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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
CRAY
2601
DELISTED
Cray, Inc.
CRAY
$863K ﹤0.01%
46,925
+3,765
+9% +$69.4K
CBIO
2602
Crescent Biopharma
CBIO
$602M
$862K ﹤0.01%
+772
New +$638K
WAIR
2603
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$862K ﹤0.01%
79,440
-344,731
-81% -$3.55M
TGTX icon
2604
TG Therapeutics
TGTX
$8.58B
$859K ﹤0.01%
85,476
+5,822
+7% +$65.2K
SQBG
2605
DELISTED
Sequential Brands Group, Inc.
SQBG
$855K ﹤0.01%
5,358
+199
+4% +$28.4K
GLIN icon
2606
VanEck India Growth Leaders ETF
GLIN
$93.7M
$853K ﹤0.01%
15,300
– –
ECOL
2607
DELISTED
US Ecology, Inc.
ECOL
$853K ﹤0.01%
16,900
+3,529
+26% +$175K
GASS icon
2608
StealthGas
GASS
$328M
$852K ﹤0.01%
262,233
-416,169
-61% -$1.39M
ASCMA
2609
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$851K ﹤0.01%
55,392
-4,344
-7% -$60.3K
TG icon
2610
Tredegar Corp
TG
$268M
$850K ﹤0.01%
55,721
+6,623
+13% +$107K
RBCAA icon
2611
Republic Bancorp
RBCAA
$1.84B
$847K ﹤0.01%
23,739
-1,107
-4% -$38.8K
GBT
2612
DELISTED
Global Blood Therapeutics, Inc.
GBT
$846K ﹤0.01%
30,943
+284
+0.9% +$8.45K
FISI icon
2613
Financial Institutions
FISI
$800M
$844K ﹤0.01%
28,314
-595
-2% -$18.8K
VRA icon
2614
Vera Bradley
VRA
$105M
$841K ﹤0.01%
86,042
+4,040
+5% +$35.3K
MS.PRG.CL
2615
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$838K ﹤0.01%
30,599
-4,066
-12% -$111K
HCI icon
2616
HCI Group
HCI
$2.28B
$832K ﹤0.01%
17,720
+8,471
+92% +$387K
ITCL
2617
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$831K ﹤0.01%
62,441
+2,189
+4% +$30.7K
ESIO
2618
DELISTED
Electro Scientific Industries
ESIO
$831K ﹤0.01%
100,843
+11,892
+13% +$91.4K
NEE.PRK
2619
DELISTED
NextEra Energy Capital Holdings, Inc. Series K Junior Subordinated Debentures due June 1, 2076
NEE.PRK
$830K ﹤0.01%
32,762
+8,849
+37% +$220K
LIVN icon
2620
LivaNova
LIVN
$4.3B
$829K ﹤0.01%
13,544
+6,271
+86% +$355K
DBVT
2621
DBV Technologies
DBVT
$807M
$823K ﹤0.01%
2,306
-1,021
-31% -$349K
FORR icon
2622
Forrester Research
FORR
$172M
$819K ﹤0.01%
20,910
+2,668
+15% +$106K
LMAT icon
2623
LeMaitre Vascular
LMAT
$2.18B
$819K ﹤0.01%
26,242
-15,637
-37% -$452K
MCRI icon
2624
Monarch Casino & Resort
MCRI
$2.14B
$818K ﹤0.01%
27,049
+5,041
+23% +$152K
FSV icon
2625
FirstService
FSV
$6.32B
$816K ﹤0.01%
12,751
+4,898
+62% +$304K
103 104
105
106 107

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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.