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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
LGTY
2876
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$407K ﹤0.01%
39,545
+2,078
+6% +$21.5K
ENT
2877
DELISTED
Global Eagle Entertainment Inc.
ENT
$407K ﹤0.01%
5,103
-3,857
-43% -$503K
MSBI icon
2878
Midland States Bancorp
MSBI
$645M
$406K ﹤0.01%
11,814
+236
+2% +$8.07K
OMER icon
2879
Omeros
OMER
$701M
$406K ﹤0.01%
+26,851
New +$294K
DCO icon
2880
Ducommun
DCO
$2.54B
$405K ﹤0.01%
14,056
-2,314
-14% -$67.4K
ROS
2881
DELISTED
ROSTELEKOM
ROS
$405K ﹤0.01%
49,261
– –
EVBG
2882
DELISTED
Everbridge, Inc. Common Stock
EVBG
$404K ﹤0.01%
19,687
+1,199
+6% +$22.7K
DSGX icon
2883
Descartes Systems
DSGX
$6.35B
$403K ﹤0.01%
17,589
+654
+4% +$14.4K
BBT.PRH
2884
DELISTED
BB&T Corporation
BBT.PRH
$403K ﹤0.01%
15,973
-2,200
-12% -$55.1K
JPM.PRE.CL
2885
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$399K ﹤0.01%
14,748
-2,110
-13% -$55.9K
MBB icon
2886
iShares MBS ETF
MBB
$39.3B
$397K ﹤0.01%
3,727
+26
+0.7% +$2.76K
NWS icon
2887
News Corp Class B
NWS
$17.6B
$396K ﹤0.01%
29,322
+9,715
+50% +$125K
PTCT icon
2888
PTC Therapeutics
PTCT
$6.52B
$396K ﹤0.01%
40,216
-42,457
-51% -$514K
UFI icon
2889
UNIFI
UFI
$117M
$396K ﹤0.01%
13,962
+4,231
+43% +$121K
WATT icon
2890
Energous
WATT
$83.1M
$396K ﹤0.01%
42
-1
-2% -$9.59K
ONC
2891
BeOne Medicines Ltd
ONC
$32.4B
$395K ﹤0.01%
10,796
+4,010
+59% +$146K
CDI
2892
DELISTED
CDI Corp.
CDI
$395K ﹤0.01%
46,187
+5,544
+14% +$47K
NVDQ
2893
DELISTED
Novadaq Technologies Inc.
NVDQ
$395K ﹤0.01%
50,663
-7,510
-13% -$53.3K
CASS icon
2894
Cass Information Systems
CASS
$686M
$394K ﹤0.01%
7,865
-508
-6% -$25.4K
CHEF icon
2895
Chefs' Warehouse
CHEF
$3.96B
$393K ﹤0.01%
28,279
-47,771
-63% -$728K
EWM icon
2896
iShares MSCI Malaysia ETF
EWM
$311M
$393K ﹤0.01%
12,880
-140
-1% -$4.15K
ACET
2897
DELISTED
Aceto Corp
ACET
$393K ﹤0.01%
24,859
+11,240
+83% +$192K
ACIA
2898
DELISTED
Acacia Communications Inc
ACIA
$391K ﹤0.01%
+6,663
New +$386K
HRTG icon
2899
Heritage Insurance Holdings
HRTG
$819M
$390K ﹤0.01%
30,514
-9,505
-24% -$137K
ACIC icon
2900
American Coastal Insurance
ACIC
$497M
$386K ﹤0.01%
+24,205
New +$376K
114 115
116
117 118

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AF
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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
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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.