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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
-$9.97B
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
AZ
301
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$41M 0.06%
2,211,679
+341,780
+18% +$6.33M
ABB
302
DELISTED
ABB Ltd
ABB
$40.8M 0.06%
1,744,463
+225,415
+15% +$5.15M
HIG icon
303
Hartford Financial Services
HIG
$39.9B
$40.8M 0.06%
848,122
-288,329
-25% -$14M
CMS icon
304
CMS Energy
CMS
$23.3B
$40.7M 0.06%
910,188
-180,974
-17% -$7.84M
BHP icon
305
BHP
BHP
$211B
$40.3M 0.06%
1,245,214
+183,647
+17% +$6.34M
RS icon
306
Reliance Steel & Aluminium
RS
$20.6B
$40.1M 0.06%
500,817
+98,818
+25% +$8.11M
EPD icon
307
Enterprise Products Partners
EPD
$83.7B
$40M 0.06%
1,450,396
+34,096
+2% +$952K
VO icon
308
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$39.9M 0.06%
+1,147,252
New +$39.4M
PUK icon
309
Prudential
PUK
$36.4B
$39.9M 0.06%
970,301
+121,868
+14% +$4.79M
ALXN
310
DELISTED
Alexion Pharmaceuticals
ALXN
$39.8M 0.06%
328,363
-408,761
-55% -$52.7M
SAN icon
311
Banco Santander
SAN
$191B
$39.7M 0.06%
6,821,499
+1,134,753
+20% +$6.1M
INGR icon
312
Ingredion
INGR
$6.42B
$39.5M 0.06%
327,782
-22,792
-7% -$2.79M
NBIS
313
Nebius Group N.V.
NBIS
$37.6B
$39.5M 0.06%
1,799,539
+13,709
+0.8% +$312K
WEC icon
314
WEC Energy
WEC
$36.3B
$39.4M 0.06%
650,016
-278,754
-30% -$16.4M
PGR icon
315
Progressive
PGR
$128B
$39.4M 0.06%
1,004,880
-103,151
-9% -$3.94M
ATVI
316
DELISTED
Activision Blizzard
ATVI
$39.1M 0.06%
784,897
-697,695
-47% -$30.7M
IEFA icon
317
iShares Core MSCI EAFE ETF
IEFA
$186B
$38.8M 0.06%
669,328
+30,585
+5% +$1.72M
LRCX icon
318
Lam Research
LRCX
$316B
$38.5M 0.06%
2,998,200
-475,660
-14% -$5.59M
LNC icon
319
Lincoln National
LNC
$7.92B
$38.4M 0.06%
586,467
-419,402
-42% -$28.7M
WY icon
320
Weyerhaeuser
WY
$17.6B
$38.3M 0.06%
1,126,547
-6,438
-0.6% -$209K
UAL icon
321
United Airlines
UAL
$38.8B
$37.9M 0.06%
536,262
-581,602
-52% -$42M
ING icon
322
ING
ING
$92.9B
$37.8M 0.06%
2,503,729
+232,169
+10% +$3.4M
MAN icon
323
ManpowerGroup
MAN
$2.6B
$37.7M 0.06%
367,520
+64,479
+21% +$6.26M
GPC icon
324
Genuine Parts
GPC
$17.9B
$37.7M 0.06%
407,747
-79,551
-16% -$7.65M
VIAB
325
DELISTED
Viacom Inc. Class B
VIAB
$37.7M 0.06%
807,965
-465,201
-37% -$19.6M
11 12
13
14 15

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MCM
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PSUF
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SCC
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BAM
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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 $9.97B 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.