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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
IP icon
251
International Paper
IP
$22.6B
$47.7M 0.07%
992,510
-1,372,660
-58% -$68.8M
EQIX icon
252
Equinix
EQIX
$99.4B
$47.5M 0.07%
118,584
-138,133
-54% -$52.5M
BF
253
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$47.4M 0.07%
477,928
+94,079
+25% +$9.33M
WELL icon
254
Welltower
WELL
$174B
$47M 0.07%
663,329
+57,973
+10% +$3.91M
SHW icon
255
Sherwin-Williams
SHW
$83.5B
$46.8M 0.07%
453,015
-537,177
-54% -$54.1M
CPAY icon
256
Corpay
CPAY
$25.7B
$46.7M 0.07%
308,379
+6,665
+2% +$1.04M
CAH icon
257
Cardinal Health
CAH
$53.7B
$46.5M 0.07%
570,133
-175,135
-23% -$13.8M
KEY icon
258
KeyCorp
KEY
$23.8B
$46.3M 0.07%
2,604,408
-3,027,392
-54% -$55.4M
ORLY icon
259
O'Reilly Automotive
ORLY
$75.1B
$46.2M 0.07%
2,568,750
-48,855
-2% -$882K
DAL icon
260
Delta Air Lines
DAL
$56.7B
$46M 0.07%
1,001,914
-2,054,431
-67% -$100M
WBK
261
DELISTED
Westpac Banking Corporation
WBK
$45.9M 0.07%
1,717,559
+236,249
+16% +$6.01M
COR icon
262
Cencora
COR
$62B
$45.9M 0.07%
518,097
-385,511
-43% -$33.9M
PCAR icon
263
PACCAR
PCAR
$70.5B
$45.8M 0.07%
1,022,471
-98,004
-9% -$4.41M
AZN icon
264
AstraZeneca
AZN
$269B
$45.6M 0.07%
732,036
+183,392
+33% +$10.7M
EL icon
265
Estee Lauder
EL
$30.4B
$45.4M 0.07%
535,289
-106,029
-17% -$8.76M
IVZ icon
266
Invesco
IVZ
$12.4B
$45.4M 0.07%
1,480,845
-91,077
-6% -$2.85M
MSCI icon
267
MSCI
MSCI
$42.4B
$45.1M 0.07%
464,082
+123,365
+36% +$11.2M
BHI
268
DELISTED
Baker Hughes
BHI
$45M 0.07%
752,053
-34,791
-4% -$2.12M
CPA icon
269
Copa Holdings
CPA
$5.56B
$44.9M 0.07%
400,108
-14,446
-3% -$1.47M
AVB icon
270
AvalonBay Communities
AVB
$27.5B
$44.7M 0.07%
243,637
+7,948
+3% +$1.43M
EA icon
271
Electronic Arts
EA
$52.7B
$44.5M 0.07%
497,391
-598,889
-55% -$51M
BAY
272
DELISTED
BAYER AG SPONS ADR
BAY
$43.8M 0.07%
379,801
+68,275
+22% +$7.87M
DEO icon
273
Diageo
DEO
$49.6B
$43.6M 0.07%
377,124
+37,604
+11% +$4.22M
MIDD icon
274
Middleby
MIDD
$6.01B
$43.6M 0.07%
319,314
+131,643
+70% +$17.9M
SRE icon
275
Sempra
SRE
$58.1B
$43.5M 0.07%
788,010
+10,598
+1% +$563K
9 10
11
12 13

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MCM
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PSUF
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IA
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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.