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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
RSYS
3301
DELISTED
Radisys Corp
RSYS
$85K ﹤0.01%
22,712
+8,143
+56% +$31.8K
PMTS icon
3302
CPI Card Group
PMTS
$224M
$83K ﹤0.01%
5,832
+3,429
+143% +$48.9K
GNE icon
3303
Genie Energy
GNE
$378M
$82K ﹤0.01%
10,762
+182
+2% +$1.39K
RIGL icon
3304
Rigel Pharmaceuticals
RIGL
$680M
$81K ﹤0.01%
2,973
-109
-4% -$2.98K
VRS
3305
DELISTED
Verso Corporation
VRS
$75K ﹤0.01%
+15,970
New +$75.8K
NMRX
3306
DELISTED
Numerex Corp
NMRX
$74K ﹤0.01%
+14,954
New +$66.6K
LPCN icon
3307
Lipocine
LPCN
$17.1M
$73K ﹤0.01%
1,075
-2,380
-69% -$155K
SNAK
3308
DELISTED
Inventure Foods, Inc.
SNAK
$73K ﹤0.01%
+17,026
New +$69.8K
XCO
3309
DELISTED
Exco Resources
XCO
$71K ﹤0.01%
26,791
-123
-0.5% -$728
EVC icon
3310
Entravision Communication
EVC
$983M
$68K ﹤0.01%
+10,264
New +$62.2K
PLPM
3311
DELISTED
Planet Payment, Inc
PLPM
$68K ﹤0.01%
+20,656
New +$78.2K
LRMR icon
3312
Larimar Therapeutics
LRMR
$416M
$67K ﹤0.01%
1,582
-821
-34% -$42K
TRVN
3313
DELISTED
Trevena, Inc.
TRVN
$66K ﹤0.01%
+46
New +$84.6K
GSAT icon
3314
Globalstar
GSAT
$10.2B
$64K ﹤0.01%
2,005
+1,061
+112% +$32K
BTE icon
3315
Baytex Energy
BTE
$3.08B
$61K ﹤0.01%
25,171
+1,898
+8% +$5.66K
ICD
3316
DELISTED
Independence Contract Drilling, Inc.
ICD
$61K ﹤0.01%
+790
New +$68.9K
LTS
3317
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$60K ﹤0.01%
24,586
+3,378
+16% +$8.17K
RLGT icon
3318
Radiant Logistics
RLGT
$416M
$56K ﹤0.01%
10,345
-245
-2% -$1.41K
WKHS icon
3319
Workhorse Group
WKHS
$29.5M
$56K ﹤0.01%
5
+1
+25% +$9.36K
AGRX
3320
DELISTED
Agile Therapeutics
AGRX
$55K ﹤0.01%
7
-3
-30% -$20.8K
RCKT icon
3321
Rocket Pharmaceuticals
RCKT
$348M
$54K ﹤0.01%
7,045
-107
-1% -$798
EGIO
3322
DELISTED
Edgio, Inc. Common Stock
EGIO
$54K ﹤0.01%
466
+152
+48% +$17.7K
UTI icon
3323
Universal Technical Institute
UTI
$2.08B
$49K ﹤0.01%
13,865
-692
-5% -$2.5K
FUEL
3324
DELISTED
Rocket Fuel Inc.
FUEL
$47K ﹤0.01%
17,128
+6,953
+68% +$26K
WAC
3325
DELISTED
Walter Investment Mgt Corp
WAC
$45K ﹤0.01%
47,664
-23,800
-33% -$27.4K
131 132
133
134 135

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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.