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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
XLI icon
2301
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$1.57M ﹤0.01%
22,986
+1,940
+9% +$129K
STOR
2302
DELISTED
STORE Capital Corporation
STOR
$1.57M ﹤0.01%
69,770
+22,920
+49% +$507K
SRCE icon
2303
1st Source
SRCE
$2.07B
$1.56M ﹤0.01%
32,593
-2,293
-7% -$108K
SFBS
2304
ServisFirst Bancshares
SFBS
$4.79B
$1.55M ﹤0.01%
42,111
-5,959
-12% -$217K
STNG icon
2305
Scorpio Tankers
STNG
$3.96B
$1.55M ﹤0.01%
39,067
-13,362
-25% -$540K
OEF icon
2306
CALL
iShares S&P 100 ETF
OEF
$19.8B
$1.55M ﹤0.01%
3,300
-8,616
-72% -$916K
AXTA icon
2307
Axalta
AXTA
$7.01B
$1.55M ﹤0.01%
48,255
-86,496
-64% -$2.76M
THD icon
2308
iShares MSCI Thailand ETF
THD
$361M
$1.54M ﹤0.01%
19,729
-1,134
-5% -$88.6K
RVT icon
2309
Royce Value Trust
RVT
$2.21B
$1.53M ﹤0.01%
+105,179
New +$1.52M
GKOS icon
2310
Glaukos
GKOS
$9.02B
$1.53M ﹤0.01%
36,926
-24,635
-40% -$1.06M
NXTM
2311
DELISTED
NxStage Medical Inc.
NXTM
$1.53M ﹤0.01%
61,042
+15,326
+34% +$379K
ALG icon
2312
Alamo Group
ALG
$2.01B
$1.53M ﹤0.01%
16,838
+7,707
+84% +$642K
MEOH icon
2313
Methanex
MEOH
$4.32B
$1.53M ﹤0.01%
34,721
-6,590
-16% -$288K
BRS
2314
DELISTED
Bristow Group, Inc.
BRS
$1.53M ﹤0.01%
199,867
-14,044
-7% -$155K
LGF.A
2315
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$1.52M ﹤0.01%
53,998
+16,424
+44% +$432K
KRNT icon
2316
Kornit Digital
KRNT
$706M
$1.52M ﹤0.01%
78,481
+38,703
+97% +$749K
AWF
2317
AllianceBernstein Global High Income Fund
AWF
$867M
$1.52M ﹤0.01%
+117,245
New +$1.5M
EPM icon
2318
Evolution Petroleum
EPM
$137M
$1.51M ﹤0.01%
187,090
-39,309
-17% -$307K
CTS icon
2319
CTS Corp
CTS
$1.72B
$1.51M ﹤0.01%
70,042
+14,175
+25% +$300K
WASH icon
2320
Washington Trust Bancorp
WASH
$732M
$1.5M ﹤0.01%
29,146
+12,287
+73% +$612K
BH icon
2321
Biglari Holdings Class B
BH
$1.2B
$1.5M ﹤0.01%
5,630
+2,066
+58% +$566K
UI icon
2322
Ubiquiti
UI
$31.8B
$1.5M ﹤0.01%
28,816
-7,117
-20% -$352K
RGEN icon
2323
Repligen
RGEN
$7.44B
$1.5M ﹤0.01%
36,136
+449
+1% +$17.1K
IWO icon
2324
iShares Russell 2000 Growth ETF
IWO
$14.5B
$1.49M ﹤0.01%
8,855
-40
-0.4% -$6.58K
NZF icon
2325
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$1.49M ﹤0.01%
+100,104
New +$1.48M
91 92
93
94 95

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.