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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
ELC
2976
Entergy Louisiana Collateral Trust Mortgage Bonds 4.875 % Series due Sept 1 2066
ELC
$214M
$386K ﹤0.01%
16,078
-2,199
-12% -$51.6K
ESSA
2977
DELISTED
ESSA Bancorp
ESSA
$386K ﹤0.01%
26,203
-5,196
-17% -$77.2K
PR
2978
Permian Resources
PR
$17.9B
$386K ﹤0.01%
+24,395
New +$401K
ZAGG
2979
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$386K ﹤0.01%
44,589
+555
+1% +$4.42K
ELGX
2980
DELISTED
Endologix Inc
ELGX
$384K ﹤0.01%
7,898
-1,077
-12% -$63.4K
NKSH icon
2981
National Bankshares
NKSH
$233M
$383K ﹤0.01%
9,379
-361
-4% -$14.8K
CB
2982
DELISTED
CHUBB CORPORATION
CB
$383K ﹤0.01%
2,633
– –
VTI icon
2983
Vanguard Total Stock Market ETF
VTI
$654B
$382K ﹤0.01%
3,072
+778
+34% +$95.9K
DTJ
2984
DELISTED
DTE Energy Company 2016 Series B 5.375% Junior Subordinated Debentures due 2076
DTJ
$382K ﹤0.01%
15,074
-2,046
-12% -$50.9K
ITOT icon
2985
iShares Core S&P Total US Stock Market ETF
ITOT
$93.2B
$381K ﹤0.01%
+6,875
New +$377K
VEU icon
2986
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$378K ﹤0.01%
+7,550
New +$374K
CIO
2987
DELISTED
City Office REIT
CIO
$373K ﹤0.01%
29,351
+7,655
+35% +$95.3K
WSR
2988
DELISTED
Whitestone REIT
WSR
$373K ﹤0.01%
30,434
-18,806
-38% -$235K
FHB icon
2989
First Hawaiian
FHB
$3.42B
$371K ﹤0.01%
12,122
-7,736
-39% -$226K
SPAB icon
2990
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$371K ﹤0.01%
12,866
– –
PJH
2991
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$370K ﹤0.01%
14,227
-1,912
-12% -$49.6K
TY icon
2992
TRI-Continental Corp
TY
$1.86B
$369K ﹤0.01%
+15,149
New +$361K
VATE icon
2993
INNOVATE Corp
VATE
$114M
$369K ﹤0.01%
6,271
+3,227
+106% +$185K
IWP icon
2994
iShares Russell Mid-Cap Growth ETF
IWP
$20B
$368K ﹤0.01%
6,808
+22
+0.3% +$1.17K
LNTH icon
2995
Lantheus
LNTH
$6.82B
$368K ﹤0.01%
20,875
-1,655
-7% -$24.4K
CWEN.A
2996
DELISTED
Clearway Energy Class A
CWEN.A
$365K ﹤0.01%
21,385
-34,445
-62% -$590K
HBNC icon
2997
Horizon Bancorp
HBNC
$1.03B
$364K ﹤0.01%
20,720
+8,465
+69% +$147K
NTNX icon
2998
Nutanix
NTNX
$14.9B
$364K ﹤0.01%
+18,080
New +$316K
XBKS
2999
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$363K ﹤0.01%
11,673
+6
+0.1% +$171
MRLN
3000
DELISTED
Marlin Business Services Corp
MRLN
$362K ﹤0.01%
14,384
-1,707
-11% -$42.9K
118 119
120
121 122

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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.