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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
CNP icon
426
CenterPoint Energy
CNP
$28.3B
$28.9M 0.04%
1,046,809
-289,087
-22% -$7.69M
HIT
427
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$28.7M 0.04%
528,940
+41,849
+9% +$2.27M
ADSK icon
428
Autodesk
ADSK
$51.8B
$28.7M 0.04%
332,092
+2,565
+0.8% +$215K
KT icon
429
KT
KT
$8.74B
$28.7M 0.04%
1,705,335
+240,310
+16% +$3.72M
LVLT
430
DELISTED
Level 3 Communications Inc
LVLT
$28.7M 0.04%
501,276
+44,634
+10% +$2.58M
DVN icon
431
Devon Energy
DVN
$51.3B
$28.6M 0.04%
685,278
-475,403
-41% -$20.9M
DGX icon
432
Quest Diagnostics
DGX
$26B
$28.5M 0.04%
290,606
-211,652
-42% -$20.2M
OII icon
433
Oceaneering
OII
$4.64B
$28.4M 0.04%
1,047,521
+341,334
+48% +$9.32M
MNST icon
434
Monster Beverage
MNST
$95.1B
$28.2M 0.04%
1,220,418
+117,566
+11% +$2.63M
NTAP icon
435
NetApp
NTAP
$34B
$28.1M 0.04%
671,541
-206,337
-24% -$8.13M
HBAN icon
436
Huntington Bancshares
HBAN
$34B
$28.1M 0.04%
2,097,894
-721,595
-26% -$9.86M
NGG icon
437
National Grid
NGG
$79.3B
$28M 0.04%
457,671
+123,701
+37% +$7.14M
BPL
438
DELISTED
Buckeye Partners, L.P.
BPL
$28M 0.04%
407,986
+12,394
+3% +$844K
AEE icon
439
Ameren
AEE
$30.4B
$27.9M 0.04%
510,392
-268,554
-34% -$14.4M
HMC icon
440
Honda
HMC
$39.8B
$27.7M 0.04%
914,803
+208,767
+30% +$6.44M
FE icon
441
FirstEnergy
FE
$28.4B
$27.6M 0.04%
868,832
-889,880
-51% -$27.5M
EXPE icon
442
Expedia Group
EXPE
$36.5B
$27.6M 0.04%
218,727
-14,020
-6% -$1.71M
MGA icon
443
Magna International
MGA
$18.8B
$27.6M 0.04%
639,000
-15,607
-2% -$682K
WHR icon
444
Whirlpool
WHR
$2.49B
$27.6M 0.04%
160,837
-200,132
-55% -$35.5M
BMO icon
445
Bank of Montreal
BMO
$123B
$27.4M 0.04%
366,255
+42,981
+13% +$3.25M
MPLX icon
446
MPLX
MPLX
$58.6B
$27.4M 0.04%
759,203
+21,450
+3% +$790K
BWA icon
447
BorgWarner
BWA
$12.8B
$27.3M 0.04%
743,018
+221,308
+42% +$8.06M
A icon
448
Agilent Technologies
A
$39.6B
$27.3M 0.04%
516,380
-38,574
-7% -$1.95M
MTD icon
449
Mettler-Toledo International
MTD
$28.1B
$27.2M 0.04%
56,892
-55,548
-49% -$25.4M
TSLA icon
450
Tesla
TSLA
$1.18T
$27.1M 0.04%
1,462,230
+394,545
+37% +$6.68M
16 17
18
19 20

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MCM
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PSUF
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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.