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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
ZLTQ
1501
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$5.06M 0.01%
90,910
-46,134
-34% -$2.31M
CUZ icon
1502
Cousins Properties
CUZ
$5.2B
$5.03M 0.01%
152,067
+83,228
+121% +$2.79M
BXMT icon
1503
Blackstone Mortgage Trust
BXMT
$2.84B
$5.02M 0.01%
162,260
+50,474
+45% +$1.56M
VWR
1504
DELISTED
VWR Corporation
VWR
$5.02M 0.01%
177,968
-23,259
-12% -$621K
VIPS icon
1505
Vipshop
VIPS
$7.11B
$5.02M 0.01%
375,992
+64,866
+21% +$803K
WLY icon
1506
John Wiley & Sons Class A
WLY
$2.72B
$5M 0.01%
93,002
+31,401
+51% +$1.71M
SIR
1507
DELISTED
SELECT INCOME REIT
SIR
$5M 0.01%
441,132
-3,433
-0.8% -$38.6K
APLE icon
1508
Apple Hospitality REIT
APLE
$3.93B
$5M 0.01%
261,754
+25,477
+11% +$502K
RCI icon
1509
Rogers Communications
RCI
$18.3B
$5M 0.01%
112,965
+43,838
+63% +$1.84M
ENOV icon
1510
Enovis
ENOV
$1.69B
$4.99M 0.01%
73,888
+18,031
+32% +$1.2M
SSL icon
1511
Sasol
SSL
$7.08B
$4.98M 0.01%
169,250
+47,006
+38% +$1.37M
EBIX
1512
DELISTED
Ebix Inc
EBIX
$4.97M 0.01%
81,201
-1,372
-2% -$81.5K
ASIX icon
1513
AdvanSix
ASIX
$556M
$4.96M 0.01%
181,606
+49,030
+37% +$1.27M
STMP
1514
DELISTED
Stamps.com, Inc.
STMP
$4.95M 0.01%
41,807
+6,796
+19% +$839K
MTX icon
1515
Minerals Technologies
MTX
$2.35B
$4.94M 0.01%
64,523
-8,809
-12% -$682K
KOF icon
1516
Coca-Cola Femsa
KOF
$23.2B
$4.94M 0.01%
68,906
+12,601
+22% +$826K
IBOC icon
1517
International Bancshares
IBOC
$4.85B
$4.94M 0.01%
139,432
+10,874
+8% +$409K
USCI icon
1518
US Commodity Index
USCI
$364M
$4.93M 0.01%
+125,977
New +$5.03M
ABG icon
1519
Asbury Automotive
ABG
$4.39B
$4.93M 0.01%
82,047
+2,391
+3% +$153K
KS
1520
DELISTED
KapStone Paper and Pack Corp.
KS
$4.91M 0.01%
212,619
+47,288
+29% +$1.09M
IPHI
1521
DELISTED
INPHI CORPORATION
IPHI
$4.91M 0.01%
100,489
+1,694
+2% +$79.1K
IRDM icon
1522
Iridium Communications
IRDM
$4.81B
$4.9M 0.01%
507,892
-84,405
-14% -$805K
CBM
1523
DELISTED
Cambrex Corporation
CBM
$4.9M 0.01%
88,976
+5,624
+7% +$300K
BDC icon
1524
Belden
BDC
$4.05B
$4.89M 0.01%
70,654
+8,770
+14% +$645K
MYGN icon
1525
Myriad Genetics
MYGN
$504M
$4.89M 0.01%
254,623
+141,993
+126% +$2.52M
59 60
61
62 63

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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
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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.