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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
SPLK
1526
DELISTED
Splunk Inc
SPLK
$4.69M 0.01%
82,425
-7,618
-8% -$474K
CVI icon
1527
CVR Energy
CVI
$3.36B
$4.69M 0.01%
215,374
-62,834
-23% -$1.29M
MTX icon
1528
Minerals Technologies
MTX
$2.31B
$4.68M 0.01%
63,959
-564
-0.9% -$42.1K
SEMG
1529
DELISTED
SEMGROUP CORPORATION
SEMG
$4.68M 0.01%
173,218
+114,941
+197% +$3.57M
GRPN icon
1530
Groupon
GRPN
$980M
$4.67M 0.01%
60,748
+3,699
+6% +$256K
WLK icon
1531
Westlake Corp
WLK
$9.46B
$4.66M 0.01%
70,445
-2,065
-3% -$131K
PMT
1532
PennyMac Mortgage Investment
PMT
$849M
$4.65M 0.01%
254,470
-7,586
-3% -$135K
CSOD
1533
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$4.65M 0.01%
130,011
-68,914
-35% -$2.58M
BANC icon
1534
Banc of California
BANC
$3.28B
$4.64M 0.01%
216,059
+76,735
+55% +$1.62M
KBR icon
1535
KBR
KBR
$4.68B
$4.64M 0.01%
305,125
-10,003
-3% -$148K
FTNT icon
1536
Fortinet
FTNT
$112B
$4.64M 0.01%
619,090
+11,335
+2% +$87.8K
EIG icon
1537
Employers Holdings
EIG
$908M
$4.63M 0.01%
109,582
-14,282
-12% -$574K
SSNC icon
1538
SS&C Technologies
SSNC
$17.8B
$4.63M 0.01%
120,593
+17,121
+17% +$638K
DYN
1539
DELISTED
Dynegy, Inc.
DYN
$4.63M 0.01%
559,795
+140,290
+33% +$1.06M
UFPI icon
1540
UFP Industries
UFPI
$4.97B
$4.63M 0.01%
158,985
-29,247
-16% -$889K
CMD
1541
DELISTED
Cantel Medical Corporation
CMD
$4.63M 0.01%
59,370
-60,901
-51% -$4.57M
SNAP icon
1542
Snap
SNAP
$7.32B
$4.63M 0.01%
+260,284
New +$5.25M
NWBI icon
1543
Northwest Bancshares
NWBI
$2.25B
$4.62M 0.01%
296,154
-46,375
-14% -$739K
ELME
1544
Elme Communities
ELME
$132M
$4.62M 0.01%
144,825
+10,423
+8% +$335K
RYAM icon
1545
Rayonier Advanced Materials
RYAM
$565M
$4.62M 0.01%
293,878
+25,016
+9% +$357K
CIEN icon
1546
Ciena
CIEN
$55.3B
$4.62M 0.01%
184,442
+22,828
+14% +$547K
SGI
1547
Somnigroup International
SGI
$15.1B
$4.61M 0.01%
345,300
-39,248
-10% -$463K
EXPO icon
1548
Exponent
EXPO
$2.98B
$4.61M 0.01%
158,062
-1,618
-1% -$48.4K
NP
1549
DELISTED
Neenah, Inc. Common Stock
NP
$4.6M 0.01%
57,332
+981
+2% +$76.2K
ALSN icon
1550
Allison Transmission
ALSN
$10.1B
$4.6M 0.01%
122,641
-7,800
-6% -$291K
60 61
62
63 64

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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.