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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
VSTO
1626
DELISTED
Vista Outdoor Inc.
VSTO
$4.2M 0.01%
186,647
+63,383
+51% +$1.34M
CAL icon
1627
Caleres
CAL
$396M
$4.2M 0.01%
151,114
+17,592
+13% +$473K
BND icon
1628
Vanguard Total Bond Market
BND
$157B
$4.19M 0.01%
51,206
+20,206
+65% +$1.65M
ATHN
1629
DELISTED
Athenahealth, Inc.
ATHN
$4.18M 0.01%
29,726
+1,515
+5% +$189K
WRI
1630
DELISTED
Weingarten Realty Investors
WRI
$4.18M 0.01%
138,775
+2,664
+2% +$85K
NNI icon
1631
Nelnet
NNI
$4.79B
$4.18M 0.01%
88,842
+6,618
+8% +$288K
BRKL
1632
DELISTED
Brookline Bancorp
BRKL
$4.16M 0.01%
285,056
+56,945
+25% +$826K
MEI icon
1633
Methode Electronics
MEI
$543M
$4.16M 0.01%
100,971
+1,935
+2% +$80.8K
ECHO
1634
EchoStar
ECHO
$25.5B
$4.15M 0.01%
84,334
-11,746
-12% -$560K
OTEX icon
1635
Open Text
OTEX
$5.43B
$4.13M ﹤0.01%
130,832
+1,239
+1% +$40.9K
MLNX
1636
DELISTED
Mellanox Technologies, Ltd.
MLNX
$4.12M ﹤0.01%
95,131
-42,384
-31% -$2.01M
IPHS
1637
DELISTED
Innophos Holdings, Inc.
IPHS
$4.12M ﹤0.01%
93,940
+6,628
+8% +$297K
IIM icon
1638
Invesco Value Municipal Income Trust
IIM
$583M
$4.11M ﹤0.01%
+270,916
New +$4.06M
ESI icon
1639
Element Solutions
ESI
$9.12B
$4.11M ﹤0.01%
323,878
-42,633
-12% -$557K
BGG
1640
DELISTED
Briggs & Stratton Corp.
BGG
$4.11M ﹤0.01%
170,344
-7,573
-4% -$179K
TBI
1641
Trueblue
TBI
$234M
$4.1M ﹤0.01%
154,858
+43,128
+39% +$1.15M
AWR icon
1642
American States Water
AWR
$3.39B
$4.1M ﹤0.01%
86,467
-118,059
-58% -$5.43M
PIR
1643
DELISTED
Pier 1 Imports, Inc.
PIR
$4.1M ﹤0.01%
39,465
-289
-0.7% -$34.9K
WD icon
1644
Walker & Dunlop
WD
$1.65B
$4.09M ﹤0.01%
83,811
+10,859
+15% +$506K
ESNT icon
1645
Essent Group
ESNT
$6.06B
$4.08M ﹤0.01%
109,904
+22,678
+26% +$833K
AVTA
1646
DELISTED
Avantax, Inc. Common Stock
AVTA
$4.07M ﹤0.01%
192,160
+53,288
+38% +$1.05M
QEP
1647
DELISTED
QEP RESOURCES, INC.
QEP
$4.07M ﹤0.01%
403,402
+145,483
+56% +$1.58M
FCE.A
1648
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$4.07M ﹤0.01%
168,576
-13,064
-7% -$301K
VALE icon
1649
Vale
VALE
$62.9B
$4.07M ﹤0.01%
464,904
-673,981
-59% -$5.73M
GIB icon
1650
CGI
GIB
$13.9B
$4.06M ﹤0.01%
79,548
+3,548
+5% +$173K
64 65
66
67 68

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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.