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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
XLF icon
2376
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$1.38M ﹤0.01%
55,750
+4,301
+8% +$102K
OMER icon
2377
Omeros
OMER
$709M
$1.37M ﹤0.01%
68,905
+42,054
+157% +$734K
TRIB
2378
Trinity Biotech
TRIB
$5.7M
$1.37M ﹤0.01%
1,524
+1
+0.1% +$850
RGS icon
2379
Regis Corp
RGS
$69.9M
$1.37M ﹤0.01%
6,664
-654
-9% -$134K
HNP
2380
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.37M ﹤0.01%
49,195
-6,478
-12% -$186K
BVN icon
2381
Compañía de Minas Buenaventura
BVN
$7.85B
$1.36M ﹤0.01%
118,064
-1,544,396
-93% -$18.6M
TRQ
2382
DELISTED
Turquoise Hill Resources Ltd
TRQ
$1.35M ﹤0.01%
51,115
-13,968
-21% -$378K
CATO icon
2383
Cato Corp
CATO
$65.9M
$1.35M ﹤0.01%
76,943
+8,209
+12% +$168K
PAHC icon
2384
Phibro Animal Health
PAHC
$1.38B
$1.35M ﹤0.01%
36,316
+15,804
+77% +$516K
MSGN
2385
DELISTED
MSG Networks Inc.
MSGN
$1.34M ﹤0.01%
59,690
+4,125
+7% +$94.4K
SGYP
2386
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$1.34M ﹤0.01%
300,781
+51,505
+21% +$212K
CLDT
2387
Chatham Lodging
CLDT
$630M
$1.34M ﹤0.01%
66,572
+19,111
+40% +$376K
USMV icon
2388
iShares MSCI USA Min Vol Factor ETF
USMV
$23.2B
$1.34M ﹤0.01%
27,304
+21,620
+380% +$1.05M
LTXB
2389
DELISTED
LegacyTexas Financial Group Inc
LTXB
$1.34M ﹤0.01%
35,035
+5,961
+21% +$222K
CVGW
2390
DELISTED
Calavo Growers
CVGW
$1.33M ﹤0.01%
19,321
+5,767
+43% +$388K
CLD
2391
DELISTED
Cloud Peak Energy Inc
CLD
$1.33M ﹤0.01%
376,732
+113,325
+43% +$414K
FARO
2392
DELISTED
Faro Technologies
FARO
$1.33M ﹤0.01%
35,117
+5,882
+20% +$209K
DRUA
2393
DELISTED
Dominion Energy, Inc 2016 Series A 5.25% Enhanced Junior Subordinated Notes due 2076
DRUA
$1.33M ﹤0.01%
52,708
-7,084
-12% -$176K
FSS icon
2394
Federal Signal
FSS
$7.25B
$1.33M ﹤0.01%
76,358
+20,527
+37% +$322K
KOP icon
2395
Koppers
KOP
$966M
$1.33M ﹤0.01%
36,684
-1,939
-5% -$74.7K
MTW icon
2396
Manitowoc
MTW
$516M
$1.32M ﹤0.01%
54,909
-1,476
-3% -$34.5K
BEL
2397
DELISTED
Belmond Ltd.
BEL
$1.31M ﹤0.01%
98,869
+2,419
+3% +$30.3K
PFC
2398
DELISTED
Premier Financial Corp. Common Stock
PFC
$1.31M ﹤0.01%
49,838
+25,264
+103% +$671K
NXDT
2399
NexPoint Diversified Real Estate Trust
NXDT
$281M
$1.31M ﹤0.01%
+60,227
New +$1.34M
TVRD
2400
Tvardi Therapeutics
TVRD
$23.5M
$1.31M ﹤0.01%
2,366
-383
-14% -$243K
94 95
96
97 98

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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.