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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
CNSL
1651
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$4.06M ﹤0.01%
189,218
-9,104
-5% -$198K
WTS icon
1652
Watts Water Technologies
WTS
$11.5B
$4.06M ﹤0.01%
64,251
-64,724
-50% -$4.04M
PLUS icon
1653
ePlus
PLUS
$2.33B
$4.06M ﹤0.01%
109,584
+29,132
+36% +$1.06M
BSAC icon
1654
Banco Santander Chile
BSAC
$15.8B
$4.05M ﹤0.01%
159,243
-437,188
-73% -$10.7M
PEN icon
1655
Penumbra
PEN
$12.5B
$4.04M ﹤0.01%
46,051
+9,298
+25% +$790K
CBB
1656
DELISTED
Cincinnati Bell Inc.
CBB
$4.04M ﹤0.01%
206,519
+70,150
+51% +$1.26M
BSMX
1657
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$4.03M ﹤0.01%
417,913
-1,823,376
-81% -$16.9M
MLI icon
1658
Mueller Industries
MLI
$14.1B
$4.03M ﹤0.01%
528,864
-768,368
-59% -$5.93M
INDB icon
1659
Independent Bank
INDB
$4.05B
$4.02M ﹤0.01%
60,357
+4,069
+7% +$259K
SPTN
1660
DELISTED
SpartanNash
SPTN
$4.02M ﹤0.01%
154,958
+10,294
+7% +$339K
YELP icon
1661
Yelp
YELP
$1.38B
$4.02M ﹤0.01%
133,842
-81,662
-38% -$2.55M
ESND
1662
DELISTED
Essendant Inc.
ESND
$4.02M ﹤0.01%
270,933
+77,477
+40% +$1.22M
MELI icon
1663
Mercado Libre
MELI
$91.3B
$4.02M ﹤0.01%
16,011
-128,131
-89% -$32.9M
UNVR
1664
DELISTED
Univar Solutions Inc.
UNVR
$4.01M ﹤0.01%
137,290
+2,080
+2% +$63K
GPT
1665
DELISTED
Gramercy Property Trust
GPT
$4M ﹤0.01%
134,792
-95,104
-41% -$2.74M
FSP
1666
Franklin Street Properties
FSP
$44.8M
$4M ﹤0.01%
360,905
-68,292
-16% -$791K
NHI icon
1667
National Health Investors
NHI
$3.9B
$3.99M ﹤0.01%
50,403
+2,930
+6% +$222K
CRTO icon
1668
Criteo
CRTO
$1.03B
$3.99M ﹤0.01%
81,345
+7,337
+10% +$373K
DOC
1669
DELISTED
PHYSICIANS REALTY TRUST
DOC
$3.97M ﹤0.01%
197,047
+16,002
+9% +$325K
UCB
1670
United Community Banks
UCB
$4.22B
$3.96M ﹤0.01%
142,508
-141,882
-50% -$3.84M
TCO
1671
DELISTED
Taubman Centers Inc.
TCO
$3.96M ﹤0.01%
66,536
+5,622
+9% +$347K
NAVG
1672
DELISTED
Navigators Group Inc
NAVG
$3.96M ﹤0.01%
72,158
+10,390
+17% +$552K
WLL
1673
DELISTED
Whiting Petroleum Corporation
WLL
$3.96M ﹤0.01%
2,394
-902
-27% -$2.06M
UGP icon
1674
Ultrapar
UGP
$6.87B
$3.94M ﹤0.01%
334,528
+59,190
+21% +$683K
BHK icon
1675
BlackRock Core Bond Trust
BHK
$642M
$3.93M ﹤0.01%
+283,465
New +$3.88M
65 66
67
68 69

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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.