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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
GLBL
2701
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$612K ﹤0.01%
127,511
-2,698
-2% -$12.2K
PFC
2702
DELISTED
Premier Financial Corp. Common Stock
PFC
$608K ﹤0.01%
24,574
+906
+4% +$22.2K
WINA icon
2703
Winmark
WINA
$1.19B
$605K ﹤0.01%
5,353
-4
-0.1% -$458
MS.PRK icon
2704
Morgan Stanley Series K Preferred Stock
MS.PRK
$918M
$602K ﹤0.01%
+23,297
New +$597K
FCEL icon
2705
FuelCell Energy
FCEL
$1.7B
$600K ﹤0.01%
+1,213
New +$684K
TVTX icon
2706
Travere Therapeutics
TVTX
$5.33B
$596K ﹤0.01%
32,271
-1,691
-5% -$33.1K
FHB icon
2707
First Hawaiian
FHB
$3.42B
$594K ﹤0.01%
19,858
+9,611
+94% +$308K
CNBKA
2708
DELISTED
Century Bancorp Inc/Mass
CNBKA
$594K ﹤0.01%
9,769
+93
+1% +$5.71K
DEA
2709
Easterly Government Properties
DEA
$1.18B
$592K ﹤0.01%
11,959
+282
+2% +$14.1K
SEDG icon
2710
SolarEdge
SEDG
$2.59B
$592K ﹤0.01%
+37,971
New +$529K
USB.PRM
2711
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$591K ﹤0.01%
20,629
-2,838
-12% -$82.5K
PTVCB
2712
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$590K ﹤0.01%
24,120
+1,265
+6% +$30.4K
WRB.PRD
2713
DELISTED
W.R. Berkley Corporation5.75% Subordinated Debentures due 2056
WRB.PRD
$590K ﹤0.01%
23,672
-3,316
-12% -$81.3K
ANIP icon
2714
ANI Pharmaceuticals
ANIP
$1.77B
$586K ﹤0.01%
11,837
-829
-7% -$46.5K
KEY.PRI icon
2715
KeyCorp Series E Preferred Stock
KEY.PRI
$507M
$586K ﹤0.01%
+21,656
New +$589K
DAKT icon
2716
Daktronics
DAKT
$941M
$583K ﹤0.01%
61,683
-30,091
-33% -$297K
AKO.A icon
2717
Embotelladora Andina Series A
AKO.A
$581K ﹤0.01%
25,840
+12
+0% +$254
JKS
2718
JinkoSolar
JKS
$775M
$581K ﹤0.01%
+35,044
New +$555K
JOE icon
2719
St. Joe Company
JOE
$3.57B
$578K ﹤0.01%
33,887
+3,792
+13% +$64.9K
SGMO
2720
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$578K ﹤0.01%
+111,136
New +$446K
HOLI
2721
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$578K ﹤0.01%
34,169
+1,362
+4% +$23.9K
TIP icon
2722
iShares TIPS Bond ETF
TIP
$14.5B
$577K ﹤0.01%
5,036
+152
+3% +$17.3K
BOJA
2723
DELISTED
Bojangles', Inc. Common Stock
BOJA
$577K ﹤0.01%
28,153
+5,062
+22% +$101K
PAHC icon
2724
Phibro Animal Health
PAHC
$1.38B
$576K ﹤0.01%
20,512
-4,124
-17% -$116K
HLIO icon
2725
Helios Technologies
HLIO
$2.64B
$575K ﹤0.01%
15,911
-1,231
-7% -$46.1K
107 108
109
110 111

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AF
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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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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.