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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
NYT icon
1351
New York Times
NYT
$11.6B
$5.75M 0.01%
324,911
+23,036
+8% +$379K
MSCC
1352
DELISTED
Microsemi Corp
MSCC
$5.75M 0.01%
122,877
-48,618
-28% -$2.38M
PLXS icon
1353
Plexus
PLXS
$6.81B
$5.75M 0.01%
109,291
+3,593
+3% +$190K
GNC
1354
DELISTED
GNC Holdings, Inc.
GNC
$5.74M 0.01%
680,860
+234,456
+53% +$1.76M
MGEE icon
1355
MGE Energy Inc
MGEE
$3.11B
$5.73M 0.01%
89,087
-1,418
-2% -$92.5K
ITGR icon
1356
Integer Holdings
ITGR
$3.35B
$5.73M 0.01%
132,429
+24,796
+23% +$987K
HUBB icon
1357
Hubbell
HUBB
$25.7B
$5.72M 0.01%
50,548
-57,346
-53% -$6.64M
VMW
1358
DELISTED
VMware, Inc
VMW
$5.72M 0.01%
65,388
-13,974
-18% -$1.29M
MDC
1359
DELISTED
M.D.C. Holdings, Inc.
MDC
$5.71M 0.01%
203,436
-102,415
-33% -$2.68M
GES
1360
DELISTED
Guess Inc
GES
$5.71M 0.01%
446,435
+63,737
+17% +$716K
IDCC icon
1361
InterDigital
IDCC
$6.68B
$5.71M 0.01%
73,799
-13,961
-16% -$1.17M
IBOC icon
1362
International Bancshares
IBOC
$4.77B
$5.7M 0.01%
162,559
+23,127
+17% +$815K
VIV icon
1363
Telefônica Brasil
VIV
$22.4B
$5.7M 0.01%
422,172
-968,468
-70% -$13.9M
CUZ icon
1364
Cousins Properties
CUZ
$5.29B
$5.69M 0.01%
161,841
+9,774
+6% +$336K
SLF icon
1365
Sun Life Financial
SLF
$45.6B
$5.69M 0.01%
159,086
-1,221
-0.8% -$42.1K
GPI icon
1366
Group 1 Automotive
GPI
$3.94B
$5.67M 0.01%
89,547
-12,727
-12% -$817K
TXRH icon
1367
Texas Roadhouse
TXRH
$12.7B
$5.67M 0.01%
111,285
-5,157
-4% -$249K
AMC icon
1368
AMC Entertainment Holdings
AMC
$2.03B
$5.66M 0.01%
24,898
+15,068
+153% +$4.04M
BECN
1369
DELISTED
Beacon Roofing Supply, Inc.
BECN
$5.65M 0.01%
115,310
+5,855
+5% +$288K
PHI icon
1370
PLDT
PHI
$4.25B
$5.65M 0.01%
159,961
+1,176
+0.7% +$41.5K
LDP icon
1371
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
$5.65M 0.01%
+211,296
New +$5.52M
CIB icon
1372
Grupo Cibest SA
CIB
$20.4B
$5.64M 0.01%
126,691
-479,855
-79% -$20.4M
IRDM icon
1373
Iridium Communications
IRDM
$4.85B
$5.64M 0.01%
510,689
+2,797
+0.6% +$29.2K
RRGB icon
1374
Red Robin
RRGB
$134M
$5.63M 0.01%
86,344
+63,374
+276% +$4.02M
SIMO icon
1375
Silicon Motion
SIMO
$9.19B
$5.63M 0.01%
116,685
+18,622
+19% +$922K
53 54
55
56 57

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MCM
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PSUF
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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.