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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
MITSY
676
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$16.5M 0.03%
56,670
+11,854
+26% +$3.46M
MLM icon
677
Martin Marietta Materials
MLM
$34.2B
$16.5M 0.03%
75,580
+10,070
+15% +$2.22M
TRI icon
678
Thomson Reuters
TRI
$46.4B
$16.4M 0.03%
327,435
+77,793
+31% +$3.97M
FL
679
DELISTED
Foot Locker
FL
$16.4M 0.03%
219,162
-19,307
-8% -$1.39M
GGP
680
DELISTED
GGP Inc.
GGP
$16.4M 0.03%
706,093
-101,967
-13% -$2.49M
SU icon
681
Suncor Energy
SU
$77.7B
$16.3M 0.03%
531,342
+72,466
+16% +$2.28M
MXIM
682
DELISTED
Maxim Integrated Products
MXIM
$16.3M 0.02%
362,748
+41,641
+13% +$1.82M
ARCO icon
683
Arcos Dorados Holdings
ARCO
$1.74B
$16.3M 0.02%
2,077,533
+352,098
+20% +$2.17M
WCG
684
DELISTED
Wellcare Health Plans, Inc.
WCG
$16.3M 0.02%
115,980
+6,998
+6% +$996K
PKX icon
685
POSCO
PKX
$14.7B
$16.2M 0.02%
251,890
+75,670
+43% +$4.53M
DKS icon
686
Dick's Sporting Goods
DKS
$18.4B
$16.2M 0.02%
333,570
-242,884
-42% -$12.3M
ASH icon
687
Ashland
ASH
$3.34B
$16.2M 0.02%
267,320
+22,993
+9% +$1.33M
ATO icon
688
Atmos Energy
ATO
$29.7B
$16.2M 0.02%
204,845
+43,724
+27% +$3.36M
CSC
689
DELISTED
Computer Sciences
CSC
$16.2M 0.02%
234,324
-21,952
-9% -$1.46M
XEC
690
DELISTED
CIMAREX ENERGY CO
XEC
$16.1M 0.02%
135,148
-63,908
-32% -$8.29M
CMG icon
691
Chipotle Mexican Grill
CMG
$43.9B
$16.1M 0.02%
1,810,650
-139,850
-7% -$1.15M
CLB icon
692
Core Laboratories
CLB
$455M
$16.1M 0.02%
139,551
+47,683
+52% +$5.54M
SCG
693
DELISTED
Scana
SCG
$16.1M 0.02%
246,563
-60,931
-20% -$4.21M
GGB icon
694
Gerdau
GGB
$9.54B
$16.1M 0.02%
5,881,250
-252,449
-4% -$784K
SLG icon
695
SL Green Realty
SLG
$3.83B
$16.1M 0.02%
155,949
-5,068
-3% -$534K
TDC icon
696
Teradata
TDC
$2.88B
$16M 0.02%
515,601
-16,954
-3% -$512K
ORAN
697
DELISTED
Orange
ORAN
$16M 0.02%
1,032,131
+46,972
+5% +$730K
CDW icon
698
CDW
CDW
$18.9B
$15.9M 0.02%
275,318
-55,796
-17% -$3.14M
CMC icon
699
Commercial Metals
CMC
$7.53B
$15.9M 0.02%
830,263
+187,949
+29% +$3.85M
CP icon
700
Canadian Pacific Kansas City
CP
$81B
$15.9M 0.02%
540,345
+125,250
+30% +$3.72M
26 27
28
29 30

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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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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.