PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B Turnover 10.22%
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
-$9.98B
Cap. Flow %
-15.24%
Top 10 Hldgs %
14.15%
Holding
3,929
New
153
Increased
2,078
Reduced
1,512
Closed
156
Avg Time Held Equity + Options
2.7 years
Top 10 Avg Time Held Equity + Options
2.4 years
Top 20 Avg Time Held Equity + Options
2.4 years
Avg Time Held Equity only
2.7 years
Top 10 Avg Time Held Equity only
2.4 years
Top 20 Avg Time Held Equity only
2.4 years

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 Miscellaneous 14.79%
2 Financials 14.2%
3 Technology 12.77%
4 Healthcare 10.87%
5 Industrials 9.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
TFC icon
201
Truist Financial
TFC
$55.7B
$57.1M 0.09%
1,277,855
-158,868
-11% -$7.42M
2013 Q2
15 quarters
SHY icon
202
iShares 1-3 Year Treasury Bond ETF
SHY
$26.8B
$56.7M 0.09%
670,380
+71,296
+12% +$6.02M
2014 Q4
9 quarters
HUM icon
203
Humana
HUM
$51.3B
$56.6M 0.09%
274,448
-97,950
-26% -$20.3M
2013 Q2
15 quarters
PBR icon
204
Petrobras
PBR
$167B
$55.8M 0.09%
5,761,994
-1,528,548
-21% -$15.7M
2016 Q4
1 quarter
APC icon
205
DELISTED
Anadarko Petroleum
APC
$55.7M 0.09%
898,523
-361,421
-29% -$24M
2013 Q2
15 quarters
ENB icon
206
Enbridge
ENB
$106B
$55.2M 0.08%
1,318,483
+1,154,125
+702% +$48.8M
2013 Q2
15 quarters
RF icon
207
Regions Financial
RF
$22.9B
$55M 0.08%
3,781,874
-2,878,156
-43% -$42.5M
2013 Q2
15 quarters
EIX icon
208
Edison International
EIX
$21.3B
$54.7M 0.08%
687,094
-316,513
-32% -$24M
2013 Q2
15 quarters
ITUB icon
209
Itaú Unibanco
ITUB
$107B
$54.6M 0.08%
9,333,628
-1,135,343
-11% -$6.73M
2013 Q2
15 quarters
ROST icon
210
Ross Stores
ROST
$73.7B
$54.6M 0.08%
828,765
-252,119
-23% -$16.8M
2013 Q2
15 quarters
ISRG icon
211
Intuitive Surgical
ISRG
$148B
$54.6M 0.08%
640,809
-188,379
-23% -$14.9M
2013 Q2
15 quarters
FIS icon
212
Fidelity National Information Services
FIS
$18.3B
$54.5M 0.08%
684,218
-68,274
-9% -$5.49M
2013 Q2
15 quarters
PPL icon
213
PPL Corp
PPL
$26.2B
$54.2M 0.08%
1,448,831
-219,268
-13% -$7.84M
2013 Q2
15 quarters
KR icon
214
Kroger
KR
$37.3B
$54M 0.08%
1,830,124
-2,424,322
-57% -$77.4M
2013 Q2
15 quarters
ZTS icon
215
Zoetis
ZTS
$31.1B
$53.5M 0.08%
1,001,619
-276,649
-22% -$14.9M
2013 Q2
15 quarters
SCCO icon
216
Southern Copper
SCCO
$169B
$53.3M 0.08%
1,622,630
-106,784
-6% -$3.57M
2013 Q2
15 quarters
PH icon
217
Parker-Hannifin
PH
$121B
$53.2M 0.08%
332,030
+16,204
+5% +$2.46M
2013 Q2
15 quarters
ZBH icon
218
Zimmer Biomet
ZBH
$17.5B
$52.7M 0.08%
444,708
-191,969
-30% -$21.8M
2013 Q2
15 quarters
NXPI icon
219
NXP Semiconductors
NXPI
$55.7B
$52.7M 0.08%
509,158
-8,281
-2% -$837K
2013 Q2
15 quarters
ALLY icon
220
Ally Financial
ALLY
$11.2B
$52.6M 0.08%
2,588,186
+1,112,384
+75% +$23.6M
2014 Q2
11 quarters
SPTI icon
221
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$52.6M 0.08%
1,757,142
+881,226
+101% +$26.3M
2015 Q3
6 quarters
AON icon
222
Aon
AON
$58.4B
$52.6M 0.08%
442,864
+428
+0.1% +$49.4K
2013 Q2
15 quarters
WMB icon
223
Williams Companies
WMB
$89B
$52.4M 0.08%
1,769,315
+49,644
+3% +$1.44M
2013 Q2
15 quarters
SI icon
224
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$52.2M 0.08%
762,644
+427,555
+128% +$29.3M
2015 Q4
5 quarters
FISV icon
225
Fiserv Inc
FISV
$24.5B
$51.7M 0.08%
897,156
-351,670
-28% -$19.7M
2013 Q2
15 quarters
7 8
9
10 11

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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 $9.98B 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 Miscellaneous at 15% of assets, up from 12% a quarter earlier, followed by Financials and Technology.

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.