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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 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
PBH icon
526
Prestige Consumer Healthcare
PBH
$2.47B
$22.5M 0.03%
405,401
+62,939
+18% +$3.47M
URI icon
527
United Rentals
URI
$65.7B
$22.5M 0.03%
180,067
-64,396
-26% -$7.83M
BNS icon
528
Scotiabank
BNS
$105B
$22.5M 0.03%
383,910
+102,116
+36% +$6.06M
LSTR icon
529
Landstar System
LSTR
$6.03B
$22.5M 0.03%
262,193
-1,725
-0.7% -$147K
XLNX
530
DELISTED
Xilinx Inc
XLNX
$22.5M 0.03%
387,829
-13,905
-3% -$817K
IDXX icon
531
Idexx Laboratories
IDXX
$44.9B
$22.4M 0.03%
144,790
-129,051
-47% -$17.8M
GWW icon
532
W.W. Grainger
GWW
$64.2B
$22.4M 0.03%
96,105
-155,536
-62% -$38.3M
O icon
533
Realty Income
O
$61.1B
$22.4M 0.03%
387,715
+34,997
+10% +$2.03M
KMX icon
534
CarMax
KMX
$8.39B
$22.4M 0.03%
377,421
+14,215
+4% +$923K
EFX icon
535
Equifax
EFX
$22B
$22.2M 0.03%
162,367
-143,213
-47% -$18.2M
SPIB icon
536
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$22.2M 0.03%
650,443
+235,030
+57% +$7.99M
LHX icon
537
L3Harris
LHX
$55.4B
$22.2M 0.03%
199,410
-115,600
-37% -$12.4M
ZION icon
538
Zions Bancorporation
ZION
$10.1B
$22.1M 0.03%
526,903
-343,785
-39% -$14.9M
ABEV icon
539
Ambev
ABEV
$47.9B
$22.1M 0.03%
3,838,510
-2,838
-0.1% -$15.6K
MJN
540
DELISTED
Mead Johnson Nutrition Company
MJN
$22.1M 0.03%
248,204
-111,273
-31% -$9.15M
NRG icon
541
NRG Energy
NRG
$26.2B
$22M 0.03%
1,175,951
-391,199
-25% -$6.49M
SQM icon
542
Sociedad Química y Minera de Chile
SQM
$19.3B
$22M 0.03%
638,761
+37,144
+6% +$1.21M
AVT icon
543
Avnet
AVT
$6.86B
$21.9M 0.03%
478,699
+56,376
+13% +$2.61M
AGNC icon
544
AGNC Investment
AGNC
$12.7B
$21.8M 0.03%
1,093,624
+331,679
+44% +$6.39M
NAVI icon
545
Navient
NAVI
$819M
$21.7M 0.03%
1,473,177
-561,846
-28% -$8.61M
XL
546
DELISTED
XL Group Ltd.
XL
$21.7M 0.03%
543,230
-37,703
-6% -$1.48M
TECD
547
DELISTED
Tech Data Corp
TECD
$21.6M 0.03%
230,372
+6,698
+3% +$593K
VAR
548
DELISTED
Varian Medical Systems, Inc.
VAR
$21.6M 0.03%
236,996
-191,161
-45% -$15.9M
CIG icon
549
CEMIG Preferred Shares
CIG
$6.06B
$21.6M 0.03%
12,865,972
-1,179,422
-8% -$1.83M
VMC icon
550
Vulcan Materials
VMC
$36.8B
$21.5M 0.03%
178,565
+11,787
+7% +$1.44M
20 21
22
23 24

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MCM
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PSUF
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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 Mid-Cap ETF worth $39.9M.

  • Parametric Portfolio Associates's largest Q1 2017 buy was Vanguard 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.