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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
BABA icon
326
Alibaba
BABA
$276B
$37.3M 0.06%
345,834
+107,748
+45% +$11M
DLTR icon
327
Dollar Tree
DLTR
$24.8B
$37.1M 0.06%
472,253
-69,090
-13% -$5.31M
IWN icon
328
iShares Russell 2000 Value ETF
IWN
$14.3B
$36.8M 0.06%
311,806
-35,833
-10% -$4.25M
KDP icon
329
Keurig Dr Pepper
KDP
$42.8B
$36.8M 0.06%
375,622
-353,848
-49% -$33M
HYG icon
330
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$36.6M 0.06%
417,226
-59
-0% -$5.15K
MCO icon
331
Moody's
MCO
$83.7B
$36.3M 0.06%
324,015
-302,008
-48% -$32.4M
PAYX icon
332
Paychex
PAYX
$43.4B
$36.3M 0.06%
615,520
+27,864
+5% +$1.69M
ANZ
333
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$36.2M 0.06%
1,492,092
+197,347
+15% +$4.79M
HSIC icon
334
Henry Schein
HSIC
$9.78B
$36.1M 0.06%
542,117
-35,448
-6% -$2.3M
BPOP icon
335
Popular Inc
BPOP
$11B
$36.1M 0.06%
885,743
+13,148
+2% +$567K
ES icon
336
Eversource Energy
ES
$28.1B
$35.9M 0.05%
610,806
-293,557
-32% -$16.7M
NTT
337
DELISTED
Nippon Telegraph & Telephone
NTT
$35.8M 0.05%
835,321
+190,893
+30% +$8.25M
AER icon
338
AerCap
AER
$23.4B
$35.6M 0.05%
775,336
-30,640
-4% -$1.37M
NOV icon
339
NOV
NOV
$6.84B
$35.6M 0.05%
888,289
-262,564
-23% -$10.2M
DHI icon
340
D.R. Horton
DHI
$41.2B
$35.6M 0.05%
1,068,864
+91,078
+9% +$2.82M
APA icon
341
APA Corp
APA
$13B
$35.5M 0.05%
691,514
-468,884
-40% -$26.4M
PAA icon
342
Plains All American Pipeline
PAA
$17.6B
$35.3M 0.05%
1,115,169
+35,831
+3% +$1.13M
EQR icon
343
Equity Residential
EQR
$25.8B
$35.1M 0.05%
564,382
+1,335
+0.2% +$83.5K
PFG icon
344
Principal Financial Group
PFG
$24.3B
$35.1M 0.05%
556,367
-186,416
-25% -$11.4M
SMFG icon
345
Sumitomo Mitsui Financial
SMFG
$159B
$35M 0.05%
4,829,268
+620,352
+15% +$4.82M
K
346
DELISTED
Kellanova
K
$34.9M 0.05%
512,505
-226,731
-31% -$15.6M
LUMN icon
347
Lumen
LUMN
$6.43B
$34.9M 0.05%
1,479,979
-494,968
-25% -$12.1M
FMX icon
348
Fomento Económico Mexicano
FMX
$41.2B
$34.8M 0.05%
393,243
+88,311
+29% +$7.19M
CAG icon
349
Conagra Brands
CAG
$7.42B
$34.3M 0.05%
850,293
-201,534
-19% -$8.04M
VTR icon
350
Ventas
VTR
$47.5B
$34.3M 0.05%
527,005
+18,547
+4% +$1.15M
12 13
14
15 16

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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.