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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
MGNX icon
3201
MacroGenics
MGNX
$235M
$203K ﹤0.01%
+11,578
New +$221K
OSB
3202
DELISTED
Norbord Inc.
OSB
$203K ﹤0.01%
+6,510
New +$193K
AXS.PRD.CL
3203
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$203K ﹤0.01%
7,984
-1,060
-12% -$26.9K
LXFR icon
3204
Luxfer Holdings
LXFR
$460M
$202K ﹤0.01%
15,783
+1,456
+10% +$17.6K
OPY icon
3205
Oppenheimer Holdings
OPY
$1.17B
$201K ﹤0.01%
+12,273
New +$202K
TAC icon
3206
TransAlta
TAC
$4.34B
$201K ﹤0.01%
31,356
+502
+2% +$2.79K
SFE
3207
DELISTED
Safeguard Scientifics, Inc.
SFE
$201K ﹤0.01%
16,916
+297
+2% +$3.5K
GBL
3208
DELISTED
GAMCO Investors, Inc.
GBL
$201K ﹤0.01%
+6,778
New +$198K
ATE
3209
DELISTED
Advantest Corp
ATE
$200K ﹤0.01%
11,638
-861
-7% -$14.8K
MITK icon
3210
Mitek Systems
MITK
$762M
$198K ﹤0.01%
+23,619
New +$193K
PZN
3211
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$198K ﹤0.01%
19,491
-286
-1% -$2.73K
IBRX icon
3212
ImmunityBio
IBRX
$7.44B
$197K ﹤0.01%
+25,954
New +$112K
SIEN
3213
DELISTED
Sientra, Inc.
SIEN
$196K ﹤0.01%
2,018
+377
+23% +$30.8K
FCSC
3214
DELISTED
Fibrocell Science Inc.
FCSC
$194K ﹤0.01%
9,652
+7,000
+264% +$86.4K
AMPY icon
3215
Amplify Energy
AMPY
$163M
$193K ﹤0.01%
+15,207
New +$256K
OOMA icon
3216
Ooma
OOMA
$550M
$193K ﹤0.01%
24,082
+11,676
+94% +$119K
BBBY
3217
Bed Bath & Beyond
BBBY
$473M
$192K ﹤0.01%
+15,704
New +$189K
IIP
3218
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$191K ﹤0.01%
+52,014
New +$191K
BCOV
3219
DELISTED
Brightcove, Inc.
BCOV
$189K ﹤0.01%
30,532
+12,713
+71% +$88.8K
VPG icon
3220
Vishay Precision Group
VPG
$1.39B
$187K ﹤0.01%
+10,818
New +$185K
AXAS
3221
DELISTED
Abraxas Petroleum Corp
AXAS
$187K ﹤0.01%
5,774
-5,540
-49% -$208K
CLNE icon
3222
Clean Energy Fuels
CLNE
$447M
$186K ﹤0.01%
73,224
+42,857
+141% +$106K
RMT
3223
Royce Micro-Cap Trust
RMT
$736M
$184K ﹤0.01%
+21,303
New +$183K
EHIC
3224
DELISTED
eHi Car Services Limited
EHIC
$184K ﹤0.01%
+18,477
New +$185K
BETR
3225
DELISTED
Amplify Snack Brands, Inc.
BETR
$184K ﹤0.01%
19,069
+7,422
+64% +$66K
127 128
129
130 131

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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.