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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
HSKA
2426
DELISTED
Heska Corp
HSKA
$1.15M ﹤0.01%
10,965
-1,222
-10% -$105K
SABA
2427
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.15M ﹤0.01%
86,493
– –
BAC.PRY.CL
2428
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$1.15M ﹤0.01%
43,653
-6,308
-13% -$166K
CSTM icon
2429
Constellium
CSTM
$3.96B
$1.14M ﹤0.01%
175,960
+7,863
+5% +$56.1K
MBUU icon
2430
Malibu Boats
MBUU
$544M
$1.14M ﹤0.01%
50,897
+66
+0.1% +$1.33K
AJRD
2431
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.14M ﹤0.01%
52,569
+2,728
+5% +$53.9K
GTS
2432
DELISTED
Triple-S Management Corporation
GTS
$1.14M ﹤0.01%
68,182
-16,283
-19% -$292K
TESO
2433
DELISTED
Tesco Corp
TESO
$1.14M ﹤0.01%
141,340
-12,346
-8% -$105K
TERP
2434
DELISTED
TerraForm Power, Inc
TERP
$1.14M ﹤0.01%
91,722
+32,331
+54% +$390K
TDOC icon
2435
Teladoc Health
TDOC
$1.58B
$1.13M ﹤0.01%
+45,367
New +$944K
GBT
2436
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.13M ﹤0.01%
+30,659
New +$772K
MX
2437
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.13M ﹤0.01%
142,591
-1,084
-0.8% -$8.55K
HDSN
2438
Hudson Technologies
HDSN
$267M
$1.12M ﹤0.01%
170,155
+31,370
+23% +$228K
EWA icon
2439
iShares MSCI Australia ETF
EWA
$1.34B
$1.12M ﹤0.01%
49,587
+2,449
+5% +$53.4K
STOR
2440
DELISTED
STORE Capital Corporation
STOR
$1.12M ﹤0.01%
46,850
-5,651
-11% -$137K
XOG
2441
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$1.11M ﹤0.01%
60,131
+11,585
+24% +$208K
WB icon
2442
Weibo
WB
$1.9B
$1.11M ﹤0.01%
21,318
+9,693
+83% +$482K
ESGR
2443
DELISTED
Enstar Group
ESGR
$1.11M ﹤0.01%
5,787
+1,671
+41% +$323K
HZN
2444
DELISTED
Horizon Global Corporation
HZN
$1.1M ﹤0.01%
79,281
+11,107
+16% +$203K
MOV icon
2445
Movado Group
MOV
$812M
$1.09M ﹤0.01%
43,788
-3,012
-6% -$76.3K
DHT icon
2446
DHT Holdings
DHT
$2.97B
$1.09M ﹤0.01%
243,963
-212,256
-47% -$984K
RTEC
2447
DELISTED
Rudolph Technologies Inc
RTEC
$1.09M ﹤0.01%
48,709
-31,069
-39% -$693K
ZG icon
2448
Zillow
ZG
$7.02B
$1.08M ﹤0.01%
32,047
+14,449
+82% +$515K
MYE icon
2449
Myers Industries
MYE
$1.18B
$1.08M ﹤0.01%
68,290
-5,960
-8% -$84.6K
IMMU
2450
DELISTED
Immunomedics Inc
IMMU
$1.08M ﹤0.01%
167,077
+55,392
+50% +$281K
96 97
98
99 100

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MCM
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PSUF
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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.