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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
USA icon
1701
Liberty All-Star Equity Fund
USA
$1.75B
$3.83M ﹤0.01%
+676,959
New +$3.76M
GCO icon
1702
Genesco
GCO
$396M
$3.83M ﹤0.01%
112,958
+8,069
+8% +$360K
RH icon
1703
RH
RH
$3.3B
$3.82M ﹤0.01%
59,236
+11,204
+23% +$593K
LTC
1704
LTC Properties
LTC
$2.16B
$3.82M ﹤0.01%
74,329
+6,553
+10% +$320K
TPH
1705
DELISTED
Tri Pointe Homes
TPH
$3.8M ﹤0.01%
288,270
+112,460
+64% +$1.4M
BRSS
1706
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$3.78M ﹤0.01%
123,807
-31,153
-20% -$999K
KRA
1707
DELISTED
Kraton Corporation
KRA
$3.78M ﹤0.01%
109,716
+30,961
+39% +$1.01M
ACP
1708
abrdn Income Credit Strategies Fund
ACP
$640M
$3.77M ﹤0.01%
+280,129
New +$3.83M
SHOO icon
1709
Steven Madden
SHOO
$3.12B
$3.77M ﹤0.01%
141,543
+7,912
+6% +$201K
CRS icon
1710
Carpenter Technology
CRS
$30B
$3.77M ﹤0.01%
100,681
-28,767
-22% -$1.07M
GBCI icon
1711
Glacier Bancorp
GBCI
$6.55B
$3.76M ﹤0.01%
102,813
+18,262
+22% +$624K
FOSL icon
1712
Fossil Group
FOSL
$239M
$3.76M ﹤0.01%
363,305
+66,766
+23% +$903K
RPT
1713
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$3.76M ﹤0.01%
291,255
+166,898
+134% +$2.21M
POLY
1714
DELISTED
Plantronics, Inc.
POLY
$3.75M ﹤0.01%
71,705
+1,866
+3% +$101K
OTTR icon
1715
Otter Tail
OTTR
$3.88B
$3.74M ﹤0.01%
94,492
-2,605
-3% -$102K
BRO icon
1716
Brown & Brown
BRO
$22.9B
$3.72M ﹤0.01%
172,944
+1,610
+0.9% +$34.5K
TV icon
1717
Televisa
TV
$1.45B
$3.72M ﹤0.01%
152,831
-2,344,078
-94% -$58.2M
LYV icon
1718
Live Nation Entertainment
LYV
$41.2B
$3.72M ﹤0.01%
106,714
+4,839
+5% +$162K
MBT
1719
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$3.71M ﹤0.01%
442,665
-130,699
-23% -$1.26M
SRPT icon
1720
Sarepta Therapeutics
SRPT
$1.66B
$3.7M ﹤0.01%
109,818
+784
+0.7% +$25.5K
SBRA icon
1721
Sabra Healthcare REIT
SBRA
$5.64B
$3.7M ﹤0.01%
153,468
+6,336
+4% +$161K
SNBR
1722
DELISTED
Sleep Number
SNBR
$3.7M ﹤0.01%
104,224
+16,638
+19% +$498K
KBH icon
1723
KB Home
KBH
$3.48B
$3.69M ﹤0.01%
154,030
+33,478
+28% +$709K
STAY
1724
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$3.69M ﹤0.01%
190,555
+80,852
+74% +$1.45M
MTGE
1725
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$3.69M ﹤0.01%
196,079
-16,787
-8% -$304K
67 68
69
70 71

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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.