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
AFL icon
176
Aflac
AFL
$59.2B
$64.9M 0.1%
1,793,076
-1,409,654
-44% -$50M
2013 Q2
15 quarters
TV icon
177
Televisa
TV
$1.23B
$64.8M 0.1%
2,496,909
+628,806
+34% +$14.9M
2013 Q2
15 quarters
PSA icon
178
Public Storage
PSA
$54B
$63.3M 0.1%
289,009
-11,971
-4% -$2.65M
2013 Q2
15 quarters
F icon
179
Ford
F
$47.8B
$63.1M 0.1%
5,424,075
-1,806,247
-25% -$22.4M
2013 Q2
15 quarters
DFS icon
180
DELISTED
Discover Financial Services
DFS
$62.7M 0.1%
916,845
-894,930
-49% -$62.8M
2013 Q2
15 quarters
SPGI icon
181
S&P Global
SPGI
$120B
$62.7M 0.1%
479,545
+10,208
+2% +$1.27M
2016 Q2
3 quarters
MPC icon
182
Marathon Petroleum
MPC
$135B
$62.4M 0.1%
1,233,914
-988,277
-44% -$49.2M
2013 Q2
15 quarters
SBAC icon
183
SBA Communications
SBAC
$19.1B
$61.7M 0.09%
512,555
-11,682
-2% -$1.29M
2013 Q2
15 quarters
TTE icon
184
TotalEnergies
TTE
$197B
$61.7M 0.09%
1,223,514
-23,806
-2% -$1.2M
2013 Q2
15 quarters
ICE icon
185
Intercontinental Exchange
ICE
$87.3B
$61.4M 0.09%
1,025,295
-946,996
-48% -$55.4M
2013 Q2
15 quarters
AMX icon
186
America Movil
AMX
$64.9B
$61.3M 0.09%
4,328,191
+269,352
+7% +$3.51M
2013 Q2
15 quarters
MAR icon
187
Marriott International
MAR
$97.1B
$61.3M 0.09%
650,644
-82,349
-11% -$7.15M
2013 Q2
15 quarters
GGG icon
188
Graco
GGG
$13B
$61.1M 0.09%
1,947,999
+1,221,735
+168% +$36.8M
2013 Q2
15 quarters
PPG icon
189
PPG Industries
PPG
$23.2B
$61M 0.09%
580,387
-16,922
-3% -$1.71M
2013 Q2
15 quarters
TGT icon
190
Target
TGT
$70.4B
$60.6M 0.09%
1,098,112
-665,131
-38% -$41.4M
2013 Q2
15 quarters
PXD icon
191
DELISTED
Pioneer Natural Resource Co.
PXD
$60M 0.09%
322,166
-98,755
-23% -$18.3M
2013 Q2
15 quarters
ETN icon
192
Eaton
ETN
$159B
$59.9M 0.09%
807,824
-418,144
-34% -$29.7M
2013 Q2
15 quarters
HCA icon
193
HCA Healthcare
HCA
$102B
$59.9M 0.09%
672,584
-594,118
-47% -$49.5M
2013 Q2
15 quarters
APD icon
194
Air Products & Chemicals
APD
$64.9B
$59.7M 0.09%
441,270
-3,514
-0.8% -$495K
2013 Q2
15 quarters
CCI icon
195
Crown Castle
CCI
$33.7B
$59.3M 0.09%
627,966
-751,302
-54% -$67.2M
2013 Q2
15 quarters
LUV icon
196
Southwest Airlines
LUV
$19.2B
$59.2M 0.09%
1,100,885
-338,436
-24% -$18.2M
2013 Q2
15 quarters
ADI icon
197
Analog Devices
ADI
$196B
$59.1M 0.09%
721,698
-14,727
-2% -$1.16M
2013 Q2
15 quarters
INTU icon
198
Intuit
INTU
$82.2B
$59M 0.09%
509,038
-572,639
-53% -$68.6M
2013 Q2
15 quarters
LYB icon
199
LyondellBasell Industries
LYB
$19.8B
$58.4M 0.09%
640,392
-607,244
-49% -$55.4M
2013 Q2
15 quarters
MU icon
200
Micron Technology
MU
$1.04T
$58.3M 0.09%
2,018,603
-1,612,875
-44% -$39.4M
2013 Q2
15 quarters
6 7
8
9 10

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.