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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
ELF icon
2651
e.l.f. Beauty
ELF
$4.56B
$686K ﹤0.01%
23,821
+5,691
+31% +$154K
IJR icon
2652
iShares Core S&P Small-Cap ETF
IJR
$109B
$686K ﹤0.01%
9,916
+842
+9% +$58.1K
ARAV
2653
DELISTED
Aravive, Inc. Common Stock
ARAV
$685K ﹤0.01%
5,344
-710
-12% -$74.9K
HALO icon
2654
Halozyme
HALO
$9.72B
$684K ﹤0.01%
52,784
+14,308
+37% +$181K
CVEO icon
2655
Civeo
CVEO
$379M
$683K ﹤0.01%
19,041
+13,302
+232% +$474K
WSR
2656
DELISTED
Whitestone REIT
WSR
$681K ﹤0.01%
49,240
+8,648
+21% +$119K
OSG
2657
DELISTED
Overseas Shipholding Group Inc.
OSG
$680K ﹤0.01%
176,041
+135,534
+335% +$639K
VV icon
2658
Vanguard Large-Cap ETF
VV
$51.9B
$679K ﹤0.01%
6,280
– –
VZA.CL
2659
DELISTED
Verizon Communications Inc.
VZA.CL
$679K ﹤0.01%
25,709
-3,699
-13% -$97.4K
NTB icon
2660
Bank of N.T. Butterfield & Son
NTB
$2.42B
$678K ﹤0.01%
+21,233
New +$692K
NXRT
2661
NexPoint Residential Trust
NXRT
$665M
$678K ﹤0.01%
28,050
+1,807
+7% +$42.2K
OKSB
2662
DELISTED
Southwest Bancorp Inc/OK
OKSB
$672K ﹤0.01%
25,713
-237
-0.9% -$6.5K
GEH.CL
2663
DELISTED
General Electric Capital Corp.
GEH.CL
$671K ﹤0.01%
26,120
-1,383
-5% -$34.9K
SSI
2664
DELISTED
Stage Stores Inc
SSI
$670K ﹤0.01%
258,830
+37,308
+17% +$100K
AVAV icon
2665
AeroVironment
AVAV
$7.57B
$669K ﹤0.01%
23,879
+2,078
+10% +$55.5K
COF.PRD.CL
2666
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$666K ﹤0.01%
24,262
-3,500
-13% -$94.8K
ATRC icon
2667
AtriCure
ATRC
$1.77B
$663K ﹤0.01%
34,622
+3,488
+11% +$61.1K
CYBR
2668
DELISTED
CyberArk
CYBR
$662K ﹤0.01%
+13,021
New +$664K
DHX icon
2669
DHI Group
DHX
$166M
$661K ﹤0.01%
167,466
+17,400
+12% +$89.9K
BBT.PRG
2670
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$661K ﹤0.01%
26,519
-3,709
-12% -$90.9K
PGH
2671
DELISTED
Pengrowth Energy Corporation
PGH
$660K ﹤0.01%
660,232
– –
FNLC icon
2672
First Bancorp
FNLC
$394M
$659K ﹤0.01%
24,182
-2,120
-8% -$58.6K
PRFT
2673
DELISTED
Perficient Inc
PRFT
$658K ﹤0.01%
37,909
-192,784
-84% -$3.43M
IRT icon
2674
Independence Realty Trust
IRT
$3.92B
$655K ﹤0.01%
69,887
+261
+0.4% +$2.38K
HYGS
2675
DELISTED
Hydrogenics Corp
HYGS
$655K ﹤0.01%
+97,715
New +$575K
105 106
107
108 109

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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.