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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
MLAB icon
2826
Mesa Laboratories
MLAB
$539M
$540K ﹤0.01%
3,768
-14
-0.4% -$1.99K
CVEO icon
2827
Civeo
CVEO
$379M
$539K ﹤0.01%
21,382
+2,341
+12% +$69.8K
IAG icon
2828
IAMGOLD
IAG
$8.47B
$538K ﹤0.01%
104,302
-192,166
-65% -$864K
USB.PRM
2829
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$538K ﹤0.01%
18,127
-2,502
-12% -$74.3K
THR
2830
DELISTED
Thermon Group Holdings
THR
$535K ﹤0.01%
27,919
-3,212
-10% -$63.1K
XLY icon
2831
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.4B
$534K ﹤0.01%
11,920
+6,262
+111% +$280K
EVRI
2832
DELISTED
Everi Holdings
EVRI
$533K ﹤0.01%
73,270
+31,620
+76% +$205K
TCRT icon
2833
Alaunos Therapeutics
TCRT
$4.74M
$533K ﹤0.01%
571
+31
+6% +$30.4K
ZEN
2834
DELISTED
ZENDESK INC
ZEN
$533K ﹤0.01%
19,189
-35,879
-65% -$984K
HOS
2835
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$533K ﹤0.01%
188,193
-46,294
-20% -$130K
KRNY icon
2836
Kearny Financial
KRNY
$592M
$532K ﹤0.01%
35,824
-127,823
-78% -$1.86M
TA
2837
DELISTED
TravelCenters of America LLC
TA
$531K ﹤0.01%
25,908
-2,676
-9% -$64.5K
VCYT icon
2838
Veracyte
VCYT
$4.52B
$530K ﹤0.01%
63,575
-17,570
-22% -$143K
BMTC
2839
DELISTED
Bryn Mawr Bank Corp
BMTC
$530K ﹤0.01%
12,479
+421
+3% +$17.4K
PGEN icon
2840
Precigen
PGEN
$1.93B
$527K ﹤0.01%
+21,875
New +$480K
SPCB icon
2841
SuperCom
SPCB
$67.3M
$527K ﹤0.01%
826
– –
TCS
2842
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$526K ﹤0.01%
5,921
+851
+17% +$61.1K
HCOM
2843
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$522K ﹤0.01%
20,879
-2,017
-9% -$50.2K
PGH
2844
DELISTED
Pengrowth Energy Corporation
PGH
$522K ﹤0.01%
660,232
– –
MDLY
2845
DELISTED
Medley Management Inc
MDLY
$521K ﹤0.01%
8,015
+248
+3% +$16.9K
PACB icon
2846
Pacific Biosciences
PACB
$422M
$519K ﹤0.01%
145,837
-38,918
-21% -$157K
EAI
2847
Entergy Arkansas First Mortgage Bonds 4.875% Series due Sept 1 2066
EAI
$327M
$518K ﹤0.01%
21,528
-2,852
-12% -$67.3K
HPS
2848
John Hancock Preferred Income Fund III
HPS
$458M
$516K ﹤0.01%
+26,948
New +$509K
ALDR
2849
DELISTED
Alder Biopharmaceuticals
ALDR
$516K ﹤0.01%
45,060
+25,425
+129% +$470K
ARII
2850
DELISTED
American Railcar Industries, Inc.
ARII
$514K ﹤0.01%
13,413
-7,848
-37% -$303K
112 113
114
115 116

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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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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.