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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
SMI
2576
DELISTED
Semiconductor Manufacturing Intl
SMI
$920K ﹤0.01%
161,381
-52,153
-24% -$295K
ARTNA icon
2577
Artesian Resources
ARTNA
$356M
$919K ﹤0.01%
24,428
-501
-2% -$18.8K
QLYS icon
2578
Qualys
QLYS
$4.84B
$912K ﹤0.01%
22,365
+11,282
+102% +$453K
ZEUS
2579
DELISTED
Olympic Steel
ZEUS
$912K ﹤0.01%
46,803
-364
-0.8% -$6.67K
OSG
2580
DELISTED
Overseas Shipholding Group Inc.
OSG
$906K ﹤0.01%
340,725
+164,684
+94% +$517K
CRVL icon
2581
CorVel
CRVL
$3.05B
$903K ﹤0.01%
57,078
+13,254
+30% +$201K
HEI.A icon
2582
HEICO Corp Class A
HEI.A
$35.4B
$898K ﹤0.01%
22,605
-15,405
-41% -$600K
FORM icon
2583
FormFactor
FORM
$8.11B
$891K ﹤0.01%
71,833
+47,744
+198% +$616K
CCD
2584
Calamos Dynamic Convertible & Income Fund
CCD
$714M
$887K ﹤0.01%
+44,303
New +$876K
PODD icon
2585
Insulet
PODD
$11.3B
$885K ﹤0.01%
17,250
-2,240
-11% -$97.3K
MUB icon
2586
iShares National Muni Bond ETF
MUB
$45.1B
$884K ﹤0.01%
8,031
-3
-0% -$330
SN
2587
DELISTED
Sanchez Energy Corporation
SN
$881K ﹤0.01%
122,714
-32,541
-21% -$241K
PTCT icon
2588
PTC Therapeutics
PTCT
$6.37B
$880K ﹤0.01%
48,004
+7,788
+19% +$105K
NC icon
2589
NACCO Industries
NC
$353M
$877K ﹤0.01%
54,183
-11,441
-17% -$191K
PJT icon
2590
PJT Partners
PJT
$4.37B
$874K ﹤0.01%
21,738
+9,686
+80% +$362K
ECOM
2591
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$874K ﹤0.01%
75,692
+6,876
+10% +$79.7K
PKE icon
2592
Park Aerospace
PKE
$745M
$873K ﹤0.01%
47,405
+5,438
+13% +$94.5K
HSTM icon
2593
HealthStream
HSTM
$793M
$872K ﹤0.01%
33,132
+4,347
+15% +$119K
JOE icon
2594
St. Joe Company
JOE
$3.57B
$872K ﹤0.01%
46,490
+12,603
+37% +$223K
PI icon
2595
Impinj
PI
$3.89B
$872K ﹤0.01%
+17,917
New +$752K
TESO
2596
DELISTED
Tesco Corp
TESO
$868K ﹤0.01%
194,992
+53,652
+38% +$296K
EPOL icon
2597
iShares MSCI Poland ETF
EPOL
$669M
$867K ﹤0.01%
35,728
+428
+1% +$10.1K
IMAX icon
2598
IMAX
IMAX
$2.38B
$867K ﹤0.01%
39,393
-65,637
-62% -$1.84M
VRN
2599
DELISTED
Veren
VRN
$865K ﹤0.01%
113,033
+3,352
+3% +$31.3K
RARE icon
2600
Ultragenyx Pharmaceutical
RARE
$2.65B
$863K ﹤0.01%
13,888
-18,863
-58% -$1.14M
102 103
104
105 106

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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 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.