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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
NJR icon
1726
New Jersey Resources
NJR
$6.06B
$3.68M ﹤0.01%
92,684
-10,653
-10% -$437K
UNF icon
1727
Unifirst Corp
UNF
$5.32B
$3.68M ﹤0.01%
26,145
-215
-0.8% -$30K
JCP
1728
DELISTED
J.C. Penney Company, Inc.
JCP
$3.67M ﹤0.01%
789,408
+138,252
+21% +$707K
PNFP icon
1729
Pinnacle Financial Partners Inc
PNFP
$15.5B
$3.67M ﹤0.01%
58,402
+17,367
+42% +$1.1M
TBBK icon
1730
The Bancorp
TBBK
$2.79B
$3.67M ﹤0.01%
483,952
+181,337
+60% +$1.12M
KELYA icon
1731
Kelly Services Class A
KELYA
$526M
$3.67M ﹤0.01%
163,232
+42,538
+35% +$949K
SF
1732
Stifel
SF
$12.3B
$3.66M ﹤0.01%
179,222
-22,632
-11% -$465K
NFBK
1733
DELISTED
Northfield Bancorp
NFBK
$3.66M ﹤0.01%
213,347
-111,540
-34% -$1.95M
FWRD icon
1734
Forward Air
FWRD
$482M
$3.65M ﹤0.01%
68,501
+5,638
+9% +$288K
HQY icon
1735
HealthEquity
HQY
$7.91B
$3.65M ﹤0.01%
73,243
-30,749
-30% -$1.44M
AKO.B icon
1736
Embotelladora Andina Series B
AKO.B
$4.59B
$3.65M ﹤0.01%
143,522
-64,279
-31% -$1.59M
FFIC
1737
DELISTED
Flushing Financial
FFIC
$3.64M ﹤0.01%
129,224
+13,138
+11% +$369K
LEXEA
1738
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$3.64M ﹤0.01%
67,416
-46,241
-41% -$2.33M
FWONK icon
1739
Liberty Media Series C
FWONK
$24.3B
$3.64M ﹤0.01%
102,813
+61,777
+151% +$2.05M
TNET icon
1740
TriNet
TNET
$2.84B
$3.63M ﹤0.01%
110,911
-21,764
-16% -$665K
ARRS
1741
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$3.63M ﹤0.01%
129,600
+19,462
+18% +$535K
EPAM icon
1742
EPAM Systems
EPAM
$4.69B
$3.63M ﹤0.01%
43,149
+22,963
+114% +$1.85M
LTM
1743
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$3.63M ﹤0.01%
327,610
-569,807
-63% -$6.87M
CZR
1744
DELISTED
Caesars Entertainment Corporation
CZR
$3.62M ﹤0.01%
301,788
+45,558
+18% +$509K
CHS
1745
DELISTED
Chicos FAS, Inc.
CHS
$3.62M ﹤0.01%
384,014
-19,352
-5% -$224K
KITE
1746
DELISTED
Kite Pharma, Inc.
KITE
$3.61M ﹤0.01%
34,833
-1,132
-3% -$92.4K
ANDE icon
1747
Andersons Inc
ANDE
$2.65B
$3.6M ﹤0.01%
105,555
-17,087
-14% -$610K
FNV icon
1748
Franco-Nevada
FNV
$41.4B
$3.6M ﹤0.01%
49,912
+9,627
+24% +$681K
JAZZ icon
1749
Jazz Pharmaceuticals
JAZZ
$15.9B
$3.6M ﹤0.01%
23,151
-5,315
-19% -$813K
REX icon
1750
REX American Resources
REX
$1.46B
$3.6M ﹤0.01%
223,608
+78,300
+54% +$1.24M
68 69
70
71 72

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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.