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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
BANF icon
2376
BancFirst
BANF
$3.92B
$1.24M ﹤0.01%
27,658
+202
+0.7% +$9.44K
TBRG
2377
DELISTED
TruBridge
TBRG
$1.24M ﹤0.01%
44,345
-5,579
-11% -$140K
NX icon
2378
Quanex
NX
$854M
$1.24M ﹤0.01%
61,042
+4,279
+8% +$85.1K
DFRG
2379
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$1.24M ﹤0.01%
68,421
-10,313
-13% -$177K
CFNL
2380
DELISTED
Cardinal Financial Corp
CFNL
$1.23M ﹤0.01%
41,122
+4,635
+13% +$143K
NXTM
2381
DELISTED
NxStage Medical Inc.
NXTM
$1.23M ﹤0.01%
45,716
+14,384
+46% +$397K
COWN
2382
DELISTED
Cowen Inc. Class A Common Stock
COWN
$1.23M ﹤0.01%
82,095
+39,267
+92% +$580K
TI.A
2383
DELISTED
Telecom Italia 10 Svg
TI.A
$1.23M ﹤0.01%
167,690
-5,135
-3% -$36.3K
VTOL icon
2384
Bristow Group
VTOL
$1.35B
$1.23M ﹤0.01%
46,191
-3,356
-7% -$96.6K
TDW icon
2385
Tidewater
TDW
$3.91B
$1.22M ﹤0.01%
32,952
-13,447
-29% -$763K
XLF icon
2386
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$1.22M ﹤0.01%
51,449
+38,546
+299% +$923K
CDZI icon
2387
Cadiz
CDZI
$266M
$1.22M ﹤0.01%
81,075
– –
ENOC
2388
DELISTED
EnerNOC, Inc.
ENOC
$1.22M ﹤0.01%
203,100
+85,036
+72% +$484K
FPO
2389
DELISTED
First Potomac Realty Trust
FPO
$1.22M ﹤0.01%
118,326
-22,877
-16% -$235K
EGOV
2390
DELISTED
NIC Inc
EGOV
$1.21M ﹤0.01%
60,017
-28,009
-32% -$628K
CGI
2391
DELISTED
Celadon Group Inc
CGI
$1.21M ﹤0.01%
184,241
+20,161
+12% +$165K
CLD
2392
DELISTED
Cloud Peak Energy Inc
CLD
$1.21M ﹤0.01%
263,407
+62,612
+31% +$316K
REXR icon
2393
Rexford Industrial Realty
REXR
$8.7B
$1.21M ﹤0.01%
53,498
-1,268
-2% -$28.9K
FSB
2394
DELISTED
Franklin Financial Network, Inc.
FSB
$1.21M ﹤0.01%
31,094
+76
+0.2% +$2.96K
BAC.PRW.CL
2395
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.21M ﹤0.01%
45,409
-6,570
-13% -$172K
MB
2396
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$1.21M ﹤0.01%
43,895
+22,251
+103% +$572K
PFBC icon
2397
Preferred Bank
PFBC
$1.22B
$1.2M ﹤0.01%
22,394
-4,866
-18% -$264K
FMSA
2398
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$1.2M ﹤0.01%
163,950
-90,348
-36% -$942K
BZH icon
2399
Beazer Homes USA
BZH
$907M
$1.2M ﹤0.01%
98,874
+93
+0.1% +$1.19K
PEGA icon
2400
Pegasystems
PEGA
$4.41B
$1.2M ﹤0.01%
54,636
-8,124
-13% -$165K
94 95
96
97 98

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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.