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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
TFC icon
201
Truist Financial
TFC
$63.9B
$57.1M 0.09%
1,277,855
-158,868
-11% -$7.42M
SHY icon
202
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$56.7M 0.09%
670,380
+71,296
+12% +$6.02M
HUM icon
203
Humana
HUM
$43.9B
$56.6M 0.09%
274,448
-97,950
-26% -$20.3M
PBR icon
204
Petrobras
PBR
$120B
$55.8M 0.09%
5,761,994
-1,528,548
-21% -$15.7M
APC
205
DELISTED
Anadarko Petroleum
APC
$55.7M 0.09%
898,523
-361,421
-29% -$24M
ENB icon
206
Enbridge
ENB
$120B
$55.2M 0.08%
1,318,483
+1,154,125
+702% +$48.8M
RF icon
207
Regions Financial
RF
$26.4B
$55M 0.08%
3,781,874
-2,878,156
-43% -$42.5M
EIX icon
208
Edison International
EIX
$30.3B
$54.7M 0.08%
687,094
-316,513
-32% -$24M
ITUB icon
209
Itaú Unibanco
ITUB
$89.8B
$54.6M 0.08%
9,333,628
-1,135,343
-11% -$6.73M
ROST icon
210
Ross Stores
ROST
$80.8B
$54.6M 0.08%
828,765
-252,119
-23% -$16.8M
ISRG icon
211
Intuitive Surgical
ISRG
$127B
$54.6M 0.08%
640,809
-188,379
-23% -$14.9M
FIS icon
212
Fidelity National Information Services
FIS
$24.2B
$54.5M 0.08%
684,218
-68,274
-9% -$5.49M
PPL
213
PPL Corp
PPL
$26.9B
$54.2M 0.08%
1,448,831
-219,268
-13% -$7.84M
KR icon
214
Kroger
KR
$36.7B
$54M 0.08%
1,830,124
-2,424,322
-57% -$77.4M
ZTS icon
215
Zoetis
ZTS
$32.7B
$53.5M 0.08%
1,001,619
-276,649
-22% -$14.9M
SCCO icon
216
Southern Copper
SCCO
$138B
$53.3M 0.08%
1,603,390
-105,517
-6% -$3.57M
PH icon
217
Parker-Hannifin
PH
$120B
$53.2M 0.08%
332,030
+16,204
+5% +$2.46M
ZBH icon
218
Zimmer Biomet
ZBH
$18.8B
$52.7M 0.08%
444,708
-191,969
-30% -$21.8M
NXPI icon
219
NXP Semiconductors
NXPI
$60.8B
$52.7M 0.08%
509,158
-8,281
-2% -$837K
ALLY icon
220
Ally Financial
ALLY
$13.1B
$52.6M 0.08%
2,588,186
+1,112,384
+75% +$23.6M
SPTI icon
221
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$52.6M 0.08%
1,757,142
+881,226
+101% +$26.3M
AON icon
222
Aon
AON
$80.6B
$52.6M 0.08%
442,864
+428
+0.1% +$49.4K
WMB icon
223
Williams Companies
WMB
$85.8B
$52.4M 0.08%
1,769,315
+49,644
+3% +$1.44M
SI
224
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$52.2M 0.08%
762,644
+427,555
+128% +$29.3M
FISV
225
Fiserv Inc
FISV
$29.7B
$51.7M 0.08%
897,156
-351,670
-28% -$19.7M
7 8
9
10 11

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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.