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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
HD icon
26
Home Depot
HD
$293B
$355M 0.54%
2,415,264
-481,825
-17% -$68.3M
2013 Q2
15 quarters
VZ icon
27
Verizon
VZ
$181B
$346M 0.53%
7,099,116
-2,478,119
-26% -$124M
2013 Q2
15 quarters
ORCL icon
28
Oracle
ORCL
$434B
$336M 0.51%
7,529,330
-575,445
-7% -$24M
2013 Q2
15 quarters
CSCO icon
29
Cisco
CSCO
$454B
$333M 0.51%
9,856,157
-3,133,583
-24% -$102M
2013 Q2
15 quarters
V icon
30
Visa
V
$744B
$332M 0.51%
3,740,792
-1,740,132
-32% -$150M
2013 Q2
15 quarters
UNH icon
31
UnitedHealth
UNH
$339B
$332M 0.51%
2,021,473
-1,073,611
-35% -$176M
2013 Q2
15 quarters
MO icon
32
Altria Group
MO
$119B
$331M 0.51%
4,639,646
+388,541
+9% +$28.1M
2013 Q2
15 quarters
IBM icon
33
IBM
IBM
$217B
$317M 0.48%
1,905,959
-811,379
-30% -$136M
2013 Q2
15 quarters
DIS icon
34
Walt Disney
DIS
$187B
$315M 0.48%
2,777,367
-68,423
-2% -$7.53M
2013 Q2
15 quarters
PEP icon
35
PepsiCo
PEP
$173B
$310M 0.47%
2,772,120
-661,667
-19% -$71M
2013 Q2
15 quarters
KO icon
36
Coca-Cola
KO
$388B
$291M 0.45%
6,866,145
-1,592,537
-19% -$66.4M
2013 Q2
15 quarters
C icon
37
Citigroup
C
$209B
$266M 0.41%
4,453,674
-2,190,911
-33% -$130M
2013 Q2
15 quarters
MMM icon
38
3M
MMM
$83.9B
$265M 0.41%
1,659,505
-515,399
-24% -$79.1M
2013 Q2
15 quarters
AMGN icon
39
Amgen
AMGN
$223B
$248M 0.38%
1,514,234
-346,642
-19% -$57.6M
2013 Q2
15 quarters
WMT icon
40
Walmart Inc
WMT
$891B
$230M 0.35%
9,582,078
-4,223,175
-31% -$97.2M
2013 Q2
15 quarters
MCD icon
41
McDonald's
MCD
$167B
$227M 0.35%
1,751,281
-369,937
-17% -$46.4M
2013 Q2
15 quarters
IEMG icon
42
iShares Core MSCI Emerging Markets ETF
IEMG
$158B
$203M 0.31%
4,258,170
+115,573
+3% +$5.32M
2015 Q3
6 quarters
CELG
43
DELISTED
Celgene Corp
CELG
$200M 0.31%
1,605,663
-640,105
-29% -$76.6M
2013 Q2
15 quarters
MA icon
44
Mastercard
MA
$530B
$200M 0.3%
1,774,641
-932,559
-34% -$102M
2013 Q2
15 quarters
HON icon
45
Honeywell
HON
$65.7B
$190M 0.29%
1,685,877
-101,100
-6% -$11.2M
2013 Q2
15 quarters
TXN icon
46
Texas Instruments
TXN
$263B
$190M 0.29%
2,354,499
-971,203
-29% -$75.2M
2013 Q2
15 quarters
SLB icon
47
SLB Ltd
SLB
$72.4B
$189M 0.29%
2,421,372
-227,121
-9% -$18.6M
2013 Q2
15 quarters
BA icon
48
Boeing
BA
$147B
$185M 0.28%
1,045,902
-66,977
-6% -$11.4M
2013 Q2
15 quarters
CVS icon
49
CVS Health
CVS
$112B
$181M 0.28%
2,302,686
-760,907
-25% -$60.7M
2013 Q2
15 quarters
UNP icon
50
Union Pacific
UNP
$168B
$179M 0.27%
1,690,972
-163,243
-9% -$17.4M
2013 Q2
15 quarters
1
2
3 4 5

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AF
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MCM
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PSUF
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IA
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SCC
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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.