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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
LSI
1426
DELISTED
Life Storage, Inc.
LSI
$5.31M 0.01%
107,547
-18,027
-14% -$936K
WGL
1427
DELISTED
Wgl Holdings
WGL
$5.31M 0.01%
63,600
-7,460
-10% -$618K
HDS
1428
DELISTED
HD Supply Holdings, Inc.
HDS
$5.3M 0.01%
173,203
-210,427
-55% -$7.96M
ATSG
1429
DELISTED
Air Transport Services Group
ATSG
$5.3M 0.01%
243,536
-44,418
-15% -$928K
XYZ
1430
Block Inc
XYZ
$45.9B
$5.3M 0.01%
226,013
+18,804
+9% +$389K
WABC icon
1431
Westamerica Bancorp
WABC
$1.39B
$5.3M 0.01%
94,555
+2,567
+3% +$140K
CMPR icon
1432
Cimpress
CMPR
$2.37B
$5.28M 0.01%
55,835
-8,754
-14% -$773K
TEAM icon
1433
Atlassian
TEAM
$22B
$5.27M 0.01%
149,677
+53,543
+56% +$1.85M
UNFI icon
1434
United Natural Foods
UNFI
$3.01B
$5.27M 0.01%
143,486
-17,514
-11% -$703K
CBU icon
1435
Community Bank
CBU
$3.53B
$5.26M 0.01%
94,266
+8,506
+10% +$471K
EDR
1436
DELISTED
Education Realty Trust Inc
EDR
$5.26M 0.01%
135,667
-5,439
-4% -$213K
FCNCA icon
1437
First Citizens BancShares
FCNCA
$24.6B
$5.26M 0.01%
14,102
+3,885
+38% +$1.34M
PCRX icon
1438
Pacira BioSciences
PCRX
$1.02B
$5.25M 0.01%
110,124
+21,880
+25% +$1.02M
AMAG
1439
DELISTED
AMAG Pharmaceuticals
AMAG
$5.25M 0.01%
285,189
+40,490
+17% +$802K
PRKS icon
1440
United Parks & Resorts
PRKS
$2.11B
$5.25M 0.01%
322,431
-45,461
-12% -$781K
BRKR icon
1441
Bruker
BRKR
$9.2B
$5.24M 0.01%
181,562
+11,164
+7% +$287K
SCHL icon
1442
Scholastic
SCHL
$796M
$5.23M 0.01%
120,058
+6,525
+6% +$282K
BKD icon
1443
Brookdale Senior Living
BKD
$3.62B
$5.21M 0.01%
354,250
+95,908
+37% +$1.33M
FIVN icon
1444
FIVE9
FIVN
$1.77B
$5.21M 0.01%
241,994
-27,213
-10% -$557K
BKU icon
1445
Bankunited
BKU
$3.38B
$5.21M 0.01%
154,429
+27,054
+21% +$934K
OA
1446
DELISTED
Orbital ATK, Inc.
OA
$5.2M 0.01%
52,829
+11,120
+27% +$1.1M
EDP
1447
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$5.2M 0.01%
158,594
+24,278
+18% +$795K
POWI icon
1448
Power Integrations
POWI
$3.54B
$5.18M 0.01%
142,050
+17,434
+14% +$578K
TEN
1449
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$5.18M 0.01%
89,518
-14,639
-14% -$846K
EGP icon
1450
EastGroup Properties
EGP
$11.5B
$5.17M 0.01%
61,731
+4,348
+8% +$350K
56 57
58
59 60

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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.