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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

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

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

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
PSA.PRB
3001
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.40% Cumulative Preferred Share of
PSA.PRB
$284K ﹤0.01%
11,555
-1,501
-11% -$36.4K
USB.PRO
3002
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$284K ﹤0.01%
11,128
-1,438
-11% -$36.3K
REN
3003
DELISTED
Resolute Energy Corporaton
REN
$284K ﹤0.01%
7,037
-26,135
-79% -$1.13M
NEE.PRG.CL
3004
DELISTED
Nextera Energy Capital Holdings
NEE.PRG.CL
$284K ﹤0.01%
11,264
-1,545
-12% -$38.7K
CHMI
3005
Cherry Hill Mortgage Investment Corp
CHMI
$85.6M
$283K ﹤0.01%
16,555
-2,514
-13% -$45.7K
FLWS icon
3006
1-800-Flowers.com
FLWS
$263M
$282K ﹤0.01%
27,633
-27,031
-49% -$271K
LNTH icon
3007
Lantheus
LNTH
$6.93B
$282K ﹤0.01%
22,530
+5,058
+29% +$53.5K
FLIC
3008
DELISTED
First of Long Island Corp
FLIC
$281K ﹤0.01%
10,398
-10,144
-49% -$278K
IPLDP
3009
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$281K ﹤0.01%
11,104
-1,532
-12% -$39.4K
SBY
3010
DELISTED
Silver Bay Realty Trust Corp.
SBY
$281K ﹤0.01%
13,068
-20,333
-61% -$387K
FFNW
3011
DELISTED
First Financial Northwest, Inc
FFNW
$280K ﹤0.01%
15,874
+804
+5% +$15.8K
PFIG icon
3012
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$116M
$279K ﹤0.01%
11,008
-2,332
-17% -$59K
CIVI
3013
DELISTED
Civitas Resources
CIVI
$278K ﹤0.01%
2,143
-243
-10% -$48.8K
VTI icon
3014
Vanguard Total Stock Market ETF
VTI
$658B
$278K ﹤0.01%
+2,294
New +$275K
CCF
3015
DELISTED
Chase Corporation
CCF
$278K ﹤0.01%
2,910
+122
+4% +$11K
STRP
3016
DELISTED
Straight Path Communications Inc.
STRP
$277K ﹤0.01%
7,707
+277
+4% +$9.6K
DLR.PRH.CL
3017
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$275K ﹤0.01%
9,984
-1,444
-13% -$39.4K
ARH.PRC.CL
3018
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$275K ﹤0.01%
10,915
-1,459
-12% -$37K
OEF icon
3019
iShares S&P 100 ETF
OEF
$20.2B
$274K ﹤0.01%
+2,617
New +$270K
VIG icon
3020
Vanguard Dividend Appreciation ETF
VIG
$111B
$274K ﹤0.01%
3,050
+480
+19% +$42.5K
VDTH
3021
DELISTED
Videocon d2h Limited
VDTH
$272K ﹤0.01%
23,670
-773
-3% -$7.55K
IBCP icon
3022
Independent Bank Corp
IBCP
$755M
$271K ﹤0.01%
13,076
-184
-1% -$3.89K
USMV icon
3023
iShares MSCI USA Min Vol Factor ETF
USMV
$23.1B
$271K ﹤0.01%
5,684
-18,979
-77% -$889K
INSY
3024
DELISTED
Insys Therapeutics, Inc.
INSY
$270K ﹤0.01%
25,712
+6,600
+35% +$70.3K
CZNC icon
3025
Citizens & Northern Corp
CZNC
$416M
$269K ﹤0.01%
11,551
+3,422
+42% +$82.8K
119 120
121
122 123

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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.