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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
Avg Time Held Equity + Options
10.6 quarters
Top 10 Avg Time Held Equity + Options
9.6 quarters
Top 20 Avg Time Held Equity + Options
9.7 quarters
Avg Time Held Equity only
10.6 quarters
Top 10 Avg Time Held Equity only
9.6 quarters
Top 20 Avg Time Held Equity only
9.7 quarters

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 Held Since
ABBV icon
51
AbbVie
ABBV
$485B
$173M 0.26%
2,661,027
-479,194
-15% -$30.1M
2013 Q2
15 quarters
RTX icon
52
RTX Corp
RTX
$247B
$167M 0.26%
2,364,157
-430,262
-15% -$30.2M
2013 Q2
15 quarters
BKNG icon
53
Booking.com
BKNG
$118B
$166M 0.25%
2,326,550
-657,850
-22% -$43.4M
2013 Q2
15 quarters
GS icon
54
Goldman Sachs
GS
$260B
$161M 0.25%
700,738
-121,489
-15% -$29.3M
2013 Q2
15 quarters
QCOM icon
55
Qualcomm
QCOM
$189B
$161M 0.25%
2,802,196
-2,239,341
-44% -$130M
2013 Q2
15 quarters
RAI
56
DELISTED
Reynolds American Inc
RAI
$160M 0.24%
2,534,472
+279,002
+12% +$16.8M
2013 Q2
15 quarters
MDT icon
57
Medtronic
MDT
$119B
$159M 0.24%
1,977,825
+158,364
+9% +$12.4M
2013 Q2
15 quarters
BMY icon
58
Bristol-Myers Squibb
BMY
$116B
$158M 0.24%
2,913,154
-292,745
-9% -$16.1M
2013 Q2
15 quarters
NKE icon
59
Nike
NKE
$52.5B
$158M 0.24%
2,834,413
-1,093,166
-28% -$60.4M
2013 Q2
15 quarters
TWX
60
DELISTED
Time Warner Inc
TWX
$153M 0.23%
1,565,574
-217,150
-12% -$21M
2013 Q2
15 quarters
COST icon
61
Costco
COST
$423B
$151M 0.23%
899,886
-306,019
-25% -$51.3M
2013 Q2
15 quarters
GILD icon
62
Gilead Sciences
GILD
$183B
$151M 0.23%
2,220,487
-1,079,090
-33% -$75.9M
2013 Q2
15 quarters
LOW icon
63
Lowe's Companies
LOW
$106B
$147M 0.23%
1,793,611
-762,362
-30% -$58.4M
2013 Q2
15 quarters
ABT icon
64
Abbott
ABT
$178B
$147M 0.23%
3,317,501
+131,607
+4% +$5.69M
2013 Q2
15 quarters
MDLZ icon
65
Mondelez International
MDLZ
$78.5B
$147M 0.22%
3,415,757
+129,545
+4% +$5.74M
2013 Q2
15 quarters
AGG icon
66
iShares Core US Aggregate Bond ETF
AGG
$137B
$145M 0.22%
1,337,112
+244,929
+22% +$26.5M
2013 Q2
15 quarters
DD icon
67
DuPont de Nemours
DD
$17.5B
$142M 0.22%
881,187
-175,656
-17% -$27.3M
2013 Q2
15 quarters
AVGO icon
68
Broadcom
AVGO
$1.71T
$140M 0.21%
6,415,210
-1,007,860
-14% -$20.8M
2013 Q2
15 quarters
USB icon
69
US Bancorp
USB
$88.6B
$139M 0.21%
2,707,620
-332,583
-11% -$17.7M
2013 Q2
15 quarters
LLY icon
70
Eli Lilly
LLY
$1.04T
$139M 0.21%
1,647,742
-96,304
-6% -$7.71M
2013 Q2
15 quarters
SBUX icon
71
Starbucks
SBUX
$105B
$138M 0.21%
2,357,494
-571,431
-20% -$32.3M
2013 Q2
15 quarters
WBA icon
72
DELISTED
Walgreens Boots Alliance
WBA
$137M 0.21%
1,649,370
-427,173
-21% -$35.8M
2013 Q2
15 quarters
ACN icon
73
Accenture
ACN
$131B
$137M 0.21%
1,141,452
-201,511
-15% -$24.1M
2013 Q2
15 quarters
DD icon
74
DELISTED
Du Pont De Nemours E I
DD
$129M 0.2%
1,604,666
-124,407
-7% -$9.66M
2013 Q2
15 quarters
TMO icon
75
Thermo Fisher Scientific
TMO
$245B
$128M 0.2%
835,389
-2,929
-0.3% -$448K
2013 Q2
15 quarters
1 2
3
4 5

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NIPH
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AF
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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.