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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

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
AXP icon
76
American Express
AXP
$226B
$128M 0.2%
1,616,748
-180,710
-10% -$14.1M
UPS icon
77
United Parcel Service
UPS
$89.9B
$127M 0.19%
1,186,503
-1,387,270
-54% -$152M
CL icon
78
Colgate-Palmolive
CL
$72.7B
$127M 0.19%
1,738,856
-490,610
-22% -$34.3M
CB icon
79
Chubb
CB
$131B
$127M 0.19%
931,649
+33,138
+4% +$4.46M
AIG icon
80
American International
AIG
$40.1B
$123M 0.19%
1,969,862
-633,059
-24% -$40.6M
AGN
81
DELISTED
Allergan plc
AGN
$123M 0.19%
512,998
-76,064
-13% -$17.7M
VWO icon
82
Vanguard FTSE Emerging Markets ETF
VWO
$128B
$122M 0.19%
3,074,822
+653,563
+27% +$25.2M
COP icon
83
ConocoPhillips
COP
$157B
$119M 0.18%
2,395,541
-741,720
-24% -$35.8M
NEE icon
84
NextEra Energy
NEE
$171B
$118M 0.18%
3,689,404
+15,288
+0.4% +$481K
ELV icon
85
Elevance Health
ELV
$86.2B
$118M 0.18%
714,190
-426,867
-37% -$67.9M
TJX icon
86
TJX Companies
TJX
$148B
$117M 0.18%
2,966,032
-917,642
-24% -$35.4M
DUK icon
87
Duke Energy
DUK
$94.3B
$116M 0.18%
1,417,114
-239,122
-14% -$19M
TRV icon
88
Travelers Companies
TRV
$77B
$116M 0.18%
962,638
-522,307
-35% -$62.8M
CAT icon
89
Caterpillar
CAT
$376B
$115M 0.18%
1,241,259
-523,256
-30% -$49.5M
ADBE icon
90
Adobe
ADBE
$115B
$115M 0.18%
883,941
-282,420
-24% -$33.1M
KHC icon
91
Kraft Heinz
KHC
$30.2B
$114M 0.17%
1,253,524
-126,543
-9% -$11.4M
RDS.A
92
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$113M 0.17%
2,183,491
+180,147
+9% +$9.4M
IWM icon
93
iShares Russell 2000 ETF
IWM
$81.7B
$113M 0.17%
819,166
-938,957
-53% -$128M
LMT icon
94
Lockheed Martin
LMT
$130B
$109M 0.17%
405,585
-144,117
-26% -$37.7M
NVS icon
95
Novartis
NVS
$292B
$108M 0.17%
1,629,973
+184,862
+13% +$12.3M
DHR icon
96
Danaher
DHR
$151B
$108M 0.17%
1,425,846
-158,257
-10% -$11.8M
CHTR icon
97
Charter Communications
CHTR
$17.8B
$108M 0.17%
329,905
-3,714
-1% -$1.18M
NOC icon
98
Northrop Grumman
NOC
$77.4B
$106M 0.16%
445,987
-171,296
-28% -$40.7M
BIIB icon
99
Biogen
BIIB
$32.4B
$105M 0.16%
383,901
-387,266
-50% -$109M
PNC icon
100
PNC Financial Services
PNC
$97.4B
$104M 0.16%
865,486
-230,779
-21% -$28.3M
2 3
4
5 6

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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 $9.98B 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.