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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
SCI icon
951
Service Corp International
SCI
$11.4B
$10.5M 0.01%
313,981
+90,403
+40% +$2.88M
EE
952
DELISTED
El Paso Electric Company
EE
$10.5M 0.01%
202,996
+13,935
+7% +$728K
TLK icon
953
Telkom Indonesia
TLK
$14.2B
$10.5M 0.01%
311,316
+4,333
+1% +$141K
CPRT icon
954
Copart
CPRT
$25.9B
$10.5M 0.01%
1,318,028
-383,980
-23% -$2.94M
FLG
955
Flagstar Bank National Association
FLG
$5.77B
$10.5M 0.01%
265,462
+22,025
+9% +$876K
CPT icon
956
Camden Property Trust
CPT
$11.3B
$10.4M 0.01%
122,052
+17,737
+17% +$1.49M
MTG icon
957
MGIC Investment
MTG
$6.27B
$10.4M 0.01%
929,924
+27,483
+3% +$296K
HOUS
958
DELISTED
Anywhere Real Estate
HOUS
$10.4M 0.01%
320,807
-62,012
-16% -$1.88M
ORI icon
959
Old Republic International
ORI
$10.3B
$10.4M 0.01%
532,454
+22,167
+4% +$442K
DOOR
960
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$10.4M 0.01%
137,678
+19,342
+16% +$1.49M
CDP icon
961
COPT Defense Properties
CDP
$4.31B
$10.4M 0.01%
296,533
-40,471
-12% -$1.38M
NXST icon
962
Nexstar Media Group
NXST
$5.6B
$10.4M 0.01%
173,605
+6,109
+4% +$382K
AIF
963
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$10.3M 0.01%
+636,131
New +$10.5M
TCF
964
DELISTED
TCF Financial Corporation Common Stock
TCF
$10.3M 0.01%
213,500
-18,392
-8% -$879K
CMC icon
965
Commercial Metals
CMC
$7.63B
$10.3M 0.01%
531,793
-298,470
-36% -$5.53M
MASI
966
DELISTED
Masimo
MASI
$10.3M 0.01%
113,196
-24,307
-18% -$2.23M
WWW icon
967
Wolverine World Wide
WWW
$1.54B
$10.3M 0.01%
367,100
-13,583
-4% -$343K
RYAAY icon
968
Ryanair
RYAAY
$29.5B
$10.3M 0.01%
238,713
+7,188
+3% +$285K
SBS icon
969
Sabesp
SBS
$19.7B
$10.2M 0.01%
5,539,776
-3,948,927
-42% -$7.29M
PNRA
970
DELISTED
Panera Bread Co
PNRA
$10.2M 0.01%
32,508
-48,873
-60% -$15.3M
SITC icon
971
SITE Centers
SITC
$230M
$10.2M 0.01%
874,676
+587,070
+204% +$7.66M
CRL icon
972
Charles River Laboratories
CRL
$10.9B
$10.2M 0.01%
101,048
+2,090
+2% +$192K
USFD icon
973
US Foods
USFD
$21.4B
$10.2M 0.01%
375,352
+176,705
+89% +$5.03M
VAC icon
974
Marriott Vacations Worldwide
VAC
$3.24B
$10.2M 0.01%
86,505
-25,594
-23% -$2.89M
DST
975
DELISTED
DST Systems Inc.
DST
$10.2M 0.01%
164,611
+23,431
+17% +$1.43M
37 38
39
40 41

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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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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.