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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
FFA
2426
First Trust Enhanced Equity Income Fund
FFA
$447M
$1.23M ﹤0.01%
+83,880
New +$1.23M
TERP
2427
DELISTED
TerraForm Power, Inc
TERP
$1.23M ﹤0.01%
102,400
+10,678
+12% +$131K
ACLS icon
2428
Axcelis
ACLS
$4.12B
$1.23M ﹤0.01%
+58,564
New +$1.24M
MOV icon
2429
Movado Group
MOV
$812M
$1.22M ﹤0.01%
48,370
+4,582
+10% +$106K
INST
2430
DELISTED
Instructure, Inc.
INST
$1.22M ﹤0.01%
41,373
+22,794
+123% +$580K
SCHW.PRC
2431
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.22M ﹤0.01%
44,912
-5,987
-12% -$164K
MYE icon
2432
Myers Industries
MYE
$1.18B
$1.22M ﹤0.01%
67,831
-459
-0.7% -$7.88K
CSTM icon
2433
Constellium
CSTM
$3.96B
$1.21M ﹤0.01%
175,875
-85
-0% -$554
SSP icon
2434
E.W. Scripps
SSP
$274M
$1.21M ﹤0.01%
68,174
-13,726
-17% -$268K
SCLN
2435
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$1.21M ﹤0.01%
110,239
+11,355
+11% +$114K
IRWD icon
2436
Ironwood Pharmaceuticals
IRWD
$611M
$1.21M ﹤0.01%
76,560
-19,787
-21% -$288K
BRFS
2437
DELISTED
BRF SA
BRFS
$1.21M ﹤0.01%
102,244
-185,801
-65% -$2.38M
ALTO icon
2438
Alto Ingredients
ALTO
$360M
$1.2M ﹤0.01%
192,607
-26,439
-12% -$172K
HAPN
2439
Happen Inc
HAPN
$2.08B
$1.2M ﹤0.01%
43,716
+7,568
+21% +$215K
EGL
2440
DELISTED
Engility Holdings, Inc.
EGL
$1.2M ﹤0.01%
42,390
-8,354
-16% -$233K
FCBC icon
2441
First Community Bankshares
FCBC
$915M
$1.2M ﹤0.01%
43,919
-3,958
-8% -$103K
STRP
2442
DELISTED
Straight Path Communications Inc.
STRP
$1.2M ﹤0.01%
6,681
-1,026
-13% -$156K
AJRD
2443
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.2M ﹤0.01%
57,667
+5,098
+10% +$109K
IRTC icon
2444
iRhythm Holdings
IRTC
$3.59B
$1.2M ﹤0.01%
+28,133
New +$1.02M
LMOS
2445
DELISTED
Lumos Networks Corp
LMOS
$1.2M ﹤0.01%
66,845
+9,119
+16% +$163K
HIVE
2446
DELISTED
Aerohive Networks
HIVE
$1.19M ﹤0.01%
238,009
+128,572
+117% +$574K
SOHU
2447
Sohu.com
SOHU
$336M
$1.19M ﹤0.01%
26,394
-39,980
-60% -$1.71M
REI icon
2448
Ring Energy
REI
$322M
$1.19M ﹤0.01%
91,374
-1,066
-1% -$13.3K
SFL icon
2449
SFL Corp
SFL
$1.59B
$1.19M ﹤0.01%
87,255
+6,985
+9% +$95.3K
MX
2450
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.19M ﹤0.01%
136,205
-6,386
-4% -$55.6K
96 97
98
99 100

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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.