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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
BLK icon
126
Blackrock
BLK
$182B
$85.1M 0.13%
221,865
+6,214
+3% +$2.38M
COF icon
127
Capital One
COF
$134B
$84.8M 0.13%
978,536
-398,645
-29% -$35.5M
SO icon
128
Southern Company
SO
$102B
$84.6M 0.13%
1,698,997
-522,592
-24% -$25.8M
TSM icon
129
TSMC
TSM
$2.19T
$81.7M 0.12%
2,488,225
+676,213
+37% +$21.1M
PRU icon
130
Prudential Financial
PRU
$41.6B
$81.4M 0.12%
762,897
-236,417
-24% -$25.5M
HAL icon
131
Halliburton
HAL
$29.8B
$80.8M 0.12%
1,642,876
-421,951
-20% -$22.7M
EG icon
132
Everest Group
EG
$14.5B
$80.4M 0.12%
343,962
+27,137
+9% +$6.2M
D icon
133
Dominion Energy
D
$57.8B
$80M 0.12%
1,031,960
+24,486
+2% +$1.85M
CI icon
134
Cigna
CI
$73.9B
$78.8M 0.12%
537,902
-72,827
-12% -$10.7M
EMR icon
135
Emerson Electric
EMR
$86.4B
$78.1M 0.12%
1,304,531
-413,909
-24% -$24.7M
VEA icon
136
Vanguard FTSE Developed Markets ETF
VEA
$238B
$76.9M 0.12%
1,956,039
+62,959
+3% +$2.41M
CME icon
137
CME Group
CME
$102B
$76.7M 0.12%
645,287
-108,426
-14% -$13M
BDX icon
138
Becton Dickinson
BDX
$51.6B
$76.6M 0.12%
427,935
-477,748
-53% -$83.3M
HSBC icon
139
HSBC
HSBC
$355B
$75.5M 0.12%
2,048,524
+370,699
+22% +$13.9M
VLO icon
140
Valero Energy
VLO
$101B
$75.1M 0.11%
1,133,440
-807,315
-42% -$54M
GIS icon
141
General Mills
GIS
$22B
$74.7M 0.11%
1,265,903
-420,126
-25% -$25.7M
CTSH icon
142
Cognizant
CTSH
$29.1B
$74.3M 0.11%
1,248,645
-199,921
-14% -$11.5M
MRSH
143
Marsh
MRSH
$92.6B
$74.1M 0.11%
1,003,298
-317,091
-24% -$22.7M
TFCFA
144
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$73.8M 0.11%
2,279,599
+6,611
+0.3% +$202K
OXY icon
145
Occidental Petroleum
OXY
$58.8B
$73.2M 0.11%
1,154,906
-764,188
-40% -$50.8M
PX
146
DELISTED
Praxair Inc
PX
$73.2M 0.11%
616,861
-33,412
-5% -$3.93M
GLW icon
147
Corning
GLW
$129B
$71.8M 0.11%
2,658,965
-1,214,613
-31% -$32.3M
BAP icon
148
Credicorp
BAP
$29.6B
$71.8M 0.11%
439,560
-6,638
-1% -$1.09M
LEA icon
149
Lear
LEA
$8.25B
$71.8M 0.11%
506,812
+11,567
+2% +$1.64M
DE icon
150
Deere & Co
DE
$167B
$71.4M 0.11%
655,610
-228,576
-26% -$24.8M
4 5
6
7 8

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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 $9.98B 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.