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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
BHR
2976
Braemar Hotels & Resorts
BHR
$137M
$301K ﹤0.01%
28,632
-9,450
-25% -$118K
TNK icon
2977
Teekay Tankers
TNK
$2.43B
$301K ﹤0.01%
18,330
+2,930
+19% +$54.3K
AFGH
2978
DELISTED
American Financial Group, Inc. 6.000% Subordinated Debentures due 2055
AFGH
$301K ﹤0.01%
11,390
-1,553
-12% -$40K
GS.PRN
2979
DELISTED
Goldman Sachs Group, Inc., The Depositary Shares, Each Representing 1/1,000th Interest in a Share of
GS.PRN
$301K ﹤0.01%
11,304
-1,451
-11% -$38.3K
CQH
2980
DELISTED
Cheniere Energy Partners LP Holdings LLC
CQH
$301K ﹤0.01%
+12,308
New +$289K
AVD icon
2981
American Vanguard Corp
AVD
$74.7M
$299K ﹤0.01%
18,007
-1,012
-5% -$16.8K
MS.PRF icon
2982
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$298K ﹤0.01%
10,562
-1,531
-13% -$43K
EWZ icon
2983
iShares MSCI Brazil ETF
EWZ
$9.1B
$296K ﹤0.01%
7,898
+607
+8% +$22.7K
IAU icon
2984
iShares Gold Trust
IAU
$62.4B
$296K ﹤0.01%
12,334
-345
-3% -$8.11K
XBKS
2985
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$296K ﹤0.01%
11,667
-934
-7% -$24.9K
CVGI icon
2986
Commercial Vehicle Group
CVGI
$154M
$295K ﹤0.01%
43,622
-903
-2% -$5.31K
GIFI
2987
DELISTED
Gulf Island Fabrication
GIFI
$294K ﹤0.01%
25,424
+4,379
+21% +$54K
AMNB
2988
DELISTED
American National Bankshares Inc
AMNB
$294K ﹤0.01%
7,897
+107
+1% +$3.85K
NEE.PRJ
2989
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$294K ﹤0.01%
11,930
-1,594
-12% -$37.3K
AVHI
2990
DELISTED
A V Homes, Inc.
AVHI
$293K ﹤0.01%
17,808
-2,110
-11% -$35.4K
CRCM
2991
DELISTED
CARE.COM, INC.
CRCM
$291K ﹤0.01%
23,270
+4,442
+24% +$44K
BOLD
2992
DELISTED
Audentes Therapeutics, Inc
BOLD
$291K ﹤0.01%
17,060
-390
-2% -$6.31K
PHX
2993
DELISTED
PHX Minerals
PHX
$290K ﹤0.01%
15,079
+2,244
+17% +$46.1K
KOPN icon
2994
Kopin
KOPN
$706M
$288K ﹤0.01%
70,275
+7,424
+12% +$26.3K
XLV icon
2995
State Street Health Care Select Sector SPDR ETF
XLV
$41.7B
$288K ﹤0.01%
3,874
+196
+5% +$14.3K
C.PRJ
2996
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$287K ﹤0.01%
9,936
-1,403
-12% -$40.1K
FORM icon
2997
FormFactor
FORM
$8.23B
$285K ﹤0.01%
24,089
-19,003
-44% -$220K
WFC.PRX
2998
DELISTED
Wells Fargo & Company Depositary Shares, each representing a 1/1,000th interest in a share of Non-Cu
WFC.PRX
$285K ﹤0.01%
11,577
+792
+7% +$19.2K
MGPI icon
2999
MGP Ingredients
MGPI
$382M
$284K ﹤0.01%
5,239
+302
+6% +$14.2K
OCUL icon
3000
Ocular Therapeutix
OCUL
$1.96B
$284K ﹤0.01%
30,582
+401
+1% +$3.34K
118 119
120
121 122

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NIPH
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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
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.