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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
KMB icon
101
Kimberly-Clark
KMB
$32.7B
$103M 0.16%
784,646
-249,961
-24% -$31.5M
2013 Q2
15 quarters
NFLX icon
102
Netflix
NFLX
$293B
$103M 0.16%
6,986,430
-3,493,620
-33% -$49M
2013 Q2
15 quarters
AMT icon
103
American Tower
AMT
$82.8B
$101M 0.15%
834,432
+33,490
+4% +$3.68M
2013 Q2
15 quarters
SPG icon
104
Simon Property Group
SPG
$64.7B
$100M 0.15%
582,131
-34,718
-6% -$6.2M
2013 Q2
15 quarters
MS icon
105
Morgan Stanley
MS
$284B
$99.9M 0.15%
2,331,268
-1,536,743
-40% -$68.2M
2013 Q2
15 quarters
EOG icon
106
EOG Resources
EOG
$80.6B
$99.8M 0.15%
1,022,637
-223,486
-18% -$22.3M
2013 Q2
15 quarters
FDX icon
107
FedEx
FDX
$68.4B
$99.5M 0.15%
510,039
-15,782
-3% -$3.01M
2013 Q2
15 quarters
NVDA icon
108
NVIDIA
NVDA
$5.42T
$99.2M 0.15%
36,444,200
-1,622,200
-4% -$4.32M
2013 Q2
15 quarters
CSX icon
109
CSX Corp
CSX
$88.5B
$98.7M 0.15%
6,363,153
-194,526
-3% -$2.96M
2013 Q2
15 quarters
ADP icon
110
Automatic Data Processing
ADP
$110B
$97.9M 0.15%
956,143
-412,753
-30% -$42.1M
2013 Q2
15 quarters
RTN
111
DELISTED
Raytheon Company
RTN
$93.3M 0.14%
612,121
-305,908
-33% -$46M
2013 Q2
15 quarters
ITW icon
112
Illinois Tool Works
ITW
$76B
$93M 0.14%
701,921
-364,338
-34% -$47.1M
2013 Q2
15 quarters
GD icon
113
General Dynamics
GD
$90.7B
$91.5M 0.14%
488,651
+3,452
+0.7% +$638K
2013 Q2
15 quarters
CRM icon
114
Salesforce
CRM
$194B
$91M 0.14%
1,103,129
-55,074
-5% -$4.4M
2013 Q2
15 quarters
BNY icon
115
Bank of New York Mellon
BNY
$92.6B
$90.3M 0.14%
1,910,954
+162,194
+9% +$7.59M
2013 Q2
15 quarters
HPE icon
116
Hewlett Packard
HPE
$87.2B
$89.1M 0.14%
6,466,733
-7,928,445
-55% -$107M
2015 Q4
5 quarters
PSX icon
117
Phillips 66
PSX
$116B
$89.1M 0.14%
1,124,285
-417,346
-27% -$33.6M
2013 Q2
15 quarters
SYK icon
118
Stryker
SYK
$108B
$88M 0.13%
668,132
+29,532
+5% +$3.73M
2013 Q2
15 quarters
BP icon
119
BP
BP
$125B
$87.8M 0.13%
2,917,927
-304,880
-9% -$9.27M
2013 Q2
15 quarters
MET icon
120
MetLife
MET
$63B
$87.7M 0.13%
1,862,244
-1,733,112
-48% -$82.6M
2013 Q2
15 quarters
AET
121
DELISTED
Aetna Inc
AET
$86.8M 0.13%
680,600
-311,662
-31% -$39.1M
2013 Q2
15 quarters
MON
122
DELISTED
Monsanto Co
MON
$86.7M 0.13%
766,300
-34,410
-4% -$3.81M
2013 Q2
15 quarters
SCHW icon
123
Charles Schwab
SCHW
$166B
$86.6M 0.13%
2,122,595
-269,317
-11% -$11.1M
2013 Q2
15 quarters
PYPL icon
124
PayPal
PYPL
$47.5B
$85.5M 0.13%
1,987,010
-1,491,860
-43% -$62.4M
2015 Q3
6 quarters
GM icon
125
General Motors
GM
$72.7B
$85.3M 0.13%
2,413,477
-1,695,170
-41% -$62M
2013 Q2
15 quarters
3 4
5
6 7

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.