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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
AKZOY
451
DELISTED
Akzo Nobel NV
AKZOY
$27.1M 0.04%
982,666
+49,455
+5% +$1.36M
SLM icon
452
SLM Corp
SLM
$4.83B
$27M 0.04%
2,232,703
+39,489
+2% +$468K
CNQ icon
453
Canadian Natural Resources
CNQ
$96.9B
$27M 0.04%
1,680,031
-1,444
-0.1% -$21.9K
WFM
454
DELISTED
Whole Foods Market Inc
WFM
$26.9M 0.04%
905,822
+107,641
+13% +$3.24M
LH icon
455
Labcorp
LH
$25.2B
$26.8M 0.04%
217,206
-64,896
-23% -$7.68M
AAL icon
456
American Airlines Group
AAL
$9.82B
$26.8M 0.04%
632,575
-390,850
-38% -$17.7M
MOS icon
457
The Mosaic Company
MOS
$7.19B
$26.7M 0.04%
914,112
-428,162
-32% -$13.2M
LYG icon
458
Lloyds Banking Group
LYG
$85.2B
$26.7M 0.04%
7,843,278
+1,188,959
+18% +$4.01M
AMG icon
459
Affiliated Managers Group
AMG
$9.51B
$26.6M 0.04%
162,085
-67,663
-29% -$10.7M
ESS icon
460
Essex Property Trust
ESS
$19.1B
$26.6M 0.04%
114,706
+1,357
+1% +$311K
BFH icon
461
Bread Financial
BFH
$4.32B
$26M 0.04%
131,021
+7,676
+6% +$1.45M
FAST icon
462
Fastenal
FAST
$54.8B
$26M 0.04%
2,016,264
+9,912
+0.5% +$124K
RHT
463
DELISTED
Red Hat Inc
RHT
$25.9M 0.04%
299,903
+16,899
+6% +$1.34M
OSK icon
464
Oshkosh
OSK
$8.82B
$25.9M 0.04%
377,935
+15,689
+4% +$1.08M
BBVA icon
465
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
$25.7M 0.04%
3,383,549
+473,615
+16% +$3.23M
AXS icon
466
AXIS Capital
AXS
$7.73B
$25.7M 0.04%
383,813
+18,284
+5% +$1.23M
TMUS icon
467
T-Mobile US
TMUS
$195B
$25.7M 0.04%
397,550
+24,616
+7% +$1.51M
VNO icon
468
Vornado Realty Trust
VNO
$7.65B
$25.6M 0.04%
315,586
-22,620
-7% -$1.93M
AAP icon
469
Advance Auto Parts
AAP
$3.53B
$25.5M 0.04%
172,246
+5,206
+3% +$837K
CS
470
DELISTED
Credit Suisse Group
CS
$25.5M 0.04%
1,716,526
+267,425
+18% +$4.08M
NTES icon
471
NetEase
NTES
$83B
$25.4M 0.04%
447,545
+62,885
+16% +$3.39M
CFG icon
472
Citizens Financial Group
CFG
$30.1B
$25.4M 0.04%
735,476
-127,095
-15% -$4.64M
NTRS icon
473
Northern Trust
NTRS
$21.8B
$25.4M 0.04%
292,873
-99,372
-25% -$8.64M
UBS icon
474
UBS Group
UBS
$170B
$25.3M 0.04%
1,586,740
+221,544
+16% +$3.57M
HES
475
DELISTED
Hess
HES
$25.3M 0.04%
524,910
-334,248
-39% -$17.7M
17 18
19
20 21

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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.