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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
MNR
2176
DELISTED
Monmouth Real Estate Investment Corp
MNR
$1.9M ﹤0.01%
126,477
-4,379
-3% -$64.7K
SEB icon
2177
Seaboard Corp
SEB
$4.52B
$1.9M ﹤0.01%
476
+20
+4% +$80.4K
ADMS
2178
DELISTED
Adamas Pharmaceuticals
ADMS
$1.9M ﹤0.01%
108,709
-3,079
-3% -$50.9K
HDSN
2179
Hudson Technologies
HDSN
$267M
$1.9M ﹤0.01%
224,837
+54,682
+32% +$418K
PBR.A icon
2180
Petrobras Class A
PBR.A
$107B
$1.9M ﹤0.01%
254,681
-396,342
-61% -$3.35M
CBF
2181
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$1.9M ﹤0.01%
49,827
-1,880
-4% -$74.3K
BUSE icon
2182
First Busey Corp
BUSE
$2.52B
$1.9M ﹤0.01%
64,651
-10,179
-14% -$299K
RMAX icon
2183
RE/MAX Holdings
RMAX
$200M
$1.9M ﹤0.01%
33,828
+6,042
+22% +$340K
ESV
2184
DELISTED
Ensco Rowan plc
ESV
$1.89M ﹤0.01%
91,704
-169,872
-65% -$4.88M
MCRN
2185
DELISTED
Milacron Holdings Corp.
MCRN
$1.89M ﹤0.01%
107,432
+29,858
+38% +$535K
ORA icon
2186
Ormat Technologies
ORA
$6.11B
$1.89M ﹤0.01%
32,192
+471
+1% +$27.6K
YELL
2187
DELISTED
Yellow Corporation Common Stock
YELL
$1.88M ﹤0.01%
169,442
+81,570
+93% +$812K
MYRG icon
2188
MYR Group
MYRG
$5.9B
$1.88M ﹤0.01%
60,438
+8,942
+17% +$307K
KOS icon
2189
Kosmos Energy
KOS
$1.56B
$1.87M ﹤0.01%
292,279
-24,745
-8% -$157K
EXTR icon
2190
Extreme Networks
EXTR
$3.86B
$1.87M ﹤0.01%
202,928
+15,400
+8% +$136K
IQI icon
2191
Invesco Quality Municipal Securities
IQI
$526M
$1.87M ﹤0.01%
+146,654
New +$1.84M
GPRE icon
2192
Green Plains
GPRE
$1.19B
$1.87M ﹤0.01%
90,849
-17,361
-16% -$396K
RES icon
2193
RPC Inc
RES
$1.24B
$1.86M ﹤0.01%
92,240
-8,943
-9% -$170K
MC icon
2194
Moelis & Co
MC
$4.98B
$1.86M ﹤0.01%
47,890
+23,384
+95% +$871K
FRP
2195
DELISTED
Fairpoint Communications, Inc.
FRP
$1.86M ﹤0.01%
118,926
-35,997
-23% -$565K
TTI icon
2196
TETRA Technologies
TTI
$1.23B
$1.86M ﹤0.01%
665,920
+60,411
+10% +$201K
ISCA
2197
DELISTED
International Speedway Corp
ISCA
$1.86M ﹤0.01%
49,457
-3,799
-7% -$139K
MHI
2198
DELISTED
Pioneer Municipal High Income Fund
MHI
$1.85M ﹤0.01%
+153,030
New +$1.82M
PLOW icon
2199
Douglas Dynamics
PLOW
$1.07B
$1.85M ﹤0.01%
56,251
+4,821
+9% +$149K
STE icon
2200
Steris
STE
$20.9B
$1.85M ﹤0.01%
22,685
-828
-4% -$62.9K
86 87
88
89 90

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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.