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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
CMRE icon
3051
Costamare
CMRE
$1.9B
$318K ﹤0.01%
43,566
-765,125
-95% -$5.35M
JPM.PRB.CL
3052
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$318K ﹤0.01%
11,801
-1,537
-12% -$42K
AOI
3053
DELISTED
Alliance One International
AOI
$318K ﹤0.01%
22,056
-9,661
-30% -$124K
SDY icon
3054
State Street SPDR S&P Dividend ETF
SDY
$21.9B
$317K ﹤0.01%
3,565
-7,073
-66% -$627K
TSC
3055
DELISTED
TriState Capital Holdings, Inc.
TSC
$317K ﹤0.01%
12,564
+3,670
+41% +$88.8K
VTRB
3056
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$317K ﹤0.01%
12,480
-1,546
-11% -$38.9K
TLGT
3057
DELISTED
Teligent, Inc
TLGT
$316K ﹤0.01%
3,455
+1,593
+86% +$136K
NVEC icon
3058
NVE Corp
NVEC
$569M
$314K ﹤0.01%
4,081
+397
+11% +$31.7K
BFIN
3059
DELISTED
BankFinancial
BFIN
$312K ﹤0.01%
20,884
+5,503
+36% +$81.4K
WVE icon
3060
Wave Life Sciences
WVE
$1.12B
$311K ﹤0.01%
+16,731
New +$361K
TNK icon
3061
Teekay Tankers
TNK
$2.63B
$309K ﹤0.01%
20,528
+2,198
+12% +$34K
CDI
3062
DELISTED
CDI Corp.
CDI
$308K ﹤0.01%
52,651
+6,464
+14% +$44.4K
IBB icon
3063
iShares Biotechnology ETF
IBB
$9.31B
$306K ﹤0.01%
2,964
+237
+9% +$23.3K
NVCR icon
3064
NovoCure
NVCR
$2.04B
$306K ﹤0.01%
+17,689
New +$228K
NG icon
3065
NovaGold Resources
NG
$2.6B
$305K ﹤0.01%
66,973
– –
PGEM
3066
DELISTED
Ply Gem Holdings, Inc.
PGEM
$305K ﹤0.01%
16,967
-2,322
-12% -$41.6K
DGII icon
3067
Digi International
DGII
$2.52B
$304K ﹤0.01%
29,943
-77,018
-72% -$818K
TX icon
3068
Ternium
TX
$9.29B
$304K ﹤0.01%
10,835
-292,463
-96% -$7.47M
STT.PRC.CL
3069
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$304K ﹤0.01%
12,047
-1,588
-12% -$40.1K
AGFS
3070
DELISTED
AgroFresh Solutions Inc
AGFS
$300K ﹤0.01%
41,730
+24,141
+137% +$153K
PHO icon
3071
Invesco Water Resources ETF
PHO
$1.97B
$299K ﹤0.01%
11,103
-2,191
-16% -$58.4K
HCKT icon
3072
Hackett Group
HCKT
$245M
$298K ﹤0.01%
19,223
-51,865
-73% -$879K
FSD
3073
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$298K ﹤0.01%
+17,275
New +$295K
DVAX
3074
DELISTED
Dynavax Technologies
DVAX
$297K ﹤0.01%
30,755
+3,604
+13% +$23.4K
MMI icon
3075
Marcus & Millichap
MMI
$1.15B
$297K ﹤0.01%
11,281
+2,909
+35% +$73K
121 122
123
124 125

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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.