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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
AGEN
3326
Agenus
AGEN
$249M
$44K ﹤0.01%
+568
New +$39.9K
MN
3327
DELISTED
MANNING & NAPIER, INC.
MN
$44K ﹤0.01%
+10,035
New +$49.8K
NGD
3328
DELISTED
New Gold Inc
NGD
$41K ﹤0.01%
12,982
– –
ADVM
3329
DELISTED
Adverum Biotechnologies
ADVM
$39K ﹤0.01%
1,571
-3,751
-70% -$103K
LCTX icon
3330
Lineage Cell Therapeutics
LCTX
$257M
$37K ﹤0.01%
+13,573
New +$37.9K
NNA
3331
DELISTED
Navios Maritime Acquisition Corporation
NNA
$31K ﹤0.01%
1,385
-49,593
-97% -$1.18M
NADL
3332
DELISTED
North Atlantic Drilling Ltd
NADL
$30K ﹤0.01%
22,297
-5,261
-19% -$11.1K
SEAC
3333
DELISTED
Seachange International Inc
SEAC
$29K ﹤0.01%
536
-32
-6% -$1.62K
ADPT
3334
DELISTED
Adeptus Health Inc
ADPT
$29K ﹤0.01%
17,122
-100,505
-85% -$152K
CLDX icon
3335
Celldex Therapeutics
CLDX
$2.77B
$26K ﹤0.01%
714
-3,678
-84% -$163K
LEE icon
3336
Lee Enterprises
LEE
$166M
$23K ﹤0.01%
1,199
-83
-6% -$1.86K
TDW icon
3337
Tidewater
TDW
$3.91B
$23K ﹤0.01%
996
-31,956
-97% -$859K
ATHX
3338
DELISTED
Athersys, Inc. Common Stock
ATHX
$20K ﹤0.01%
+535
New +$19.9K
GEN
3339
DELISTED
Genesis Healthcare, Inc.
GEN
$20K ﹤0.01%
11,502
-6,953
-38% -$14.8K
ALR
3340
DELISTED
AlerisLife Inc
ALR
$16K ﹤0.01%
1,043
-337
-24% -$6.1K
SDRL
3341
DELISTED
Seadrill Limited Common Stock
SDRL
$6K ﹤0.01%
66
-1,060
-94% -$166K
AGRO icon
3342
Adecoagro
AGRO
$1.53B
– –
-735,504
Closed -$8.43M
AKO.A icon
3343
Embotelladora Andina Series A
AKO.A
– –
-25,840
Closed -$581K
ALT icon
3344
Altimmune
ALT
$539M
– –
-74
Closed -$18K
AP icon
3345
Ampco-Pittsburgh
AP
$167M
– –
-16,643
Closed -$234K
AQB icon
3346
AquaBounty Technologies
AQB
$4.68M
– –
-1,479
Closed -$328K
ARCO icon
3347
Arcos Dorados Holdings
ARCO
$1.73B
– –
-2,077,533
Closed -$16.3M
ARWR icon
3348
Arrowhead Research
ARWR
$12.1B
– –
-18,468
Closed -$34K
ASHR icon
3349
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.35B
– –
-241,600
Closed -$6.07M
ASPS icon
3350
Altisource Portfolio Solutions
ASPS
$65.4M
– –
-828
Closed -$244K
132 133
134
135 136

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MCM
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PSUF
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BAM
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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.