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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
USCR
1276
DELISTED
U S Concrete, Inc.
USCR
$6.49M 0.01%
82,602
+34,950
+73% +$2.38M
GVA icon
1277
Granite Construction
GVA
$5.45B
$6.48M 0.01%
134,375
+26,654
+25% +$1.33M
SEO
1278
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$6.48M 0.01%
498,623
+66,809
+15% +$869K
WST icon
1279
West Pharmaceutical
WST
$23.1B
$6.46M 0.01%
68,364
+12,709
+23% +$1.17M
INN
1280
Summit Hotel Properties
INN
$761M
$6.46M 0.01%
346,457
+63,638
+23% +$1.11M
TRMK icon
1281
Trustmark
TRMK
$2.73B
$6.44M 0.01%
200,133
-59,033
-23% -$1.89M
TREE icon
1282
LendingTree
TREE
$544M
$6.43M 0.01%
37,367
+18,596
+99% +$2.8M
AN icon
1283
AutoNation
AN
$6.97B
$6.43M 0.01%
152,466
+30,180
+25% +$1.23M
CVA
1284
DELISTED
Covanta Holding Corporation
CVA
$6.43M 0.01%
486,970
-87,479
-15% -$1.27M
KPN
1285
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$6.42M 0.01%
1,982,972
+410,231
+26% +$1.33M
BID
1286
DELISTED
Sotheby's
BID
$6.37M 0.01%
118,626
-1,104
-0.9% -$55K
CNK icon
1287
Cinemark Holdings
CNK
$3.82B
$6.36M 0.01%
163,754
-117,146
-42% -$4.85M
BLMN icon
1288
Bloomin' Brands
BLMN
$680M
$6.36M 0.01%
299,422
-18,268
-6% -$377K
TIVO
1289
DELISTED
Tivo Inc
TIVO
$6.36M 0.01%
340,870
+44,263
+15% +$806K
EPC icon
1290
Edgewell Personal Care
EPC
$1.27B
$6.35M 0.01%
83,585
-12,527
-13% -$921K
LPT
1291
DELISTED
Liberty Property Trust
LPT
$6.35M 0.01%
155,935
-2,571
-2% -$106K
PTC icon
1292
PTC
PTC
$13.7B
$6.32M 0.01%
114,678
-17,098
-13% -$942K
HTZ
1293
DELISTED
Hertz Global Holdings, Inc.
HTZ
$6.3M 0.01%
630,562
+297,066
+89% +$3.19M
HRG
1294
DELISTED
HRG Group, Inc.
HRG
$6.3M 0.01%
355,579
+53,184
+18% +$999K
SVU
1295
DELISTED
SUPERVALU Inc.
SVU
$6.28M 0.01%
272,766
+52,238
+24% +$1.39M
CRUS icon
1296
Cirrus Logic
CRUS
$6.74B
$6.28M 0.01%
100,131
+13,216
+15% +$855K
NKTR icon
1297
Nektar Therapeutics
NKTR
$2.39B
$6.28M 0.01%
21,414
+4,804
+29% +$1.39M
AMED
1298
DELISTED
Amedisys
AMED
$6.28M 0.01%
99,965
+26,538
+36% +$1.55M
COHR icon
1299
Coherent
COHR
$55.2B
$6.28M 0.01%
182,955
+7,409
+4% +$240K
WNC icon
1300
Wabash National
WNC
$543M
$6.28M 0.01%
285,482
+10,485
+4% +$221K
50 51
52
53 54

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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.