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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
CWT icon
1501
California Water Service
CWT
$3.04B
$4.84M 0.01%
131,515
-152,735
-54% -$5.47M
CHSP
1502
DELISTED
Chesapeake Lodging Trust
CHSP
$4.84M 0.01%
197,733
+123,443
+166% +$2.95M
TELN
1503
DELISTED
TELENOR ASA
TELN
$4.84M 0.01%
293,252
-30,511
-9% -$503K
SNDA icon
1504
Sonida Senior Living
SNDA
$1.97B
$4.84M 0.01%
21,197
-1,191
-5% -$257K
ATH
1505
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$4.83M 0.01%
97,466
+76,786
+371% +$3.94M
HZNP
1506
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$4.82M 0.01%
405,934
+254,427
+168% +$3.16M
CSGS
1507
DELISTED
CSG Systems International
CSGS
$4.8M 0.01%
118,338
+12,380
+12% +$486K
NNN icon
1508
NNN REIT
NNN
$9.39B
$4.8M 0.01%
122,817
-6,351
-5% -$257K
MSGS icon
1509
Madison Square Garden
MSGS
$9.54B
$4.8M 0.01%
34,186
-1,935
-5% -$274K
SSB icon
1510
SouthState Bank Corp
SSB
$10.3B
$4.79M 0.01%
55,950
+34,236
+158% +$2.96M
ANET icon
1511
Arista Networks
ANET
$219B
$4.79M 0.01%
511,904
-646,224
-56% -$5.85M
JPC icon
1512
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$4.79M 0.01%
+460,279
New +$4.68M
NTGR icon
1513
NETGEAR
NTGR
$669M
$4.77M 0.01%
110,580
-53,405
-33% -$2.45M
AF
1514
DELISTED
Astoria Financial Corporation
AF
$4.76M 0.01%
236,444
+9,986
+4% +$198K
EBS icon
1515
Emergent Biosolutions
EBS
$375M
$4.76M 0.01%
140,349
+2,821
+2% +$87.1K
SMTC icon
1516
Semtech
SMTC
$11.7B
$4.76M 0.01%
133,055
+7,631
+6% +$267K
UBSI icon
1517
United Bankshares
UBSI
$6.55B
$4.75M 0.01%
121,244
-43,572
-26% -$1.73M
FSTR icon
1518
Foster
FSTR
$443M
$4.75M 0.01%
221,471
-18,581
-8% -$315K
GTY
1519
Getty Realty Corp
GTY
$2.1B
$4.75M 0.01%
189,216
+7,517
+4% +$193K
EPAC icon
1520
Enerpac Tool Group
EPAC
$1.77B
$4.75M 0.01%
+192,943
New +$4.95M
ESLT icon
1521
Elbit Systems
ESLT
$38.4B
$4.74M 0.01%
38,303
+7,600
+25% +$915K
CATY icon
1522
Cathay General Bancorp
CATY
$4.2B
$4.74M 0.01%
124,826
+10,168
+9% +$382K
MDCO
1523
DELISTED
Medicines Co
MDCO
$4.72M 0.01%
124,248
-27,686
-18% -$1.23M
OLED icon
1524
Universal Display
OLED
$3.71B
$4.72M 0.01%
43,209
+3,928
+10% +$414K
KNGT
1525
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$4.7M 0.01%
126,963
-48,839
-28% -$1.81M
59 60
61
62 63

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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.