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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
DUKH
3076
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$297K ﹤0.01%
11,374
-1,868
-14% -$48.2K
UCFC
3077
DELISTED
United Community Financial Corp
UCFC
$297K ﹤0.01%
35,729
+16,372
+85% +$137K
AMJ
3078
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$295K ﹤0.01%
9,944
-1,843
-16% -$56.6K
SHOR
3079
DELISTED
ShoreTel, Inc.
SHOR
$295K ﹤0.01%
50,880
+31,103
+157% +$191K
PFIG icon
3080
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$115M
$294K ﹤0.01%
11,478
+470
+4% +$12K
SND icon
3081
Smart Sand
SND
$200M
$291K ﹤0.01%
32,621
+5,901
+22% +$66.9K
TSQ icon
3082
Townsquare Media
TSQ
$113M
$289K ﹤0.01%
28,251
+8,286
+42% +$89.2K
STEW
3083
SRH Total Return Fund
STEW
$1.75B
$288K ﹤0.01%
+29,694
New +$281K
BOOT icon
3084
Boot Barn
BOOT
$4.55B
$287K ﹤0.01%
40,547
-1,042
-3% -$8.98K
XLRN
3085
DELISTED
Acceleron Pharma
XLRN
$287K ﹤0.01%
9,456
+355
+4% +$10.3K
OTE
3086
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$287K ﹤0.01%
48,347
+3,596
+8% +$21.3K
AXS.PRE icon
3087
AXIS Capital Holdings Ltd Series E
AXS.PRE
$415M
$286K ﹤0.01%
11,494
-1,413
-11% -$34.6K
RPT
3088
Rithm Property Trust
RPT
$90.5M
$286K ﹤0.01%
3,530
+853
+32% +$67.9K
IPI icon
3089
Intrepid Potash
IPI
$460M
$285K ﹤0.01%
12,613
-26
-0.2% -$545
VGT icon
3090
Vanguard Information Technology ETF
VGT
$139B
$285K ﹤0.01%
16,216
+4,208
+35% +$74.1K
PCBK
3091
DELISTED
Pacific Continental Corp
PCBK
$285K ﹤0.01%
11,169
+1,273
+13% +$31.5K
EGO icon
3092
Eldorado Gold
EGO
$8.31B
$284K ﹤0.01%
21,511
-6,883
-24% -$112K
ATHM icon
3093
Autohome
ATHM
$2.43B
$283K ﹤0.01%
+6,248
New +$242K
AUD
3094
DELISTED
Audacy, Inc.
AUD
$283K ﹤0.01%
27,360
+1,982
+8% +$22.3K
FOLD
3095
DELISTED
Amicus Therapeutics
FOLD
$282K ﹤0.01%
+27,999
New +$225K
BNFT
3096
DELISTED
Benefitfocus, Inc.
BNFT
$282K ﹤0.01%
+7,754
New +$249K
QIWI
3097
DELISTED
QIWI PLC
QIWI
$282K ﹤0.01%
11,413
-313,843
-96% -$6.58M
FBIO icon
3098
Fortress Biotech
FBIO
$111M
$281K ﹤0.01%
3,948
+127
+3% +$7.5K
XRN
3099
Chiron Real Estate Inc
XRN
$544M
$280K ﹤0.01%
6,263
+957
+18% +$45K
ANGI icon
3100
Angi Inc
ANGI
$224M
$279K ﹤0.01%
2,181
+947
+77% +$93.4K
122 123
124
125 126

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.