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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
PENN icon
1476
PENN Entertainment
PENN
$2.74B
$4.98M 0.01%
232,548
+14,924
+7% +$293K
PEGA icon
1477
Pegasystems
PEGA
$4.41B
$4.97M 0.01%
170,486
+115,850
+212% +$3.06M
NTRI
1478
DELISTED
NutriSystem, Inc.
NTRI
$4.97M 0.01%
95,499
+18,136
+23% +$939K
TTMI icon
1479
TTM Technologies
TTMI
$13.6B
$4.96M 0.01%
285,705
-29,696
-9% -$498K
SSL icon
1480
Sasol
SSL
$7.58B
$4.96M 0.01%
177,335
+8,085
+5% +$240K
DPG
1481
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$4.95M 0.01%
+298,121
New +$4.99M
DAI
1482
DELISTED
DAIMLER AG
DAI
$4.95M 0.01%
68,202
-87
-0.1% -$6.31K
CMO
1483
DELISTED
Capstead Mortgage Corp.
CMO
$4.92M 0.01%
471,953
+44,210
+10% +$473K
UTL icon
1484
Unitil
UTL
$1,000M
$4.92M 0.01%
101,839
-1,072
-1% -$50.9K
ZWS icon
1485
Zurn Elkay Water Solutions
ZWS
$8.07B
$4.91M 0.01%
438,796
-277,090
-39% -$3.11M
AL
1486
DELISTED
Air Lease Corp
AL
$4.91M 0.01%
131,455
+7,577
+6% +$283K
IRBT
1487
DELISTED
iRobot
IRBT
$4.91M 0.01%
58,360
+7,830
+15% +$675K
AZPN
1488
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$4.9M 0.01%
88,708
-2,928
-3% -$162K
CPLA
1489
DELISTED
Capella Education Company
CPLA
$4.9M 0.01%
57,246
+10,073
+21% +$896K
BXMT icon
1490
Blackstone Mortgage Trust
BXMT
$2.82B
$4.89M 0.01%
154,882
-7,378
-5% -$230K
EXP icon
1491
Eagle Materials
EXP
$6.6B
$4.89M 0.01%
52,950
-666
-1% -$64K
VREX icon
1492
Varex Imaging
VREX
$460M
$4.89M 0.01%
144,695
-122,650
-46% -$4.18M
ANAT
1493
DELISTED
American National Group, Inc. Common Stock
ANAT
$4.89M 0.01%
41,964
-10,236
-20% -$1.19M
SUM
1494
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$4.88M 0.01%
174,480
-10,237
-6% -$267K
NUAN
1495
DELISTED
Nuance Communications, Inc.
NUAN
$4.88M 0.01%
323,954
+21,538
+7% +$338K
EXAS
1496
DELISTED
Exact Sciences
EXAS
$4.87M 0.01%
137,664
-39,454
-22% -$1.22M
VG
1497
DELISTED
Vonage Holdings Corporation
VG
$4.87M 0.01%
744,267
+261,411
+54% +$1.75M
SNP
1498
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$4.87M 0.01%
61,904
+11,570
+23% +$941K
NBHC icon
1499
National Bank Holdings
NBHC
$1.93B
$4.85M 0.01%
146,450
-30,298
-17% -$964K
AGU
1500
DELISTED
Agrium
AGU
$4.85M 0.01%
53,583
-5,918
-10% -$547K
58 59
60
61 62

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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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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.