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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
ACHN
2751
DELISTED
Achillion Pharmaceuticals
ACHN
$616K ﹤0.01%
134,156
+30,893
+30% +$124K
AMBA icon
2752
Ambarella
AMBA
$2.99B
$615K ﹤0.01%
12,673
+3,313
+35% +$183K
JKS
2753
JinkoSolar
JKS
$775M
$615K ﹤0.01%
29,581
-5,463
-16% -$98.4K
OTIC
2754
DELISTED
Otonomy, Inc.
OTIC
$614K ﹤0.01%
32,561
-7,921
-20% -$110K
GLBL
2755
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$613K ﹤0.01%
121,485
-6,026
-5% -$29.2K
MOMO
2756
Hello Group
MOMO
$869M
$611K ﹤0.01%
+16,535
New +$634K
VZA.CL
2757
DELISTED
Verizon Communications Inc.
VZA.CL
$610K ﹤0.01%
22,650
-3,059
-12% -$81.8K
CUDA
2758
DELISTED
Barracuda Networks, Inc.
CUDA
$604K ﹤0.01%
26,213
-7,377
-22% -$162K
VNDA icon
2759
Vanda Pharmaceuticals
VNDA
$312M
$602K ﹤0.01%
36,919
+12,769
+53% +$184K
MR
2760
DELISTED
Montage Resources Corporation Common Stock
MR
$601K ﹤0.01%
14,013
-7,993
-36% -$280K
SYT
2761
DELISTED
Syngenta Ag
SYT
$601K ﹤0.01%
6,488
-218,183
-97% -$20.1M
BBT.PRG
2762
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$601K ﹤0.01%
23,388
-3,131
-12% -$78.9K
TDAY
2763
USA Today Co
TDAY
$1.23B
$600K ﹤0.01%
44,512
+9,374
+27% +$125K
TYPE
2764
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$599K ﹤0.01%
32,751
+2,120
+7% +$41.5K
WFC.PRQ
2765
DELISTED
Wells Fargo & Co.
WFC.PRQ
$598K ﹤0.01%
21,626
-2,884
-12% -$78.4K
RNET
2766
DELISTED
RigNet, Inc.
RNET
$596K ﹤0.01%
37,146
-8,125
-18% -$148K
CSBK
2767
DELISTED
Clifton Bancorp Inc.
CSBK
$596K ﹤0.01%
36,082
-2,599
-7% -$42.6K
HLIO icon
2768
Helios Technologies
HLIO
$2.64B
$593K ﹤0.01%
13,891
-2,020
-13% -$81.4K
EGRX
2769
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$593K ﹤0.01%
7,515
+3,679
+96% +$301K
FIT
2770
DELISTED
Fitbit, Inc. Class A common stock
FIT
$591K ﹤0.01%
111,334
+38,654
+53% +$214K
NVDQ
2771
DELISTED
Novadaq Technologies Inc.
NVDQ
$589K ﹤0.01%
50,265
-398
-0.8% -$3.15K
TRVG
2772
trivago
TRVG
$386M
$587K ﹤0.01%
4,962
+2,495
+101% +$219K
GLOG
2773
DELISTED
GASLOG LTD
GLOG
$587K ﹤0.01%
38,520
-450,087
-92% -$6.34M
ETSY icon
2774
Etsy
ETSY
$7.65B
$586K ﹤0.01%
39,060
+15,546
+66% +$193K
PKD
2775
DELISTED
Parker Drilling Company
PKD
$585K ﹤0.01%
28,868
-3,803
-12% -$85.6K
109 110
111
112 113

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AF
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MCM
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PSUF
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SCC
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BAM
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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.