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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
NIQ
3001
DELISTED
NUVEEN INTERMEDIATE DURATION QUALITY MUNICIPAL TERM FUND
NIQ
$358K ﹤0.01%
+27,657
New +$359K
EDIT icon
3002
Editas Medicine
EDIT
$399M
$357K ﹤0.01%
+21,253
New +$383K
IAU icon
3003
iShares Gold Trust
IAU
$63B
$356K ﹤0.01%
14,912
+2,578
+21% +$62.4K
BYM
3004
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$355K ﹤0.01%
+24,488
New +$348K
LYTS icon
3005
LSI Industries
LYTS
$853M
$354K ﹤0.01%
39,141
+3,574
+10% +$32.4K
PSA.PRD
3006
DELISTED
Public Storage
PSA.PRD
$354K ﹤0.01%
14,418
+43
+0.3% +$1.03K
ACIC icon
3007
American Coastal Insurance
ACIC
$498M
$352K ﹤0.01%
22,357
-1,848
-8% -$28.9K
GHM icon
3008
Graham Corp
GHM
$1.22B
$352K ﹤0.01%
+17,900
New +$383K
SREV
3009
DELISTED
ServiceSource International, Inc.
SREV
$352K ﹤0.01%
90,627
+75,861
+514% +$272K
FLIC
3010
DELISTED
First of Long Island Corp
FLIC
$351K ﹤0.01%
12,267
+1,869
+18% +$51.2K
JPM.PRE.CL
3011
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$351K ﹤0.01%
13,035
-1,713
-12% -$46.6K
UPL
3012
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$351K ﹤0.01%
+32,315
New +$365K
GIFI
3013
DELISTED
Gulf Island Fabrication
GIFI
$349K ﹤0.01%
30,081
+4,657
+18% +$46.9K
RELY
3014
DELISTED
Real Industry, Inc.
RELY
$346K ﹤0.01%
119,267
+10,595
+10% +$28.9K
SGY
3015
DELISTED
Stone Energy
SGY
$346K ﹤0.01%
+18,839
New +$402K
EMWP
3016
DELISTED
Eros Media World PLC
EMWP
$345K ﹤0.01%
1,507
+402
+36% +$82.2K
CZNC icon
3017
Citizens & Northern Corp
CZNC
$436M
$344K ﹤0.01%
14,768
+3,217
+28% +$74.4K
QCRH icon
3018
QCR Holdings
QCRH
$1.65B
$343K ﹤0.01%
+7,232
New +$326K
SSI
3019
DELISTED
Stage Stores Inc
SSI
$343K ﹤0.01%
164,991
-93,839
-36% -$232K
MYCC
3020
DELISTED
ClubCorp Holdings, Inc.
MYCC
$343K ﹤0.01%
26,206
+3,504
+15% +$47.6K
FXO icon
3021
First Trust Financials AlphaDEX Fund
FXO
$1.12B
$342K ﹤0.01%
11,949
-1,778
-13% -$49.5K
IHC
3022
DELISTED
Independence Holding Company
IHC
$341K ﹤0.01%
16,672
-510
-3% -$9.72K
GWPH
3023
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$340K ﹤0.01%
3,395
-1,737
-34% -$187K
EEX
3024
DELISTED
Emerald Holding
EEX
$339K ﹤0.01%
+15,478
New +$329K
LAYN
3025
DELISTED
Layne Christensen Co
LAYN
$339K ﹤0.01%
38,537
-408,794
-91% -$3.32M
119 120
121
122 123

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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.