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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
APH icon
226
Amphenol
APH
$185B
$51.4M 0.08%
2,889,484
-613,176
-18% -$10.6M
ED icon
227
Consolidated Edison
ED
$41.4B
$51.3M 0.08%
660,015
-380,478
-37% -$28.6M
PEG icon
228
Public Service Enterprise Group
PEG
$38.7B
$50.9M 0.08%
1,146,576
-1,004,061
-47% -$44.3M
SWK icon
229
Stanley Black & Decker
SWK
$14.5B
$50.8M 0.08%
382,475
-44,888
-11% -$5.63M
AMP icon
230
Ameriprise Financial
AMP
$47.8B
$50.7M 0.08%
390,731
-257,930
-40% -$31.9M
UN
231
DELISTED
Unilever NV New York Registry Shares
UN
$50.6M 0.08%
1,018,462
+158,727
+18% +$7.11M
CLX icon
232
Clorox
CLX
$12B
$50.5M 0.08%
374,244
-99,675
-21% -$12.9M
FCX icon
233
Freeport-McMoran
FCX
$86.2B
$49.9M 0.08%
3,732,510
-2,180,410
-37% -$31.3M
LBTYK icon
234
Liberty Global Class C
LBTYK
$3.5B
$49.8M 0.08%
1,421,225
-257,941
-15% -$8.89M
IQV icon
235
IQVIA
IQV
$40.7B
$49.8M 0.08%
618,258
-395,498
-39% -$30.9M
REGN icon
236
Regeneron Pharmaceuticals
REGN
$72.9B
$49.7M 0.08%
128,189
-7,453
-5% -$2.76M
BSX icon
237
Boston Scientific
BSX
$68.4B
$49.6M 0.08%
1,995,078
-322,256
-14% -$7.84M
STZ icon
238
Constellation Brands
STZ
$22.5B
$49.6M 0.08%
306,102
-243,400
-44% -$37.9M
PLD icon
239
Prologis
PLD
$136B
$49.6M 0.08%
955,865
-125,915
-12% -$6.41M
GSK icon
240
GSK
GSK
$107B
$49.5M 0.08%
939,341
+132,751
+16% +$6.73M
BAX icon
241
Baxter International
BAX
$12.8B
$49.5M 0.08%
954,417
-521,023
-35% -$25.6M
OMC icon
242
Omnicom Group
OMC
$22.7B
$49.4M 0.08%
573,222
-538,281
-48% -$45.9M
YUM icon
243
Yum! Brands
YUM
$41.9B
$49.4M 0.08%
772,594
-115,753
-13% -$7.54M
BG icon
244
Bunge Global
BG
$20.9B
$49.2M 0.08%
620,563
+71,025
+13% +$5.32M
PCG icon
245
PG&E
PCG
$39B
$48.8M 0.07%
735,529
-136,091
-16% -$8.68M
WDC icon
246
Western Digital
WDC
$159B
$48.7M 0.07%
780,245
-187,709
-19% -$10.8M
BIDU icon
247
Baidu
BIDU
$35.7B
$48.7M 0.07%
282,013
+33,767
+14% +$5.94M
CCL icon
248
Carnival Corporation Ltd
CCL
$38.1B
$48M 0.07%
815,069
+191,759
+31% +$10.7M
BUD icon
249
AB InBev
BUD
$164B
$47.9M 0.07%
436,800
-46,035
-10% -$4.95M
ADM icon
250
Archer Daniels Midland
ADM
$38.7B
$47.9M 0.07%
1,039,732
-440,442
-30% -$19.7M
8 9
10
11 12

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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 $9.97B 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.