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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
NAB
376
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$32.3M 0.05%
2,524,529
+445,402
+21% +$5.69M
GEN icon
377
Gen Digital
GEN
$16.5B
$32.2M 0.05%
1,050,778
-1,952,521
-65% -$55.4M
ROK icon
378
Rockwell Automation
ROK
$51.1B
$32.2M 0.05%
207,037
-10,166
-5% -$1.52M
MRO
379
DELISTED
Marathon Oil Corporation
MRO
$32.2M 0.05%
2,036,800
-1,323,682
-39% -$21.7M
OKE icon
380
Oneok
OKE
$56.7B
$32.1M 0.05%
578,934
-61,500
-10% -$3.38M
HST icon
381
Host Hotels & Resorts
HST
$17.5B
$31.9M 0.05%
1,707,594
-350,657
-17% -$6.41M
INDA icon
382
iShares MSCI India ETF
INDA
$6.81B
$31.8M 0.05%
1,010,587
+994,453
+6,164% +$29.1M
CHD icon
383
Church & Dwight Co
CHD
$23.7B
$31.7M 0.05%
636,309
-223,280
-26% -$10.7M
VNQ icon
384
Vanguard Real Estate ETF
VNQ
$39.9B
$31.7M 0.05%
383,492
+67,060
+21% +$5.56M
RIO icon
385
Rio Tinto
RIO
$152B
$31.6M 0.05%
776,209
+174,655
+29% +$7.42M
TSN icon
386
Tyson Foods
TSN
$21.5B
$31.4M 0.05%
508,335
-631,080
-55% -$39.8M
ACGL icon
387
Arch Capital
ACGL
$35.7B
$31.3M 0.05%
991,038
+95,916
+11% +$2.93M
DOV icon
388
Dover
DOV
$26.7B
$31.2M 0.05%
480,769
-67,659
-12% -$4.31M
SNPS icon
389
Synopsys
SNPS
$71.6B
$31.1M 0.05%
431,666
+191,074
+79% +$12.8M
CMA
390
DELISTED
Comerica
CMA
$31.1M 0.05%
453,918
-73,948
-14% -$5.16M
BBBY
391
DELISTED
Bed Bath & Beyond Inc
BBBY
$30.9M 0.05%
782,660
-29,578
-4% -$1.19M
BCS icon
392
Barclays
BCS
$87.8B
$30.9M 0.05%
2,885,483
+355,695
+14% +$3.82M
CHRW icon
393
C.H. Robinson
CHRW
$20.5B
$30.9M 0.05%
399,142
-41,671
-9% -$3.2M
SKM icon
394
SK Telecom
SKM
$11.4B
$30.8M 0.05%
742,644
+131,480
+22% +$4.91M
CBT icon
395
Cabot Corp
CBT
$4.72B
$30.7M 0.05%
512,086
+30,795
+6% +$1.75M
LVS icon
396
Las Vegas Sands
LVS
$31.4B
$30.7M 0.05%
537,297
+19,697
+4% +$1.07M
TCOM icon
397
Trip.com Group
TCOM
$29B
$30.7M 0.05%
623,838
+68,141
+12% +$3.12M
IBN icon
398
ICICI Bank
IBN
$107B
$30.6M 0.05%
3,919,003
+2,563,196
+189% +$19.1M
DPZ icon
399
Domino's
DPZ
$11.9B
$30.6M 0.05%
166,053
-3,137
-2% -$562K
ILMN icon
400
Illumina
ILMN
$29.5B
$30.5M 0.05%
183,949
+29,980
+19% +$4.72M
14 15
16
17 18

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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.