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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
EDU icon
351
New Oriental
EDU
$9.32B
$34.3M 0.05%
567,271
+49,301
+10% +$2.5M
VFC icon
352
VF Corp
VFC
$5.92B
$34.1M 0.05%
659,335
-76,426
-10% -$3.77M
NWL icon
353
Newell Brands
NWL
$2.21B
$34M 0.05%
721,142
-102,136
-12% -$4.84M
VOD icon
354
Vodafone
VOD
$37.1B
$34M 0.05%
1,285,887
+251,822
+24% +$6.45M
CERN
355
DELISTED
Cerner Corp
CERN
$33.9M 0.05%
575,250
+109,484
+24% +$5.92M
TEL icon
356
TE Connectivity
TEL
$60B
$33.8M 0.05%
452,917
+35,448
+8% +$2.61M
BCR
357
DELISTED
CR Bard Inc.
BCR
$33.7M 0.05%
135,540
-45,101
-25% -$10.9M
EEM icon
358
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$33.7M 0.05%
854,826
+41,773
+5% +$1.59M
NEM icon
359
Newmont
NEM
$96.2B
$33.6M 0.05%
1,019,274
-322,459
-24% -$11.3M
RY icon
360
Royal Bank of Canada
RY
$287B
$33.6M 0.05%
460,350
+140,093
+44% +$10.2M
AFG icon
361
American Financial Group
AFG
$11.9B
$33.5M 0.05%
351,175
+14,588
+4% +$1.34M
ROP icon
362
Roper Technologies
ROP
$40.4B
$33.3M 0.05%
161,297
-207,981
-56% -$41.7M
DTE icon
363
DTE Energy
DTE
$29.9B
$33.3M 0.05%
383,136
-171,291
-31% -$14.5M
RDS.B
364
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$33.2M 0.05%
595,166
+72,876
+14% +$4.13M
PNW icon
365
Pinnacle West Capital
PNW
$12.4B
$33.1M 0.05%
396,816
-71,074
-15% -$5.68M
BEN icon
366
Franklin Resources
BEN
$16.8B
$32.9M 0.05%
781,338
-49,688
-6% -$2.06M
IGSB icon
367
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$32.9M 0.05%
625,716
-19,238
-3% -$1.01M
NLSN
368
DELISTED
Nielsen Holdings plc
NLSN
$32.9M 0.05%
796,306
-242,934
-23% -$10.4M
MCHP icon
369
Microchip Technology
MCHP
$38.8B
$32.9M 0.05%
891,488
-1,084,298
-55% -$38.2M
STX icon
370
Seagate
STX
$174B
$32.8M 0.05%
714,322
-650,714
-48% -$28.9M
EW icon
371
Edwards Lifesciences
EW
$49.4B
$32.8M 0.05%
1,046,253
-45,495
-4% -$1.42M
INFY icon
372
Infosys
INFY
$51B
$32.8M 0.05%
4,150,492
+1,010,952
+32% +$7.53M
VRTX icon
373
Vertex Pharmaceuticals
VRTX
$123B
$32.5M 0.05%
297,564
+32,411
+12% +$2.85M
VR
374
DELISTED
Validus Hold Ltd
VR
$32.4M 0.05%
575,236
-12,069
-2% -$688K
JNK icon
375
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
$32.3M 0.05%
291,948
-39,507
-12% -$4.36M
13 14
15
16 17

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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.