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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
+3.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$83.5B
AUM Growth
+$18.1B
Cap. Flow
+$16.2B
Cap. Flow %
19.41%
Top 10 Hldgs %
13.59%
Holding
4,158
New
385
Increased
2,192
Reduced
1,400
Closed
157

Top Buys

Rank Stock Value
1
JNJ icon
Johnson & Johnson
JNJ
+$304M
2
MSFT icon
Microsoft
MSFT
+$286M
3
AAPL icon
Apple
AAPL
+$262M
4
UNH icon
UnitedHealth
UNH
+$261M
5
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$237M

Top Sells

Rank Stock Value
1
IWD icon
iShares Russell 1000 Value ETF
IWD
+$324M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$92.9M
3
YHOO
Yahoo Inc
YHOO
+$67.9M
4
BAP icon
Credicorp
BAP
+$66.7M
5
TV icon
Televisa
TV
+$58.2M

Sector Composition

Rank Sector Weight
1 Financials 14.37%
2 Technology 12.55%
3 Healthcare 11.81%
4 Industrials 9.09%
5 Consumer Discretionary 7.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CENT icon
2526
Central Garden & Pet Co
CENT
$2.74B
$1.03M ﹤0.01%
40,574
-30,549
-43% -$827K
AOSL icon
2527
Alpha and Omega Semiconductor
AOSL
$923M
$1.03M ﹤0.01%
61,829
-6,315
-9% -$112K
AVAV icon
2528
AeroVironment
AVAV
$7.57B
$1.03M ﹤0.01%
26,899
+3,020
+13% +$91.4K
PIM
2529
Franklin Master Intermediate Income Trust
PIM
$149M
$1.03M ﹤0.01%
+219,572
New +$1.04M
WTI icon
2530
W&T Offshore
WTI
$545M
$1.03M ﹤0.01%
524,363
-72,650
-12% -$158K
AGD
2531
abrdn Global Dynamic Dividend Fund
AGD
$315M
$1.03M ﹤0.01%
+100,290
New +$1.01M
BKMU
2532
DELISTED
Bank Mutual Corp
BKMU
$1.03M ﹤0.01%
112,132
-2,229
-2% -$20.7K
WIFI
2533
DELISTED
Boingo Wireless, Inc.
WIFI
$1.02M ﹤0.01%
68,422
+48,166
+238% +$728K
CORR
2534
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$1.02M ﹤0.01%
30,414
+4,885
+19% +$172K
KMG
2535
DELISTED
KMG Chemicals Inc
KMG
$1.02M ﹤0.01%
+20,983
New +$1.08M
ACRE
2536
Ares Commercial Real Estate
ACRE
$252M
$1.02M ﹤0.01%
77,737
+2,305
+3% +$30.9K
EDD
2537
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$372M
$1.02M ﹤0.01%
+128,308
New +$1.02M
LAUR icon
2538
Laureate Education
LAUR
$5.18B
$1.02M ﹤0.01%
+58,013
New +$918K
LORL
2539
DELISTED
Loral Space and Communications, Inc.
LORL
$1.02M ﹤0.01%
24,445
-2,746
-10% -$108K
KBAL
2540
DELISTED
Kimball International
KBAL
$1.01M ﹤0.01%
60,787
+9,920
+20% +$172K
RBBN icon
2541
Ribbon Communications
RBBN
$354M
$1.01M ﹤0.01%
135,556
-11,424
-8% -$84.2K
ASRT
2542
DELISTED
Assertio
ASRT
$1.01M ﹤0.01%
1,563
+362
+30% +$241K
BFX
2543
DELISTED
BowFlex Inc.
BFX
$1.01M ﹤0.01%
52,548
+13,936
+36% +$252K
CYOU
2544
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$1M ﹤0.01%
+25,866
New +$888K
TAST
2545
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1M ﹤0.01%
81,832
-21,467
-21% -$281K
EXA
2546
DELISTED
EXA Corporation
EXA
$1M ﹤0.01%
72,592
+750
+1% +$10.1K
NRE
2547
DELISTED
NorthStar Realty Europe Corp.
NRE
$998K ﹤0.01%
78,685
-8,802
-10% -$106K
MIK
2548
DELISTED
Michaels Stores, Inc
MIK
$995K ﹤0.01%
53,716
-100,795
-65% -$2.1M
PSTB
2549
DELISTED
Park Sterling Corp.
PSTB
$994K ﹤0.01%
83,701
+18,102
+28% +$216K
JBSS icon
2550
John B. Sanfilippo & Son
JBSS
$949M
$993K ﹤0.01%
15,732
+3,384
+27% +$226K
100 101
102
103 104

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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 Q2 2017 Portfolio in Review

As of Q2 2017, Parametric Portfolio Associates held 4,158 positions worth $83.5B, up 28% from $65.5B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $16.2B of net new capital in Q2 2017, opening 385 new positions and adding to 2,192 existing holdings. Its largest new stake was iShares MSCI EAFE Small-Cap ETF: 1,225,668 shares worth $70.9M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 1000 Value ETF, an estimated $324M trimmed.

  • Parametric Portfolio Associates's largest Q2 2017 buy was iShares MSCI EAFE Small-Cap ETF: 1,225,668 shares worth $70.9M.
  • Parametric Portfolio Associates added most to Johnson & Johnson in Q2 2017, an estimated $304M increase.
  • Parametric Portfolio Associates's biggest Q2 2017 reduction was iShares Russell 1000 Value ETF, cutting an estimated $324M.
  • Parametric Portfolio Associates fully exited Yahoo Inc in Q2 2017, selling an estimated $67.9M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $83.5B portfolio in Q2 2017.
  • Parametric Portfolio Associates opened 385 new positions and closed 157 in Q2 2017.
  • Parametric Portfolio Associates's portfolio value rose 28% quarter-over-quarter to $83.5B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2017, filed 11 Aug 2017.