% +$5.69M
MDLZ icon
65
Mondelez International
MDLZ
$79.9B
$147M 0.22%
3,415,757
+129,545
+4% +$5.74M
AGG icon
66
iShares Core US Aggregate Bond ETF
AGG
$139B
$145M 0.22%
1,337,112
+244,929
+22% +$26.5M
DD icon
67
DuPont de Nemours
DD
$18.8B
$142M 0.22%
881,187
-175,656
-17% -$27.3M
AVGO icon
68
Broadcom
AVGO
$1.79T
$140M 0.21%
6,415,210
-1,007,860
-14% -$20.8M
USB icon
69
US Bancorp
USB
$97.6B
$139M 0.21%
2,707,620
-332,583
-11% -$17.7M
LLY icon
70
Eli Lilly
LLY
$1.04T
$139M 0.21%
1,647,742
-96,304
-6% -$7.71M
SBUX icon
71
Starbucks
SBUX
$123B
$138M 0.21%
2,357,494
-571,431
-20% -$32.3M
WBA
72
DELISTED
Walgreens Boots Alliance
WBA
$137M 0.21%
1,649,370
-427,173
-21% -$35.8M
ACN icon
73
Accenture
ACN
$116B
$137M 0.21%
1,141,452
-201,511
-15% -$24.1M
DD
74
DELISTED
Du Pont De Nemours E I
DD
$129M 0.2%
1,604,666
-124,407
-7% -$9.66M
TMO icon
75
Thermo Fisher Scientific
TMO
$231B
$128M 0.2%
835,389
-2,929
-0.3% -$448K
1 2
3
4 5

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 $9.98B 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 Miscellaneous at 15% of assets, up from 12% a quarter earlier, followed by Financials and Technology.

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.