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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
VOYA icon
151
Voya Financial
VOYA
$9.28B
$71.3M 0.11%
1,876,989
-260,965
-12% -$10.5M
KMI icon
152
Kinder Morgan
KMI
$70.2B
$70.3M 0.11%
3,233,551
-1,347,398
-29% -$29.4M
ECL icon
153
Ecolab
ECL
$80.3B
$69M 0.11%
550,526
-334,960
-38% -$41M
HPQ icon
154
HP
HPQ
$27.3B
$68.9M 0.11%
3,854,871
-3,843,136
-50% -$62.2M
AMAT icon
155
Applied Materials
AMAT
$371B
$68.8M 0.11%
1,768,382
-1,956,390
-53% -$70.3M
EBAY icon
156
eBay
EBAY
$46.4B
$68.7M 0.1%
2,045,795
-1,902,993
-48% -$61.9M
NSC icon
157
Norfolk Southern
NSC
$77.8B
$68.7M 0.1%
613,177
-242,892
-28% -$28.4M
YHOO
158
DELISTED
Yahoo Inc
YHOO
$67.9M 0.1%
1,463,374
+75,693
+5% +$3.38M
WM icon
159
Waste Management
WM
$87.5B
$67.7M 0.1%
927,956
-204,917
-18% -$14.6M
EXC icon
160
Exelon
EXC
$45.3B
$67.5M 0.1%
2,630,777
-2,839,890
-52% -$72.4M
SYY icon
161
Sysco
SYY
$39.2B
$67.4M 0.1%
1,297,621
-609,832
-32% -$32.3M
STI
162
DELISTED
SunTrust Banks, Inc.
STI
$67.2M 0.1%
1,214,672
-778,130
-39% -$44.6M
CX icon
163
Cemex
CX
$15.6B
$67.1M 0.1%
7,695,522
-1,377,584
-15% -$11.6M
ESRX
164
DELISTED
Express Scripts Holding Company
ESRX
$67M 0.1%
1,015,971
-275,641
-21% -$19M
ALL icon
165
Allstate
ALL
$65.7B
$66.6M 0.1%
816,798
-640,776
-44% -$50.4M
AEP icon
166
American Electric Power
AEP
$66.6B
$66.1M 0.1%
984,505
-395,732
-29% -$25.6M
SNY icon
167
Sanofi
SNY
$107B
$66.1M 0.1%
1,460,280
+295,242
+25% +$12.5M
ASML icon
168
ASML
ASML
$660B
$66M 0.1%
496,904
+91,211
+22% +$11.2M
BTI icon
169
British American Tobacco
BTI
$121B
$66M 0.1%
994,973
+79,885
+9% +$4.94M
TM icon
170
Toyota
TM
$230B
$66M 0.1%
607,171
+75,332
+14% +$8.65M
MCK icon
171
McKesson
MCK
$104B
$65.8M 0.1%
444,025
+17,315
+4% +$2.54M
SAP icon
172
SAP
SAP
$256B
$65.7M 0.1%
669,670
+149,535
+29% +$13.9M
STT icon
173
State Street
STT
$53.1B
$65.7M 0.1%
825,005
-551,808
-40% -$43.8M
CMI icon
174
Cummins
CMI
$77.5B
$65.5M 0.1%
432,896
-97,475
-18% -$14.4M
PARA
175
DELISTED
Paramount Global Class B
PARA
$65.2M 0.1%
939,444
-219,023
-19% -$14.4M
5 6
7
8 9

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MCM
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PSUF
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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.