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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

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

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

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
PCW
2951
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$334K ﹤0.01%
57,713
+6,646
+13% +$38.5K
AMFW
2952
DELISTED
AMEC Foster Wheeler plc
AMFW
$329K ﹤0.01%
49,879
-30,565
-38% -$179K
AQB icon
2953
AquaBounty Technologies
AQB
$4.94M
$328K ﹤0.01%
+1,479
New +$415K
PSA.PRD
2954
DELISTED
Public Storage
PSA.PRD
$327K ﹤0.01%
14,375
+629
+5% +$14K
NG icon
2955
NovaGold Resources
NG
$2.27B
$326K ﹤0.01%
+66,973
New +$354K
CCO icon
2956
Clear Channel Outdoor Holdings
CCO
$1.23B
$322K ﹤0.01%
53,194
-105,578
-66% -$557K
PRO
2957
DELISTED
PROS Holdings
PRO
$322K ﹤0.01%
13,320
-522
-4% -$11.8K
VIRT icon
2958
Virtu Financial
VIRT
$4.85B
$322K ﹤0.01%
18,927
+4,237
+29% +$73.3K
TCS
2959
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$322K ﹤0.01%
5,070
-600
-11% -$41.5K
ARDX icon
2960
Ardelyx
ARDX
$1.28B
$320K ﹤0.01%
+25,329
New +$333K
IHC
2961
DELISTED
Independence Holding Company
IHC
$320K ﹤0.01%
17,182
-163
-0.9% -$3.08K
EZA icon
2962
iShares MSCI South Africa ETF
EZA
$536M
$319K ﹤0.01%
5,776
-589
-9% -$33.1K
EGRX
2963
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$318K ﹤0.01%
3,836
-12,799
-77% -$952K
ZAGG
2964
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$317K ﹤0.01%
44,034
-1,036
-2% -$6.96K
INVN
2965
DELISTED
Invensense Inc
INVN
$316K ﹤0.01%
25,002
+9,157
+58% +$114K
CEMP
2966
DELISTED
Cempra, Inc.
CEMP
$314K ﹤0.01%
+83,631
New +$290K
SNDX icon
2967
Syndax Pharmaceuticals
SNDX
$2.02B
$311K ﹤0.01%
22,654
-473
-2% -$4.91K
ENZ
2968
DELISTED
Enzo Biochem, Inc.
ENZ
$310K ﹤0.01%
37,072
-14,262
-28% -$100K
RELY
2969
DELISTED
Real Industry, Inc.
RELY
$310K ﹤0.01%
108,672
+6,763
+7% +$33.4K
BNCN
2970
DELISTED
BNC Bancorp
BNCN
$307K ﹤0.01%
8,771
-5,842
-40% -$203K
NVEC icon
2971
NVE Corp
NVEC
$417M
$305K ﹤0.01%
+3,684
New +$286K
NEE.PRI
2972
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$305K ﹤0.01%
12,401
-1,763
-12% -$41.4K
AXS.PRE icon
2973
AXIS Capital Holdings Ltd Series E
AXS.PRE
$419M
$304K ﹤0.01%
+12,907
New +$296K
GLRE icon
2974
Greenlight Captial
GLRE
$566M
$304K ﹤0.01%
13,764
+699
+5% +$15.8K
GMTA
2975
DELISTED
GATX Corporation 5.625% Senior Notes 5/30/2066
GMTA
$302K ﹤0.01%
12,063
-1,601
-12% -$39.7K
117 118
119
120 121

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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.