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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
AGX icon
2851
Argan
AGX
$7.98B
$513K ﹤0.01%
8,555
-6,050
-41% -$391K
CCF
2852
DELISTED
Chase Corporation
CCF
$512K ﹤0.01%
4,794
+1,884
+65% +$196K
SNDX icon
2853
Syndax Pharmaceuticals
SNDX
$1.84B
$511K ﹤0.01%
36,565
+13,911
+61% +$159K
MRT
2854
DELISTED
MedEquities Realty Trust, Inc.
MRT
$511K ﹤0.01%
40,465
+1,638
+4% +$19.6K
ABR icon
2855
Arbor Realty Trust
ABR
$960M
$510K ﹤0.01%
+61,177
New +$515K
ENZ
2856
DELISTED
Enzo Biochem, Inc.
ENZ
$510K ﹤0.01%
46,221
+9,149
+25% +$85.3K
YPF icon
2857
YPF
YPF
$20.2B
$506K ﹤0.01%
23,127
-358,629
-94% -$8.68M
XIFR
2858
XPLR Infrastructure LP
XIFR
$1.18B
$505K ﹤0.01%
13,648
-2,804
-17% -$96.6K
CGI
2859
DELISTED
Celadon Group Inc
CGI
$505K ﹤0.01%
160,297
-23,944
-13% -$75K
HYGS
2860
DELISTED
Hydrogenics Corp
HYGS
$503K ﹤0.01%
49,811
-47,904
-49% -$381K
STT.PRD
2861
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$502K ﹤0.01%
17,872
-2,346
-12% -$66.3K
FRAN
2862
DELISTED
Francesca's Holdings Corporation
FRAN
$501K ﹤0.01%
3,820
-95
-2% -$15.4K
ENO
2863
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$92M
$499K ﹤0.01%
19,253
-2,608
-12% -$67K
VTWV icon
2864
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
$498K ﹤0.01%
4,843
– –
SFUN
2865
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$498K ﹤0.01%
2,685
-13
-0.5% -$2.25K
COF.PRC.CL
2866
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$498K ﹤0.01%
18,662
+532
+3% +$14.1K
ORBC
2867
DELISTED
ORBCOMM, Inc.
ORBC
$497K ﹤0.01%
43,982
+19,489
+80% +$197K
TTPH
2868
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$496K ﹤0.01%
3,480
+359
+12% +$55.5K
PHX
2869
DELISTED
PHX Minerals
PHX
$495K ﹤0.01%
21,433
+6,354
+42% +$129K
DFRG
2870
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$495K ﹤0.01%
30,759
-37,662
-55% -$649K
OPCH icon
2871
Option Care Health
OPCH
$3.4B
$494K ﹤0.01%
45,485
-4,189
-8% -$31.9K
PRH
2872
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$494K ﹤0.01%
19,023
-2,524
-12% -$65.4K
AMU
2873
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$491K ﹤0.01%
26,207
+17
+0.1% +$329
MCHI icon
2874
iShares MSCI China ETF
MCHI
$6.04B
$490K ﹤0.01%
8,955
-6,538
-42% -$344K
HOLI
2875
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$489K ﹤0.01%
29,470
-4,699
-14% -$76.6K
113 114
115
116 117

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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.