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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
TBHC
2751
DELISTED
The Brand House Collective
TBHC
$544K ﹤0.01%
43,902
+3,151
+8% +$39.6K
ENO
2752
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$92M
$541K ﹤0.01%
21,861
-2,904
-12% -$72K
ACGLP
2753
DELISTED
Arch Capital Group Ltd. Depositary Shares Representing Interest in 5.25% Non-Cumulative Preferred Se
ACGLP
$541K ﹤0.01%
23,900
-3,143
-12% -$69.8K
UBNK
2754
DELISTED
United Financial Bancorp, Inc.
UBNK
$541K ﹤0.01%
31,801
+4,389
+16% +$77.2K
NOG icon
2755
Northern Oil and Gas
NOG
$2.3B
$540K ﹤0.01%
20,765
-10,767
-34% -$330K
STS
2756
DELISTED
Supreme Industries Inc Class A
STS
$539K ﹤0.01%
+26,592
New +$497K
FWONA icon
2757
Liberty Media Series A
FWONA
$22.3B
$537K ﹤0.01%
17,150
+557
+3% +$16.7K
NOAH
2758
Noah Holdings
NOAH
$588M
$537K ﹤0.01%
21,141
+6,838
+48% +$171K
POWL icon
2759
Powell Industries
POWL
$8.46B
$537K ﹤0.01%
46,818
+2,619
+6% +$31.2K
EMLP icon
2760
First Trust North American Energy Infrastructure Fund
EMLP
$4.18B
$536K ﹤0.01%
21,174
-25,196
-54% -$637K
ARRY
2761
DELISTED
Array Biopharma Inc
ARRY
$536K ﹤0.01%
59,988
+15,190
+34% +$162K
AQMS icon
2762
Aqua Metals
AQMS
$9.63M
$534K ﹤0.01%
+137
New +$426K
IJK icon
2763
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$534K ﹤0.01%
+11,184
New +$527K
AMU
2764
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$532K ﹤0.01%
26,190
-5,194
-17% -$107K
ANIK icon
2765
Anika Therapeutics
ANIK
$199M
$531K ﹤0.01%
12,216
-1,541
-11% -$73.6K
INVH icon
2766
Invitation Homes
INVH
$17.7B
$530K ﹤0.01%
+24,273
New +$518K
AAMI
2767
Acadian Asset Management
AAMI
$2.88B
$530K ﹤0.01%
35,051
+21,285
+155% +$314K
ATKR icon
2768
Atkore
ATKR
$2.59B
$529K ﹤0.01%
20,114
+1,049
+6% +$27K
AFSD
2769
DELISTED
AFLAC Inc
AFSD
$528K ﹤0.01%
20,774
-2,738
-12% -$69K
NS
2770
DELISTED
NuStar Energy L.P.
NS
$525K ﹤0.01%
10,101
-211
-2% -$11.1K
RSPP
2771
PUT
DELISTED
RSP Permian, Inc.
RSPP
$525K ﹤0.01%
+2,500
New +$104K
HCOM
2772
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$525K ﹤0.01%
22,896
-20,404
-47% -$496K
BWG
2773
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$524K ﹤0.01%
40,973
– –
ATRA icon
2774
Atara Biotherapeutics
ATRA
$71.2M
$522K ﹤0.01%
1,016
+391
+63% +$162K
TRUP icon
2775
Trupanion
TRUP
$1.05B
$522K ﹤0.01%
36,706
-1,728
-4% -$26.4K
109 110
111
112 113

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.