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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
CLS icon
2826
Celestica
CLS
$35.3B
$445K ﹤0.01%
30,622
+1,736
+6% +$23.2K
HAYN
2827
DELISTED
Haynes International, Inc.
HAYN
$444K ﹤0.01%
11,651
-574
-5% -$23K
CCV.CL
2828
DELISTED
Comcast Corporation
CCV.CL
$444K ﹤0.01%
17,207
-2,251
-12% -$57.4K
GBLI icon
2829
Global Indemnity Group
GBLI
$394M
$443K ﹤0.01%
11,520
-2,211
-16% -$84.9K
CAFD
2830
DELISTED
8point3 Energy Partners LP
CAFD
$441K ﹤0.01%
+32,512
New +$436K
CTBB
2831
DELISTED
Qwest Corp 6.5% Notes due 2056
CTBB
$440K ﹤0.01%
17,717
-2,388
-12% -$58.5K
IYR icon
2832
iShares US Real Estate ETF
IYR
$4.53B
$440K ﹤0.01%
5,609
+15
+0.3% +$1.17K
SFUN
2833
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$440K ﹤0.01%
2,698
-294
-10% -$48.1K
OEF icon
2834
PUT
iShares S&P 100 ETF
OEF
$20B
$439K ﹤0.01%
6,975
-6,110
-47% -$631K
SPP
2835
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$439K ﹤0.01%
+63,833
New +$439K
SOJB
2836
DELISTED
The Southern Company Series 2016A 5.25% Junior Subordinated Notes due October 1, 2076
SOJB
$436K ﹤0.01%
18,195
-2,432
-12% -$57K
INST
2837
DELISTED
Instructure, Inc.
INST
$435K ﹤0.01%
18,579
-2,901
-14% -$65.9K
ACHN
2838
DELISTED
Achillion Pharmaceuticals
ACHN
$435K ﹤0.01%
103,263
+77,748
+305% +$323K
MRT
2839
DELISTED
MedEquities Realty Trust, Inc.
MRT
$435K ﹤0.01%
38,827
+1,343
+4% +$15K
GPRO icon
2840
GoPro
GPRO
$118M
$434K ﹤0.01%
49,887
+10,264
+26% +$93K
LOCO icon
2841
El Pollo Loco
LOCO
$491M
$434K ﹤0.01%
36,315
-4,763
-12% -$58.4K
SND icon
2842
Smart Sand
SND
$202M
$434K ﹤0.01%
26,720
-45,720
-63% -$782K
GNRT
2843
DELISTED
Gener8 Maritime, Inc.
GNRT
$433K ﹤0.01%
76,413
+62,665
+456% +$312K
FIT
2844
DELISTED
Fitbit, Inc. Class A common stock
FIT
$430K ﹤0.01%
72,680
+34,143
+89% +$217K
IDT icon
2845
IDT Corp
IDT
$1.57B
$429K ﹤0.01%
39,895
-3,891
-9% -$57.2K
COHU icon
2846
Cohu
COHU
$2.43B
$428K ﹤0.01%
23,161
-10,368
-31% -$157K
SNHNI
2847
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$426K ﹤0.01%
16,841
-2,362
-12% -$56.6K
GNBC
2848
DELISTED
Green Bancorp, Inc
GNBC
$426K ﹤0.01%
23,923
-8,124
-25% -$132K
HMY icon
2849
Harmony Gold Mining
HMY
$8.95B
$424K ﹤0.01%
173,000
-23,483
-12% -$58.6K
BATRK icon
2850
Atlanta Braves Holdings Series B
BATRK
$3.29B
$423K ﹤0.01%
17,882
+31
+0.2% +$662
112 113
114
115 116

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MCM
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PSUF
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IA
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SCC
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BAM
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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.