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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
LL
1676
DELISTED
LL Flooring Holdings, Inc.
LL
$3.92M ﹤0.01%
156,644
-29,033
-16% -$729K
PFGC icon
1677
Performance Food Group
PFGC
$17.5B
$3.91M ﹤0.01%
142,764
+12,004
+9% +$317K
VTA
1678
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$3.91M ﹤0.01%
+325,322
New +$3.95M
QSR icon
1679
Restaurant Brands International
QSR
$25.1B
$3.9M ﹤0.01%
62,361
+6,589
+12% +$388K
MLCO icon
1680
Melco Resorts & Entertainment
MLCO
$2.1B
$3.9M ﹤0.01%
173,478
-20,986
-11% -$457K
HOPE icon
1681
Hope Bancorp
HOPE
$1.72B
$3.89M ﹤0.01%
208,813
+24,073
+13% +$447K
AZTA icon
1682
Azenta
AZTA
$1.26B
$3.89M ﹤0.01%
179,440
+32,440
+22% +$822K
DNR
1683
DELISTED
Denbury Resources, Inc.
DNR
$3.89M ﹤0.01%
2,542,379
-187,222
-7% -$350K
TNC icon
1684
Tennant Co
TNC
$1.5B
$3.89M ﹤0.01%
52,684
-4,007
-7% -$290K
ALR
1685
DELISTED
Alere Inc
ALR
$3.89M ﹤0.01%
77,445
-8,416
-10% -$405K
CYS
1686
DELISTED
CYS Investments Inc.
CYS
$3.88M ﹤0.01%
461,143
-39,532
-8% -$332K
AIN icon
1687
Albany International
AIN
$2.14B
$3.88M ﹤0.01%
72,596
-12,534
-15% -$607K
AERI
1688
DELISTED
Aerie Pharmaceuticals
AERI
$3.87M ﹤0.01%
73,598
+5,200
+8% +$242K
POST icon
1689
Post Holdings
POST
$4.12B
$3.87M ﹤0.01%
76,085
-4,251
-5% -$229K
PZZA icon
1690
Papa John's
PZZA
$999M
$3.86M ﹤0.01%
53,828
+1,056
+2% +$83.5K
MSD
1691
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$3.86M ﹤0.01%
+390,504
New +$3.85M
FIX icon
1692
Comfort Systems
FIX
$61B
$3.86M ﹤0.01%
104,010
+19,076
+22% +$677K
RWT
1693
Redwood Trust
RWT
$616M
$3.85M ﹤0.01%
226,189
-16,310
-7% -$275K
GWRE icon
1694
Guidewire Software
GWRE
$11.5B
$3.85M ﹤0.01%
56,022
-13,217
-19% -$841K
GOV
1695
DELISTED
Government Properties Income Trust
GOV
$3.85M ﹤0.01%
210,224
+15,161
+8% +$330K
ARI
1696
Apollo Commercial Real Estate
ARI
$887M
$3.84M ﹤0.01%
207,205
+40,257
+24% +$754K
FFBC icon
1697
First Financial Bancorp
FFBC
$3.55B
$3.84M ﹤0.01%
138,728
-10,703
-7% -$288K
SGEN
1698
DELISTED
Seagen Inc. Common Stock
SGEN
$3.84M ﹤0.01%
74,200
-39,897
-35% -$2.54M
BRC icon
1699
Brady Corp
BRC
$4.45B
$3.84M ﹤0.01%
113,228
-1,471
-1% -$54.7K
UE icon
1700
Urban Edge Properties
UE
$2.94B
$3.83M ﹤0.01%
161,514
-2,529
-2% -$63.6K
66 67
68
69 70

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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.