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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
LW icon
651
Lamb Weston
LW
$7.42B
$17.4M 0.03%
414,751
+45,519
+12% +$1.8M
MAA icon
652
Mid-America Apartment Communities
MAA
$16B
$17.4M 0.03%
171,224
+13,089
+8% +$1.29M
RRC icon
653
Range Resources
RRC
$9.33B
$17.4M 0.03%
598,152
+161,556
+37% +$4.99M
VTRS icon
654
Viatris
VTRS
$20.8B
$17.4M 0.03%
446,268
-216,287
-33% -$8.72M
KIM icon
655
Kimco Realty
KIM
$17.5B
$17.4M 0.03%
787,458
-59,748
-7% -$1.44M
LGND icon
656
Ligand Pharmaceuticals
LGND
$5.77B
$17.4M 0.03%
263,213
-41,596
-14% -$2.74M
DBRG icon
657
DigitalBridge
DBRG
$2.92B
$17.3M 0.03%
334,928
+206,573
+161% +$11.6M
TSCO icon
658
Tractor Supply
TSCO
$16.3B
$17.3M 0.03%
1,252,335
-960,360
-43% -$14M
HOG icon
659
Harley-Davidson
HOG
$2.61B
$17.3M 0.03%
285,351
-99,469
-26% -$5.84M
CF icon
660
CF Industries
CF
$19.6B
$17.2M 0.03%
587,416
-241,466
-29% -$7.88M
TRN icon
661
Trinity Industries
TRN
$2.92B
$17.2M 0.03%
901,394
-162,922
-15% -$3.21M
SC
662
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$17.2M 0.03%
1,291,613
+55,043
+4% +$764K
STLD icon
663
Steel Dynamics
STLD
$36.4B
$17.2M 0.03%
494,803
+163,775
+49% +$5.84M
EC icon
664
Ecopetrol
EC
$33.7B
$17.2M 0.03%
1,844,893
+82,540
+5% +$763K
MDU icon
665
MDU Resources
MDU
$4.18B
$17.2M 0.03%
1,651,384
+95,899
+6% +$1M
DASTY
666
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$17.2M 0.03%
198,120
+26,249
+15% +$2.28M
TXNM
667
TXNM Energy Inc
TXNM
$6.39B
$17.1M 0.03%
461,824
-57,090
-11% -$2.02M
LNT icon
668
Alliant Energy
LNT
$18.6B
$17.1M 0.03%
430,844
-8,860
-2% -$340K
IART icon
669
Integra LifeSciences
IART
$1.28B
$17M 0.03%
404,388
-167,230
-29% -$7.15M
SPR
670
DELISTED
Spirit AeroSystems
SPR
$17M 0.03%
293,308
+2,910
+1% +$170K
VRSK icon
671
Verisk Analytics
VRSK
$27.9B
$16.9M 0.03%
207,774
-7,589
-4% -$623K
REP
672
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$16.8M 0.03%
1,081,942
+84,200
+8% +$1.31M
ALK icon
673
Alaska Air
ALK
$5.11B
$16.7M 0.03%
181,221
-318,970
-64% -$30.2M
MORN icon
674
Morningstar
MORN
$7.55B
$16.7M 0.03%
212,117
+1,295
+0.6% +$101K
EME icon
675
Emcor
EME
$29.9B
$16.6M 0.03%
264,020
-40,747
-13% -$2.7M
25 26
27
28 29

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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 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.