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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$1.03T
$2.16B 3.29%
9,961,080
-1,185,713
-11% -$253M
AAPL icon
2
Apple
AAPL
$4.69T
$1.42B 2.16%
39,436,036
-4,518,280
-10% -$149M
IVV icon
3
iShares Core S&P 500 ETF
IVV
$904B
$1B 1.53%
4,230,793
+1,107,861
+35% +$259M
MSFT icon
4
Microsoft
MSFT
$3.83T
$951M 1.45%
14,439,845
-4,000,876
-22% -$256M
META icon
5
Meta Platforms (Facebook)
META
$1.49T
$736M 1.12%
5,180,829
-664,576
-11% -$88.8M
JNJ icon
6
Johnson & Johnson
JNJ
$642B
$671M 1.03%
5,389,108
-1,726,730
-24% -$206M
XOM icon
7
ExxonMobil
XOM
$642B
$629M 0.96%
7,664,399
-1,783,922
-19% -$149M
JPM icon
8
JPMorgan Chase
JPM
$952B
$600M 0.92%
6,834,855
-2,564,385
-27% -$226M
AMZN icon
9
Amazon
AMZN
$2.87T
$594M 0.91%
13,393,080
-3,139,400
-19% -$131M
IWD icon
10
iShares Russell 1000 Value ETF
IWD
$84.5B
$508M 0.78%
4,416,815
+34,473
+0.8% +$3.95M
T icon
11
AT&T
T
$177B
$502M 0.77%
15,997,889
-4,632,740
-22% -$146M
GOOGL icon
12
Alphabet (Google) Class A
GOOGL
$4.25T
$474M 0.72%
11,192,700
-4,186,520
-27% -$176M
GE icon
13
GE Aerospace
GE
$356B
$459M 0.7%
3,213,453
-537,538
-14% -$77.8M
PM icon
14
Philip Morris
PM
$299B
$453M 0.69%
4,013,000
+380,659
+10% +$39.3M
WFC icon
15
Wells Fargo
WFC
$261B
$444M 0.68%
7,977,686
-905,166
-10% -$51.4M
SPY icon
16
State Street SPDR S&P 500 ETF Trust
SPY
$831B
$438M 0.67%
1,857,955
+478,824
+35% +$111M
PG icon
17
Procter & Gamble
PG
$333B
$437M 0.67%
4,862,163
-1,046,375
-18% -$92.8M
BRK.B icon
18
Berkshire Hathaway Class B
BRK.B
$1.08T
$435M 0.66%
2,609,033
-302,687
-10% -$50.6M
PFE icon
19
Pfizer
PFE
$159B
$429M 0.66%
13,214,055
-4,582,542
-26% -$144M
CVX icon
20
Chevron
CVX
$395B
$421M 0.64%
3,922,243
-1,226,783
-24% -$138M
CMCSA icon
21
Comcast
CMCSA
$95.2B
$412M 0.63%
10,953,882
-805,420
-7% -$29.9M
GOOG icon
22
Alphabet (Google) Class C
GOOG
$4.21T
$398M 0.61%
9,604,360
-2,438,700
-20% -$100M
MRK icon
23
Merck
MRK
$365B
$371M 0.57%
6,121,992
-1,275,115
-17% -$77.4M
BAC icon
24
Bank of America
BAC
$436B
$369M 0.56%
15,645,837
-6,401,830
-29% -$152M
INTC icon
25
Intel
INTC
$484B
$356M 0.54%
9,877,832
-3,227,462
-25% -$117M
1
2 3 4 5

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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.