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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
TROX icon
1301
Tronox
TROX
$995M
$6.27M 0.01%
414,734
-88,362
-18% -$1.42M
HRI icon
1302
Herc Holdings
HRI
$5.43B
$6.25M 0.01%
159,045
-28,522
-15% -$1.19M
SRC
1303
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$6.25M 0.01%
188,080
+104,063
+124% +$3.9M
LSXMA
1304
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.24M 0.01%
205,770
-12,068
-6% -$344K
SIR
1305
DELISTED
SELECT INCOME REIT
SIR
$6.24M 0.01%
590,494
+149,362
+34% +$1.63M
TDK
1306
DELISTED
TDK CORP AMER DEP SH
TDK
$6.22M 0.01%
94,287
+8,778
+10% +$580K
CPL
1307
DELISTED
CPFL Energia S.A.
CPL
$6.21M 0.01%
389,621
-229,804
-37% -$3.72M
TRU icon
1308
TransUnion
TRU
$14.8B
$6.2M 0.01%
143,141
+5,248
+4% +$217K
VRE
1309
DELISTED
Veris Residential
VRE
$6.2M 0.01%
228,334
-21,388
-9% -$587K
MDR
1310
DELISTED
McDermott International
MDR
$6.17M 0.01%
287,043
-70
-0% -$1.37K
ABMD
1311
DELISTED
Abiomed Inc
ABMD
$6.17M 0.01%
43,080
+79
+0.2% +$10.6K
ELLI
1312
DELISTED
Ellie Mae Inc
ELLI
$6.16M 0.01%
56,085
+8,567
+18% +$927K
PPC icon
1313
Pilgrim's Pride
PPC
$6.82B
$6.16M 0.01%
280,960
+18,002
+7% +$428K
ATW
1314
DELISTED
Atwood Oceanics
ATW
$6.16M 0.01%
755,352
+35,102
+5% +$302K
SAIA icon
1315
Saia
SAIA
$11.3B
$6.15M 0.01%
119,866
+28,966
+32% +$1.34M
CONE
1316
DELISTED
CyrusOne Inc Common Stock
CONE
$6.13M 0.01%
109,962
+2,227
+2% +$123K
SAIC icon
1317
Saic
SAIC
$5.03B
$6.13M 0.01%
88,266
-12,528
-12% -$921K
RAD
1318
DELISTED
Rite Aid Corporation
RAD
$6.1M 0.01%
103,464
+15,564
+18% +$1.18M
LXU icon
1319
LSB Industries
LXU
$881M
$6.09M 0.01%
766,639
+45,872
+6% +$326K
CCP
1320
DELISTED
Care Capital Properties, Inc.
CCP
$6.09M 0.01%
228,148
+14,242
+7% +$384K
HIO
1321
Western Asset High Income Opportunity Fund
HIO
$335M
$6.09M 0.01%
+1,201,463
New +$6.2M
AIT icon
1322
Applied Industrial Technologies
AIT
$12.8B
$6.07M 0.01%
102,864
+5,928
+6% +$363K
CAE icon
1323
CAE Inc. Common Shares
CAE
$8.1B
$6.07M 0.01%
352,325
+66,587
+23% +$1.06M
SLAB icon
1324
Silicon Laboratories
SLAB
$7.15B
$6.04M 0.01%
88,322
+3,325
+4% +$240K
CNDT icon
1325
Conduent
CNDT
$230M
$6.03M 0.01%
378,322
-47,071
-11% -$771K
51 52
53
54 55

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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.