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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
-$9.97B
Cap. Flow %
-15.23%
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 Financials 13.74%
2 Technology 12.49%
3 Healthcare 10.51%
4 Industrials 9.39%
5 Consumer Discretionary 7.69%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AFL icon
176
Aflac
AFL
$65.5B
$64.9M 0.1%
1,793,076
-1,409,654
-44% -$50M
TV icon
177
Televisa
TV
$1.49B
$64.8M 0.1%
2,496,909
+628,806
+34% +$14.9M
PSA icon
178
Public Storage
PSA
$61.5B
$63.3M 0.1%
289,009
-11,971
-4% -$2.65M
F icon
179
Ford
F
$60.9B
$63.1M 0.1%
5,424,075
-1,806,247
-25% -$22.4M
DFS
180
DELISTED
Discover Financial Services
DFS
$62.7M 0.1%
916,845
-894,930
-49% -$62.8M
SPGI icon
181
S&P Global
SPGI
$124B
$62.7M 0.1%
479,545
+10,208
+2% +$1.27M
MPC icon
182
Marathon Petroleum
MPC
$90.1B
$62.4M 0.1%
1,233,914
-988,277
-44% -$49.2M
SBAC icon
183
SBA Communications
SBAC
$19.8B
$61.7M 0.09%
512,555
-11,682
-2% -$1.29M
TTE icon
184
TotalEnergies
TTE
$193B
$61.7M 0.09%
1,223,514
-23,806
-2% -$1.2M
ICE icon
185
Intercontinental Exchange
ICE
$87.2B
$61.4M 0.09%
1,025,295
-946,996
-48% -$55.4M
AMX icon
186
America Movil
AMX
$74.6B
$61.3M 0.09%
4,328,191
+269,352
+7% +$3.51M
MAR icon
187
Marriott International
MAR
$100B
$61.3M 0.09%
650,644
-82,349
-11% -$7.15M
GGG icon
188
Graco
GGG
$13.2B
$61.1M 0.09%
1,947,999
+1,221,735
+168% +$36.8M
PPG icon
189
PPG Industries
PPG
$24.9B
$61M 0.09%
580,387
-16,922
-3% -$1.71M
TGT icon
190
Target
TGT
$66.3B
$60.6M 0.09%
1,098,112
-665,131
-38% -$41.4M
PXD
191
DELISTED
Pioneer Natural Resource Co.
PXD
$60M 0.09%
322,166
-98,755
-23% -$18.3M
ETN icon
192
Eaton
ETN
$141B
$59.9M 0.09%
807,824
-418,144
-34% -$29.7M
HCA icon
193
HCA Healthcare
HCA
$88.4B
$59.9M 0.09%
672,584
-594,118
-47% -$49.5M
APD icon
194
Air Products & Chemicals
APD
$65.5B
$59.7M 0.09%
441,270
-3,514
-0.8% -$495K
CCI icon
195
Crown Castle
CCI
$34.6B
$59.3M 0.09%
627,966
-751,302
-54% -$67.2M
LUV icon
196
Southwest Airlines
LUV
$21.7B
$59.2M 0.09%
1,100,885
-338,436
-24% -$18.2M
ADI icon
197
Analog Devices
ADI
$172B
$59.1M 0.09%
721,698
-14,727
-2% -$1.16M
INTU icon
198
Intuit
INTU
$91.1B
$59M 0.09%
509,038
-572,639
-53% -$68.6M
LYB icon
199
LyondellBasell Industries
LYB
$19.5B
$58.4M 0.09%
640,392
-607,244
-49% -$55.4M
MU icon
200
Micron Technology
MU
$835B
$58.3M 0.09%
2,018,603
-1,612,875
-44% -$39.4M
6 7
8
9 10

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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 $9.97B 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 Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

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.