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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
AMPH icon
2626
Amphastar Pharmaceuticals
AMPH
$825M
$815K ﹤0.01%
45,615
+19,091
+72% +$303K
DS
2627
DELISTED
Drive Shack Inc.
DS
$812K ﹤0.01%
257,731
+137,477
+114% +$496K
REV
2628
DELISTED
Revlon, Inc.
REV
$811K ﹤0.01%
34,240
+11,753
+52% +$267K
HTB
2629
HomeTrust Bancshares
HTB
$818M
$810K ﹤0.01%
33,202
+3,415
+11% +$83.9K
RGNX icon
2630
Regenxbio
RGNX
$623M
$808K ﹤0.01%
40,935
+7
+0% +$136
TBNK
2631
DELISTED
Territorial Bancorp Inc.
TBNK
$805K ﹤0.01%
25,797
-276
-1% -$8.56K
TK icon
2632
Teekay
TK
$975M
$802K ﹤0.01%
120,297
-146,983
-55% -$1.08M
HZN
2633
DELISTED
Horizon Global Corporation
HZN
$802K ﹤0.01%
55,875
-23,406
-30% -$331K
GSBC icon
2634
Great Southern Bancorp
GSBC
$863M
$798K ﹤0.01%
14,914
+777
+5% +$39.5K
IJR icon
2635
iShares Core S&P Small-Cap ETF
IJR
$109B
$798K ﹤0.01%
11,388
+1,472
+15% +$102K
BK.PRC
2636
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$795K ﹤0.01%
31,629
-4,255
-12% -$107K
AMRI
2637
DELISTED
Albany Molecular Research Inc
AMRI
$792K ﹤0.01%
36,483
+7,143
+24% +$130K
INDA icon
2638
iShares MSCI India ETF
INDA
$6.71B
$790K ﹤0.01%
24,610
-985,977
-98% -$31.7M
BMI icon
2639
Badger Meter
BMI
$3.66B
$788K ﹤0.01%
19,772
-111,046
-85% -$4.31M
PLUG icon
2640
Plug Power
PLUG
$2.92B
$788K ﹤0.01%
386,193
-83,912
-18% -$176K
LSCC icon
2641
Lattice Semiconductor
LSCC
$17.6B
$787K ﹤0.01%
118,211
-17,527
-13% -$120K
TCBK icon
2642
TriCo Bancshares
TCBK
$1.85B
$787K ﹤0.01%
22,377
-244
-1% -$8.6K
CRD.B icon
2643
Crawford & Co Class B
CRD.B
$493M
$786K ﹤0.01%
84,552
+995
+1% +$9.66K
RDUS
2644
DELISTED
Radius Health, Inc.
RDUS
$785K ﹤0.01%
17,349
-18,157
-51% -$694K
LDR
2645
DELISTED
Landauer Inc
LDR
$785K ﹤0.01%
15,012
+350
+2% +$18K
GEK.CL
2646
DELISTED
General Electric Capital Corp.
GEK.CL
$784K ﹤0.01%
30,736
-4,026
-12% -$103K
SSNI
2647
DELISTED
Silver Spring Networks, Inc.
SSNI
$784K ﹤0.01%
69,468
+4,794
+7% +$51.8K
VTOL icon
2648
Bristow Group
VTOL
$1.35B
$783K ﹤0.01%
41,370
-4,821
-10% -$103K
HSKA
2649
DELISTED
Heska Corp
HSKA
$776K ﹤0.01%
7,601
-3,364
-31% -$332K
FF icon
2650
Future Fuel
FF
$204M
$774K ﹤0.01%
51,292
-610
-1% -$8.95K
104 105
106
107 108

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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.