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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
AXP icon
76
American Express
AXP
$209B
$128M 0.2%
1,616,748
-180,710
-10% -$14.1M
2013 Q2
15 quarters
UPS icon
77
United Parcel Service
UPS
$80.6B
$127M 0.19%
1,186,503
-1,387,270
-54% -$152M
2013 Q2
15 quarters
CL icon
78
Colgate-Palmolive
CL
$71.7B
$127M 0.19%
1,738,856
-490,610
-22% -$34.3M
2013 Q2
15 quarters
CB icon
79
Chubb
CB
$134B
$127M 0.19%
931,649
+33,138
+4% +$4.46M
2013 Q2
15 quarters
AIG icon
80
American International
AIG
$40.6B
$123M 0.19%
1,969,862
-633,059
-24% -$40.6M
2013 Q2
15 quarters
AGN
81
DELISTED
Allergan plc
AGN
$123M 0.19%
512,998
-76,064
-13% -$17.7M
2013 Q2
15 quarters
VWO icon
82
Vanguard FTSE Emerging Markets ETF
VWO
$126B
$122M 0.19%
3,074,822
+653,563
+27% +$25.2M
2013 Q2
15 quarters
COP icon
83
ConocoPhillips
COP
$169B
$119M 0.18%
2,395,541
-741,720
-24% -$35.8M
2013 Q2
15 quarters
NEE icon
84
NextEra Energy
NEE
$163B
$118M 0.18%
3,689,404
+15,288
+0.4% +$481K
2013 Q2
15 quarters
ELV icon
85
Elevance Health
ELV
$92.2B
$118M 0.18%
714,190
-426,867
-37% -$67.9M
2013 Q2
15 quarters
TJX icon
86
TJX Companies
TJX
$156B
$117M 0.18%
2,966,032
-917,642
-24% -$35.4M
2013 Q2
15 quarters
DUK icon
87
Duke Energy
DUK
$92.2B
$116M 0.18%
1,417,114
-239,122
-14% -$19M
2013 Q2
15 quarters
TRV icon
88
Travelers Companies
TRV
$77.9B
$116M 0.18%
962,638
-522,307
-35% -$62.8M
2013 Q2
15 quarters
CAT icon
89
Caterpillar
CAT
$355B
$115M 0.18%
1,241,259
-523,256
-30% -$49.5M
2013 Q2
15 quarters
ADBE icon
90
Adobe
ADBE
$92B
$115M 0.18%
883,941
-282,420
-24% -$33.1M
2013 Q2
15 quarters
KHC icon
91
The Kraft Heinz Company
KHC
$26.6B
$114M 0.17%
1,253,524
-126,543
-9% -$11.4M
2015 Q3
6 quarters
RDS.A
92
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$113M 0.17%
2,183,491
+180,147
+9% +$9.4M
2013 Q2
15 quarters
IWM icon
93
iShares Russell 2000 ETF
IWM
$77.9B
$113M 0.17%
819,166
-938,957
-53% -$128M
2013 Q2
15 quarters
LMT icon
94
Lockheed Martin
LMT
$116B
$109M 0.17%
405,585
-144,117
-26% -$37.7M
2013 Q2
15 quarters
NVS icon
95
Novartis
NVS
$271B
$108M 0.17%
1,629,973
+184,862
+13% +$12.3M
2013 Q2
15 quarters
DHR icon
96
Danaher
DHR
$157B
$108M 0.17%
1,425,846
-158,257
-10% -$11.8M
2013 Q2
15 quarters
CHTR icon
97
Charter Communications
CHTR
$12.2B
$108M 0.17%
329,905
-3,714
-1% -$1.18M
2013 Q2
15 quarters
NOC icon
98
Northrop Grumman
NOC
$68.4B
$106M 0.16%
445,987
-171,296
-28% -$40.7M
2013 Q2
15 quarters
BIIB icon
99
Biogen
BIIB
$33.8B
$105M 0.16%
383,901
-387,266
-50% -$109M
2013 Q2
15 quarters
PNC icon
100
PNC Financial Services
PNC
$87.6B
$104M 0.16%
865,486
-230,779
-21% -$28.3M
2013 Q2
15 quarters
2 3
4
5 6

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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
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
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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.