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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
ECHO
2526
DELISTED
Echo Global Logistics, Inc.
ECHO
$924K ﹤0.01%
43,282
-10,050
-19% -$231K
RM icon
2527
Regional Management Corp
RM
$384M
$920K ﹤0.01%
47,375
-7,391
-13% -$165K
MS.PRG.CL
2528
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$920K ﹤0.01%
34,665
-5,051
-13% -$133K
XPRO icon
2529
Expro Ltd
XPRO
$1.79B
$916K ﹤0.01%
14,441
-6,731
-32% -$474K
EXA
2530
DELISTED
EXA Corporation
EXA
$912K ﹤0.01%
71,842
– –
BBT.PRE.CL
2531
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$910K ﹤0.01%
35,917
-5,036
-12% -$126K
COF.PRP.CL
2532
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$906K ﹤0.01%
35,567
-4,864
-12% -$122K
ASRT
2533
DELISTED
Assertio
ASRT
$904K ﹤0.01%
1,201
-104
-8% -$105K
JBSS icon
2534
John B. Sanfilippo & Son
JBSS
$949M
$904K ﹤0.01%
12,348
-5,411
-30% -$357K
BK.PRC
2535
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$897K ﹤0.01%
35,884
-4,905
-12% -$122K
ATRI
2536
DELISTED
Atrion Corp
ATRI
$896K ﹤0.01%
1,914
-189
-9% -$89.9K
IWF icon
2537
iShares Russell 1000 Growth ETF
IWF
$122B
$895K ﹤0.01%
31,444
-136,080
-81% -$3.77M
HASI icon
2538
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
$894K ﹤0.01%
44,239
+32,037
+263% +$615K
AVID
2539
DELISTED
Avid Technology Inc
AVID
$892K ﹤0.01%
191,511
-8,688
-4% -$44.9K
DPLO
2540
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$892K ﹤0.01%
55,899
+29,819
+114% +$430K
GEK.CL
2541
DELISTED
General Electric Capital Corp.
GEK.CL
$892K ﹤0.01%
34,762
-5,043
-13% -$128K
ANDX
2542
DELISTED
Andeavor Logistics LP
ANDX
$891K ﹤0.01%
16,366
-247
-1% -$13.7K
OIBR
2543
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$891K ﹤0.01%
707,478
– –
LKFN icon
2544
Lakeland Financial Corp
LKFN
$1.52B
$887K ﹤0.01%
20,562
+836
+4% +$37.4K
CONN
2545
DELISTED
Conn's Inc.
CONN
$885K ﹤0.01%
101,198
+8,529
+9% +$85.8K
JUNO
2546
DELISTED
Juno Therapeutics, Inc.
JUNO
$884K ﹤0.01%
39,826
+18,713
+89% +$401K
BV
2547
DELISTED
Bazaarvoice, Inc.
BV
$878K ﹤0.01%
204,077
+12,406
+6% +$55.7K
MUB icon
2548
iShares National Muni Bond ETF
MUB
$45.1B
$875K ﹤0.01%
8,034
+111
+1% +$12K
ZEUS
2549
DELISTED
Olympic Steel
ZEUS
$875K ﹤0.01%
47,167
+2,895
+7% +$65.8K
ARII
2550
DELISTED
American Railcar Industries, Inc.
ARII
$874K ﹤0.01%
21,261
+233
+1% +$10.3K
100 101
102
103 104

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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.