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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
FBP icon
1251
First Bancorp
FBP
$4.4B
$6.75M 0.01%
1,166,131
+106,702
+10% +$598K
MDRX
1252
DELISTED
Veradigm Inc. Common Stock
MDRX
$6.74M 0.01%
528,232
+169,588
+47% +$2.06M
ELS icon
1253
Equity Lifestyle Properties
ELS
$12.8B
$6.74M 0.01%
156,008
+2,860
+2% +$119K
UPBD icon
1254
Upbound Group
UPBD
$1.19B
$6.72M 0.01%
573,739
+121,970
+27% +$1.38M
AABA
1255
DELISTED
Altaba Inc
AABA
$6.72M 0.01%
+123,310
New +$6.71M
IWR icon
1256
iShares Russell Mid-Cap ETF
IWR
$56.8B
$6.72M 0.01%
139,860
-5,000
-3% -$237K
PINC
1257
DELISTED
Premier
PINC
$6.71M 0.01%
186,512
-29,651
-14% -$1.01M
NEU icon
1258
NewMarket
NEU
$7.17B
$6.71M 0.01%
14,562
-1,320
-8% -$609K
GHC icon
1259
Graham Holdings Company
GHC
$4.97B
$6.71M 0.01%
11,182
-1,851
-14% -$1.11M
WKC icon
1260
World Kinect Corp
WKC
$1.96B
$6.7M 0.01%
174,267
+18,517
+12% +$677K
VSM
1261
DELISTED
Versum Materials, Inc.
VSM
$6.69M 0.01%
205,876
-5,309
-3% -$166K
HAIN icon
1262
Hain Celestial
HAIN
$47.8M
$6.62M 0.01%
170,442
-14,634
-8% -$529K
TI
1263
DELISTED
Telecom Italia
TI
$6.61M 0.01%
707,300
+108,201
+18% +$1M
BRSL
1264
Brightstar Lottery PLC
BRSL
$1.91B
$6.61M 0.01%
361,099
-57,389
-14% -$1.17M
POT
1265
DELISTED
Potash Corp Of Saskatchewan
POT
$6.6M 0.01%
404,675
+1,009
+0.2% +$16.7K
STL
1266
DELISTED
Sterling Bancorp
STL
$6.59M 0.01%
283,649
+58,958
+26% +$1.35M
ICL icon
1267
ICL Group
ICL
$6.81B
$6.59M 0.01%
1,393,945
+164,147
+13% +$707K
CAKE icon
1268
Cheesecake Factory
CAKE
$4.21B
$6.58M 0.01%
130,818
-21,444
-14% -$1.27M
SXT icon
1269
Sensient Technologies
SXT
$5.4B
$6.56M 0.01%
81,460
-29,330
-26% -$2.37M
ZNGA
1270
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$6.55M 0.01%
1,799,684
+445,437
+33% +$1.46M
GBX icon
1271
The Greenbrier Companies
GBX
$1.61B
$6.54M 0.01%
141,489
+19,297
+16% +$880K
HLT icon
1272
Hilton Worldwide
HLT
$74B
$6.54M 0.01%
105,753
+2,363
+2% +$147K
ETJ
1273
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$6.54M 0.01%
+697,754
New +$6.48M
ARGO
1274
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$6.52M 0.01%
123,787
-19,248
-13% -$1.06M
DNKN
1275
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$6.51M 0.01%
118,184
-28,124
-19% -$1.57M
49 50
51
52 53

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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.