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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
HNRG icon
3276
Hallador Energy
HNRG
$718M
$123K ﹤0.01%
15,888
-1,427
-8% -$10.7K
CLSD
3277
DELISTED
Clearside Biomedical
CLSD
$122K ﹤0.01%
+895
New +$107K
SMS
3278
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$122K ﹤0.01%
10,525
-11,328
-52% -$131K
ONDK
3279
DELISTED
On Deck Capital, Inc.
ONDK
$121K ﹤0.01%
25,952
-23,213
-47% -$98.8K
ERII icon
3280
Energy Recovery
ERII
$434M
$117K ﹤0.01%
+14,146
New +$113K
DHT icon
3281
DHT Holdings
DHT
$2.97B
$113K ﹤0.01%
27,250
-216,713
-89% -$944K
IGA
3282
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
$113K ﹤0.01%
+10,426
New +$111K
INB
3283
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$111K ﹤0.01%
+11,631
New +$109K
VIVS
3284
VivoSim Labs
VIVS
$1.46M
$108K ﹤0.01%
172
-5
-3% -$3.36K
QMCO icon
3285
Quantum Corp
QMCO
$437M
$107K ﹤0.01%
684
+556
+434% +$86.4K
AXIA.PR
3286
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$105K ﹤0.01%
21,181
-1,417
-6% -$8.22K
MCHX icon
3287
Marchex
MCHX
$79.7M
$104K ﹤0.01%
34,834
+5,574
+19% +$15.8K
AMBR
3288
DELISTED
Amber Road Inc
AMBR
$98K ﹤0.01%
11,380
+193
+2% +$1.5K
ANW
3289
DELISTED
Aegean Marine Petroleum Network
ANW
$98K ﹤0.01%
16,836
-402,885
-96% -$3.53M
ROSE
3290
DELISTED
Rosehill Resources Inc. Class A
ROSE
$96K ﹤0.01%
+11,564
New +$103K
I
3291
DELISTED
INTELSAT S. A.
I
$95K ﹤0.01%
30,951
-2,928
-9% -$9.76K
CTLP
3292
DELISTED
Cantaloupe
CTLP
$94K ﹤0.01%
18,104
+3,036
+20% +$14.8K
LAB icon
3293
Standard BioTools
LAB
$326M
$91K ﹤0.01%
+22,457
New +$106K
APVO icon
3294
Aptevo Therapeutics
APVO
$5.47M
– –
0
– –
CDTX
3295
DELISTED
Cidara Therapeutics
CDTX
$90K ﹤0.01%
+602
New +$83.2K
CIA icon
3296
Citizens
CIA
$245M
$89K ﹤0.01%
12,117
+397
+3% +$2.62K
NRO
3297
Neuberger Real Estate Securities Income Fund Inc
NRO
$194M
$89K ﹤0.01%
+17,275
New +$88.2K
ACTG icon
3298
Acacia Research
ACTG
$450M
$87K ﹤0.01%
21,183
-445,241
-95% -$2.07M
CERS icon
3299
Cerus
CERS
$587M
$85K ﹤0.01%
33,775
+1,646
+5% +$5.27K
CMBT
3300
CMB.TECH NV
CMBT
$4.57B
$85K ﹤0.01%
10,724
-17,541
-62% -$135K
130 131
132
133 134

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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.