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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
SCL icon
1401
Stepan Co
SCL
$1.31B
$5.44M 0.01%
62,390
+6,325
+11% +$532K
LNCE
1402
DELISTED
Snyders-Lance, Inc.
LNCE
$5.43M 0.01%
156,973
-105,093
-40% -$3.83M
STRA icon
1403
Strategic Education
STRA
$1.71B
$5.43M 0.01%
58,227
+5,144
+10% +$451K
RDY icon
1404
Dr. Reddy's Laboratories
RDY
$9.82B
$5.42M 0.01%
643,745
-269,720
-30% -$2.19M
FUL icon
1405
H.B. Fuller
FUL
$3B
$5.42M 0.01%
105,989
+4,785
+5% +$247K
TSRO
1406
DELISTED
TESARO, Inc.
TSRO
$5.41M 0.01%
38,679
+1,378
+4% +$200K
ROG icon
1407
Rogers Corp
ROG
$2.33B
$5.41M 0.01%
49,760
+8,392
+20% +$850K
CBRL icon
1408
Cracker Barrel
CBRL
$1.2B
$5.4M 0.01%
32,311
-1,675
-5% -$273K
MD icon
1409
Pediatrix Medical
MD
$2.16B
$5.39M 0.01%
89,369
-41,714
-32% -$2.47M
PRXL
1410
DELISTED
Parexel International Corp
PRXL
$5.39M 0.01%
62,032
+7,930
+15% +$591K
WOLF icon
1411
Wolfspeed
WOLF
$1.2B
$5.39M 0.01%
218,565
-16,940
-7% -$405K
GEO icon
1412
The GEO Group
GEO
$4.13B
$5.38M 0.01%
181,835
-138,531
-43% -$4.35M
NPO icon
1413
Enpro
NPO
$7.05B
$5.38M 0.01%
75,312
+8,677
+13% +$600K
NATI
1414
DELISTED
National Instruments Corp
NATI
$5.37M 0.01%
133,478
-939
-0.7% -$34.2K
LVNTA
1415
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$5.37M 0.01%
102,650
-11,056
-10% -$578K
UNT
1416
DELISTED
UNIT Corporation
UNT
$5.36M 0.01%
286,375
-80,806
-22% -$1.61M
WRLD icon
1417
World Acceptance Corp
WRLD
$950M
$5.35M 0.01%
71,475
-33,134
-32% -$2.27M
FTI icon
1418
TechnipFMC
FTI
$30.6B
$5.35M 0.01%
264,377
-107,052
-29% -$2.41M
FDC
1419
DELISTED
First Data Corporation
FDC
$5.34M 0.01%
293,670
+102,175
+53% +$1.71M
BOBE
1420
DELISTED
Bob Evans Farms, Inc.
BOBE
$5.34M 0.01%
74,370
-625
-0.8% -$42.8K
BTZ icon
1421
BlackRock Credit Allocation Income Trust
BTZ
$927M
$5.34M 0.01%
+396,880
New +$5.3M
OUT icon
1422
Outfront Media
OUT
$5.64B
$5.33M 0.01%
234,414
-61,609
-21% -$1.46M
ISBC
1423
DELISTED
Investors Bancorp, Inc.
ISBC
$5.33M 0.01%
399,130
-170,534
-30% -$2.34M
PRGS icon
1424
Progress Software
PRGS
$1.55B
$5.33M 0.01%
172,539
-6,170
-3% -$183K
ARCC icon
1425
Ares Capital
ARCC
$13.5B
$5.32M 0.01%
324,744
-21,321
-6% -$359K
55 56
57
58 59

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
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BAM
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ACI
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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.