PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B Turnover 10.22%
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
2.7 years
Top 10 Avg Time Held Equity + Options
2.4 years
Top 20 Avg Time Held Equity + Options
2.4 years
Avg Time Held Equity only
2.7 years
Top 10 Avg Time Held Equity only
2.4 years
Top 20 Avg Time Held Equity only
2.4 years

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
BLK icon
126
Blackrock
BLK
$166B
$85.1M 0.13%
221,865
+6,214
+3% +$2.38M
2013 Q2
15 quarters
COF icon
127
Capital One
COF
$119B
$84.8M 0.13%
978,536
-398,645
-29% -$35.5M
2013 Q2
15 quarters
SO icon
128
Southern Company
SO
$103B
$84.6M 0.13%
1,698,997
-522,592
-24% -$25.8M
2013 Q2
15 quarters
TSM icon
129
TSMC
TSM
$2.23T
$81.7M 0.12%
2,488,225
+676,213
+37% +$21.1M
2013 Q2
15 quarters
PRU icon
130
Prudential Financial
PRU
$39.2B
$81.4M 0.12%
762,897
-236,417
-24% -$25.5M
2013 Q2
15 quarters
HAL icon
131
Halliburton
HAL
$27.4B
$80.8M 0.12%
1,642,876
-421,951
-20% -$22.7M
2013 Q2
15 quarters
EG icon
132
Everest Group
EG
$14.4B
$80.4M 0.12%
343,962
+27,137
+9% +$6.2M
2013 Q2
15 quarters
D icon
133
Dominion Energy
D
$55.2B
$80M 0.12%
1,031,960
+24,486
+2% +$1.85M
2013 Q2
15 quarters
CI icon
134
Cigna
CI
$76.5B
$78.8M 0.12%
537,902
-72,827
-12% -$10.7M
2013 Q2
15 quarters
EMR icon
135
Emerson Electric
EMR
$89.9B
$78.1M 0.12%
1,304,531
-413,909
-24% -$24.7M
2013 Q2
15 quarters
VEA icon
136
Vanguard FTSE Developed Markets ETF
VEA
$227B
$76.9M 0.12%
1,956,039
+62,959
+3% +$2.41M
2013 Q2
15 quarters
CME icon
137
CME Group
CME
$103B
$76.7M 0.12%
645,287
-108,426
-14% -$13M
2013 Q2
15 quarters
BDX icon
138
Becton Dickinson
BDX
$51.5B
$76.6M 0.12%
427,935
-477,748
-53% -$83.3M
2013 Q2
15 quarters
HSBC icon
139
HSBC
HSBC
$321B
$75.5M 0.12%
2,048,524
+370,699
+22% +$13.9M
2013 Q2
15 quarters
VLO icon
140
Valero Energy
VLO
$132B
$75.1M 0.11%
1,133,440
-807,315
-42% -$54M
2013 Q2
15 quarters
GIS icon
141
General Mills
GIS
$17.2B
$74.7M 0.11%
1,265,903
-420,126
-25% -$25.7M
2013 Q2
15 quarters
CTSH icon
142
Cognizant
CTSH
$28.1B
$74.3M 0.11%
1,248,645
-199,921
-14% -$11.5M
2013 Q2
15 quarters
MRSH icon
143
Marsh
MRSH
$85.1B
$74.1M 0.11%
1,003,298
-317,091
-24% -$22.7M
2013 Q2
15 quarters
TFCFA
144
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$73.8M 0.11%
2,279,599
+6,611
+0.3% +$202K
2013 Q3
14 quarters
OXY icon
145
Occidental Petroleum
OXY
$61.4B
$73.2M 0.11%
1,154,906
-764,188
-40% -$50.8M
2013 Q2
15 quarters
PX icon
146
DELISTED
Praxair Inc
PX
$73.2M 0.11%
616,861
-33,412
-5% -$3.93M
2013 Q2
15 quarters
GLW icon
147
Corning
GLW
$121B
$71.8M 0.11%
2,658,965
-1,214,613
-31% -$32.3M
2013 Q2
15 quarters
BAP icon
148
Credicorp
BAP
$30.5B
$71.8M 0.11%
439,560
-6,638
-1% -$1.09M
2013 Q2
15 quarters
LEA icon
149
Lear
LEA
$5.89B
$71.8M 0.11%
506,812
+11,567
+2% +$1.64M
2013 Q2
15 quarters
DE icon
150
Deere & Co
DE
$175B
$71.4M 0.11%
655,610
-228,576
-26% -$24.8M
2013 Q2
15 quarters
4 5
6
7 8

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NIPH
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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.