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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
CCO icon
3251
Clear Channel Outdoor Holdings
CCO
$1.23B
$160K ﹤0.01%
32,903
-20,291
-38% -$95.4K
JE
3252
DELISTED
Just Energy Group Inc
JE
$159K ﹤0.01%
918
+116
+14% +$21.9K
WMAR
3253
DELISTED
West Marine Inc
WMAR
$159K ﹤0.01%
+12,361
New +$124K
JONE
3254
DELISTED
Jones Energy, Inc.
JONE
$158K ﹤0.01%
4,928
+2,848
+137% +$115K
BBW icon
3255
Build-A-Bear
BBW
$423M
$155K ﹤0.01%
14,805
+1,978
+15% +$20.1K
SIGM
3256
DELISTED
Sigma Designs Inc
SIGM
$153K ﹤0.01%
26,235
+12,947
+97% +$78.4K
CRNT icon
3257
Ceragon Networks
CRNT
$194M
$149K ﹤0.01%
58,309
+10,587
+22% +$31.7K
PSIX
3258
Power Solutions International
PSIX
$691M
$145K ﹤0.01%
16,306
-1,331
-8% -$12.3K
AMRC icon
3259
Ameresco
AMRC
$1.15B
$144K ﹤0.01%
18,668
+1,286
+7% +$8.64K
ARDX icon
3260
Ardelyx
ARDX
$1.24B
$141K ﹤0.01%
27,581
+2,252
+9% +$19.1K
UCP
3261
DELISTED
UCP, Inc.
UCP
$141K ﹤0.01%
12,874
+527
+4% +$5.84K
CNCO
3262
DELISTED
Cencosud S.A.
CNCO
$141K ﹤0.01%
18,111
-277,084
-94% -$2.37M
DSX icon
3263
Diana Shipping
DSX
$280M
$140K ﹤0.01%
49,358
-2,396,468
-98% -$6.97M
TXMD icon
3264
TherapeuticsMD
TXMD
$23.8M
$136K ﹤0.01%
516
-781
-60% -$196K
ECYT
3265
DELISTED
Endocyte, Inc. Common Stock
ECYT
$136K ﹤0.01%
90,620
-71,709
-44% -$154K
KLDX
3266
DELISTED
KLONDEX MINES LTD
KLDX
$136K ﹤0.01%
+40,359
New +$139K
SCWX
3267
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
$135K ﹤0.01%
14,577
-946
-6% -$9.02K
GERN icon
3268
Geron
GERN
$911M
$133K ﹤0.01%
47,976
+17,877
+59% +$47.5K
JDD
3269
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$133K ﹤0.01%
+10,435
New +$129K
AQMS icon
3270
Aqua Metals
AQMS
$9.63M
$131K ﹤0.01%
52
-85
-62% -$240K
TEN
3271
Tsakos Energy Navigation Ltd
TEN
$1.19B
$131K ﹤0.01%
5,478
-176,299
-97% -$4.02M
MEET
3272
DELISTED
The Meet Group, Inc. Common Stock
MEET
$131K ﹤0.01%
26,011
+9,383
+56% +$48.7K
LUB
3273
DELISTED
Luby's Inc.
LUB
$126K ﹤0.01%
44,670
+14,496
+48% +$42.5K
IOVA icon
3274
Iovance Biotherapeutics
IOVA
$2.23B
$125K ﹤0.01%
17,022
+1,131
+7% +$7.19K
SEI
3275
Solaris Energy Infrastructure
SEI
$3.31B
$125K ﹤0.01%
+10,852
New +$123K
129 130
131
132 133

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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.