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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
VOYA icon
151
Voya Financial
VOYA
$8.58B
$71.3M 0.11%
1,876,989
-260,965
-12% -$10.5M
2013 Q3
14 quarters
KMI icon
152
Kinder Morgan
KMI
$74.5B
$70.3M 0.11%
3,233,551
-1,347,398
-29% -$29.4M
2013 Q2
15 quarters
ECL icon
153
Ecolab
ECL
$80.2B
$69M 0.11%
550,526
-334,960
-38% -$41M
2013 Q2
15 quarters
HPQ icon
154
HP
HPQ
$27.2B
$68.9M 0.11%
3,854,871
-3,843,136
-50% -$62.2M
2013 Q2
15 quarters
AMAT icon
155
Applied Materials
AMAT
$356B
$68.8M 0.11%
1,768,382
-1,956,390
-53% -$70.3M
2013 Q2
15 quarters
EBAY icon
156
eBay
EBAY
$52.1B
$68.7M 0.1%
2,045,795
-1,902,993
-48% -$61.9M
2013 Q2
15 quarters
NSC icon
157
Norfolk Southern
NSC
$72.2B
$68.7M 0.1%
613,177
-242,892
-28% -$28.4M
2013 Q2
15 quarters
YHOO
158
DELISTED
Yahoo Inc
YHOO
$67.9M 0.1%
1,463,374
+75,693
+5% +$3.38M
2013 Q2
15 quarters
WM icon
159
Waste Management
WM
$85.9B
$67.7M 0.1%
927,956
-204,917
-18% -$14.6M
2013 Q2
15 quarters
EXC icon
160
Exelon
EXC
$43.7B
$67.5M 0.1%
2,630,777
-2,839,890
-52% -$72.4M
2013 Q2
15 quarters
SYY icon
161
Sysco
SYY
$39.3B
$67.4M 0.1%
1,297,621
-609,832
-32% -$32.3M
2013 Q2
15 quarters
STI icon
162
DELISTED
SunTrust Banks, Inc.
STI
$67.2M 0.1%
1,214,672
-778,130
-39% -$44.6M
2013 Q2
15 quarters
CX icon
163
Cemex
CX
$13.7B
$67.1M 0.1%
7,695,522
-1,377,584
-15% -$11.6M
2013 Q2
15 quarters
ESRX
164
DELISTED
Express Scripts Holding Company
ESRX
$67M 0.1%
1,015,971
-275,641
-21% -$19M
2013 Q2
15 quarters
ALL icon
165
Allstate
ALL
$59B
$66.6M 0.1%
816,798
-640,776
-44% -$50.4M
2013 Q2
15 quarters
AEP icon
166
American Electric Power
AEP
$68.7B
$66.1M 0.1%
984,505
-395,732
-29% -$25.6M
2013 Q2
15 quarters
SNY icon
167
Sanofi
SNY
$95.6B
$66.1M 0.1%
1,460,280
+295,242
+25% +$12.5M
2013 Q2
15 quarters
ASML icon
168
ASML
ASML
$652B
$66M 0.1%
496,904
+91,211
+22% +$11.2M
2013 Q2
15 quarters
BTI icon
169
British American Tobacco
BTI
$121B
$66M 0.1%
994,973
+79,885
+9% +$4.94M
2013 Q2
15 quarters
TM icon
170
Toyota
TM
$222B
$66M 0.1%
607,171
+75,332
+14% +$8.65M
2013 Q2
15 quarters
MCK icon
171
McKesson
MCK
$113B
$65.8M 0.1%
444,025
+17,315
+4% +$2.54M
2013 Q2
15 quarters
SAP icon
172
SAP
SAP
$253B
$65.7M 0.1%
669,670
+149,535
+29% +$13.9M
2013 Q2
15 quarters
STT icon
173
State Street
STT
$44.8B
$65.7M 0.1%
825,005
-551,808
-40% -$43.8M
2013 Q2
15 quarters
CMI icon
174
Cummins
CMI
$71.7B
$65.5M 0.1%
432,896
-97,475
-18% -$14.4M
2013 Q2
15 quarters
PARA icon
175
DELISTED
Paramount Global Class B
PARA
$65.2M 0.1%
939,444
-219,023
-19% -$14.4M
2013 Q2
15 quarters
5 6
7
8 9

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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.