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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$1.05T
$2.16B 3.29%
9,961,080
-1,185,713
-11% -$253M
2013 Q2
15 quarters
AAPL icon
2
Apple
AAPL
$4.98T
$1.42B 2.16%
39,436,036
-4,518,280
-10% -$149M
2013 Q2
15 quarters
IVV icon
3
iShares Core S&P 500 ETF
IVV
$897B
$1B 1.53%
4,230,793
+1,107,861
+35% +$259M
2013 Q2
15 quarters
MSFT icon
4
Microsoft
MSFT
$4.02T
$951M 1.45%
14,439,845
-4,000,876
-22% -$256M
2013 Q2
15 quarters
META icon
5
Meta Platforms (Facebook)
META
$1.89T
$736M 1.12%
5,180,829
-664,576
-11% -$88.8M
2013 Q2
15 quarters
JNJ icon
6
Johnson & Johnson
JNJ
$636B
$671M 1.03%
5,389,108
-1,726,730
-24% -$206M
2013 Q2
15 quarters
XOM icon
7
ExxonMobil
XOM
$708B
$629M 0.96%
7,664,399
-1,783,922
-19% -$149M
2013 Q2
15 quarters
JPM icon
8
JPMorgan Chase
JPM
$889B
$600M 0.92%
6,834,855
-2,564,385
-27% -$226M
2013 Q2
15 quarters
AMZN icon
9
Amazon
AMZN
$2.8T
$594M 0.91%
13,393,080
-3,139,400
-19% -$131M
2013 Q2
15 quarters
IWD icon
10
iShares Russell 1000 Value ETF
IWD
$83.2B
$508M 0.78%
4,416,815
+34,473
+0.8% +$3.95M
2014 Q4
9 quarters
T icon
11
AT&T
T
$154B
$502M 0.77%
15,997,889
-4,632,740
-22% -$146M
2013 Q2
15 quarters
GOOGL icon
12
Alphabet (Google) Class A
GOOGL
$4.31T
$474M 0.72%
11,192,700
-4,186,520
-27% -$176M
2015 Q4
5 quarters
GE icon
13
GE Aerospace
GE
$320B
$459M 0.7%
3,213,453
-537,538
-14% -$77.8M
2013 Q2
15 quarters
PM icon
14
Philip Morris
PM
$315B
$453M 0.69%
4,013,000
+380,659
+10% +$39.3M
2013 Q2
15 quarters
WFC icon
15
Wells Fargo
WFC
$252B
$444M 0.68%
7,977,686
-905,166
-10% -$51.4M
2013 Q2
15 quarters
SPY icon
16
State Street SPDR S&P 500 ETF Trust
SPY
$822B
$438M 0.67%
1,857,955
+478,824
+35% +$111M
2013 Q2
15 quarters
PG icon
17
Procter & Gamble
PG
$356B
$437M 0.67%
4,862,163
-1,046,375
-18% -$92.8M
2013 Q2
15 quarters
BRK.B icon
18
Berkshire Hathaway Class B
BRK.B
$1.11T
$435M 0.66%
2,609,033
-302,687
-10% -$50.6M
2013 Q2
15 quarters
PFE icon
19
Pfizer
PFE
$162B
$429M 0.66%
13,214,055
-4,582,542
-26% -$144M
2013 Q2
15 quarters
CVX icon
20
Chevron
CVX
$422B
$421M 0.64%
3,922,243
-1,226,783
-24% -$138M
2013 Q2
15 quarters
CMCSA icon
21
Comcast
CMCSA
$73.4B
$412M 0.63%
10,953,882
-805,420
-7% -$29.9M
2013 Q2
15 quarters
GOOG icon
22
Alphabet (Google) Class C
GOOG
$4.27T
$398M 0.61%
9,604,360
-2,438,700
-20% -$100M
2013 Q2
15 quarters
MRK icon
23
Merck
MRK
$359B
$371M 0.57%
6,121,992
-1,275,115
-17% -$77.4M
2013 Q2
15 quarters
BAC icon
24
Bank of America
BAC
$382B
$369M 0.56%
15,645,837
-6,401,830
-29% -$152M
2013 Q2
15 quarters
INTC icon
25
Intel
INTC
$536B
$356M 0.54%
9,877,832
-3,227,462
-25% -$117M
2013 Q2
15 quarters
1
2 3 4 5

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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.