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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
FITB
276
Fifth Third Bancorp
FITB
$51.3B
$43.5M 0.07%
1,712,569
-1,313,704
-43% -$35M
BBD icon
277
Banco Bradesco
BBD
$37.4B
$43.4M 0.07%
8,193,303
-1,301,305
-14% -$6.88M
ETR icon
278
Entergy
ETR
$50.3B
$43.2M 0.07%
1,137,960
-1,302,454
-53% -$47.7M
MUFG icon
279
Mitsubishi UFJ Financial
MUFG
$247B
$43.2M 0.07%
6,809,205
+1,125,090
+20% +$7.36M
CC icon
280
Chemours
CC
$2.48B
$43.1M 0.07%
1,119,456
-182,766
-14% -$5.5M
EFA icon
281
iShares MSCI EAFE ETF
EFA
$76.4B
$42.9M 0.07%
688,604
-183,690
-21% -$11.1M
MSI icon
282
Motorola Solutions
MSI
$72.1B
$42.8M 0.07%
496,641
-177,653
-26% -$14.5M
RNR icon
283
RenaissanceRe
RNR
$13.8B
$42.7M 0.07%
295,233
+36,663
+14% +$5.25M
LDOS icon
284
Leidos
LDOS
$14.4B
$42.6M 0.07%
833,584
-119,649
-13% -$6.16M
JCI icon
285
Johnson Controls International
JCI
$85.1B
$42.6M 0.07%
1,011,706
-294,148
-23% -$12.4M
RGA icon
286
Reinsurance Group of America
RGA
$15.5B
$42.5M 0.06%
334,656
+44,391
+15% +$5.63M
AZO icon
287
AutoZone
AZO
$51.3B
$42.4M 0.06%
58,598
-41,543
-41% -$30.8M
ETP
288
DELISTED
Energy Transfer Partners, L.P.
ETP
$42.1M 0.06%
1,362,679
+749,112
+122% +$18.7M
DOX icon
289
Amdocs
DOX
$6.03B
$42M 0.06%
688,087
+40,574
+6% +$2.44M
TT icon
290
Trane Technologies
TT
$98.8B
$41.9M 0.06%
515,341
-154,523
-23% -$12.3M
MMP
291
DELISTED
Magellan Midstream Partners, L.P.
MMP
$41.7M 0.06%
542,581
+11,253
+2% +$873K
HII icon
292
Huntington Ingalls Industries
HII
$11B
$41.7M 0.06%
208,224
-6,355
-3% -$1.29M
QVCGA
293
DELISTED
QVC Group Inc Series A
QVCGA
$41.6M 0.06%
42,805
-26,146
-38% -$24.6M
FTV icon
294
Fortive
FTV
$18B
$41.3M 0.06%
1,088,531
-258,773
-19% -$9.28M
MTB icon
295
M&T Bank
MTB
$36.3B
$41.3M 0.06%
266,956
-3,839
-1% -$621K
SHPG
296
DELISTED
Shire pic
SHPG
$41.3M 0.06%
236,877
-11,816
-5% -$2.06M
XEL icon
297
Xcel Energy
XEL
$49.2B
$41.2M 0.06%
926,136
-192,100
-17% -$8.14M
NVO
298
Novo Nordisk
NVO
$228B
$41.1M 0.06%
2,398,536
+230,160
+11% +$4.01M
NUE icon
299
Nucor
NUE
$58.3B
$41.1M 0.06%
687,991
+19,975
+3% +$1.22M
NCLH icon
300
Norwegian Cruise Line
NCLH
$9.53B
$41.1M 0.06%
809,235
-123,773
-13% -$6.01M
10 11
12
13 14

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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.