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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
INSW icon
2401
International Seaways
INSW
$4.57B
$1.31M ﹤0.01%
60,474
+27,693
+84% +$552K
ABAX
2402
DELISTED
Abaxis Inc
ABAX
$1.31M ﹤0.01%
24,706
+744
+3% +$36.6K
JUNO
2403
DELISTED
Juno Therapeutics, Inc.
JUNO
$1.31M ﹤0.01%
43,749
+3,923
+10% +$96.8K
NX icon
2404
Quanex
NX
$854M
$1.3M ﹤0.01%
61,600
+558
+0.9% +$11.3K
USCI icon
2405
US Commodity Index
USCI
$372M
$1.3M ﹤0.01%
33,841
-92,136
-73% -$3.54M
BL icon
2406
BlackLine
BL
$1.69B
$1.3M ﹤0.01%
+36,359
New +$1.2M
PNC.PRP
2407
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.3M ﹤0.01%
43,878
-5,872
-12% -$173K
WMGI
2408
DELISTED
Wright Medical Group Inc
WMGI
$1.3M ﹤0.01%
47,179
+3,817
+9% +$108K
AMSF icon
2409
AMERISAFE
AMSF
$569M
$1.29M ﹤0.01%
22,630
-435
-2% -$24.8K
CMRX
2410
DELISTED
Chimerix, Inc.
CMRX
$1.29M ﹤0.01%
236,350
-46,598
-16% -$245K
MNTA
2411
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$1.28M ﹤0.01%
75,766
+10,757
+17% +$164K
PATK icon
2412
Patrick Industries
PATK
$2.8B
$1.28M ﹤0.01%
39,499
-5,591
-12% -$174K
CTWS
2413
DELISTED
Connecticut Water Service Inc
CTWS
$1.28M ﹤0.01%
23,027
-81,780
-78% -$4.49M
TI.A
2414
DELISTED
Telecom Italia 10 Svg
TI.A
$1.28M ﹤0.01%
172,336
+4,646
+3% +$34.9K
GDO
2415
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$1.28M ﹤0.01%
+71,661
New +$1.27M
SRI icon
2416
Stoneridge
SRI
$209M
$1.28M ﹤0.01%
82,823
+12,076
+17% +$202K
FRED
2417
DELISTED
Fred's Inc
FRED
$1.27M ﹤0.01%
137,759
-1,293
-0.9% -$17.2K
FTD
2418
DELISTED
FTD Companies, Inc. Common Stock
FTD
$1.26M ﹤0.01%
62,989
+3,738
+6% +$72K
EGOV
2419
DELISTED
NIC Inc
EGOV
$1.26M ﹤0.01%
66,329
+6,312
+11% +$129K
CCC
2420
DELISTED
Calgon Carbon Corp
CCC
$1.25M ﹤0.01%
82,782
-266,495
-76% -$3.8M
CNS icon
2421
Cohen & Steers
CNS
$4.18B
$1.25M ﹤0.01%
30,766
+1,661
+6% +$66.2K
ASC icon
2422
Ardmore Shipping
ASC
$678M
$1.24M ﹤0.01%
152,678
-17,779
-10% -$137K
BUFF
2423
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$1.24M ﹤0.01%
54,388
-43,955
-45% -$1.04M
DMB
2424
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
$1.24M ﹤0.01%
+94,346
New +$1.23M
WSBF icon
2425
Waterstone Financial
WSBF
$362M
$1.23M ﹤0.01%
65,297
-55,849
-46% -$1.05M
95 96
97
98 99

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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.