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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
NOG icon
3151
Northern Oil and Gas
NOG
$2.3B
$246K ﹤0.01%
17,587
-3,178
-15% -$61.4K
CHUY
3152
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$245K ﹤0.01%
10,487
-15,376
-59% -$424K
EIV
3153
DELISTED
Eaton Vance Municipal Bond Fund II
EIV
$245K ﹤0.01%
+19,374
New +$241K
WING icon
3154
Wingstop
WING
$3.68B
$244K ﹤0.01%
+7,895
New +$235K
CHMI
3155
Cherry Hill Mortgage Investment Corp
CHMI
$83M
$243K ﹤0.01%
13,148
-3,407
-21% -$60.9K
TSEM icon
3156
Tower Semiconductor
TSEM
$26.4B
$243K ﹤0.01%
10,203
+775
+8% +$18.3K
KOPN icon
3157
Kopin
KOPN
$663M
$242K ﹤0.01%
65,256
-5,019
-7% -$18.9K
PROV icon
3158
Provident Financial
PROV
$108M
$242K ﹤0.01%
12,575
-1,811
-13% -$34.6K
CETV
3159
DELISTED
Central European Media Enterprises Ltd
CETV
$242K ﹤0.01%
60,436
+7,377
+14% +$28.6K
DLR.PRH.CL
3160
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$242K ﹤0.01%
8,837
-1,147
-11% -$31.8K
JOBS
3161
DELISTED
51job Inc
JOBS
$241K ﹤0.01%
+5,390
New +$229K
ABTX
3162
DELISTED
Allegiance Bancshares
ABTX
$239K ﹤0.01%
+6,237
New +$240K
LILA icon
3163
Liberty Latin America Class A
LILA
$1.51B
$238K ﹤0.01%
17,049
+193
+1% +$2.64K
CMCO icon
3164
Columbus McKinnon
CMCO
$465M
$237K ﹤0.01%
9,331
-448
-5% -$11.6K
AXIA
3165
AXIA Energia
AXIA
$22.6B
$236K ﹤0.01%
79,345
-3,813
-5% -$13.7K
P
3166
Everpure Inc
P
$24.8B
$236K ﹤0.01%
+18,415
New +$214K
PHIIK
3167
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$236K ﹤0.01%
24,132
+9,255
+62% +$97.4K
IJT icon
3168
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.22B
$235K ﹤0.01%
3,016
+16
+0.5% +$1.23K
OEC icon
3169
Orion
OEC
$394M
$232K ﹤0.01%
11,637
+949
+9% +$18K
OEF icon
3170
iShares S&P 100 ETF
OEF
$19.8B
$230K ﹤0.01%
2,154
-463
-18% -$49.2K
NL icon
3171
NLI Holdings
NL
$284M
$229K ﹤0.01%
32,509
-889
-3% -$6.99K
WRD
3172
DELISTED
WildHorse Resource Development
WRD
$228K ﹤0.01%
+18,465
New +$221K
WACLY
3173
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
$227K ﹤0.01%
3,356
+97
+3% +$6.56K
DHIL
3174
DELISTED
Diamond Hill
DHIL
$225K ﹤0.01%
+1,127
New +$225K
MLR icon
3175
Miller Industries
MLR
$586M
$223K ﹤0.01%
+8,965
New +$226K
125 126
127
128 129

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NIPH
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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.