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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
GPK icon
1751
Graphic Packaging
GPK
$3.26B
$3.6M ﹤0.01%
261,007
-34,172
-12% -$459K
CRZO
1752
DELISTED
Carrizo Oil & Gas Inc
CRZO
$3.59M ﹤0.01%
206,074
-21,735
-10% -$505K
FM
1753
DELISTED
iShares Frontier and Select EM ETF
FM
$3.59M ﹤0.01%
125,607
-5,088
-4% -$147K
ABG icon
1754
Asbury Automotive
ABG
$4.19B
$3.58M ﹤0.01%
63,401
-18,646
-23% -$1.07M
H icon
1755
Hyatt Hotels
H
$17.6B
$3.58M ﹤0.01%
63,777
-10,229
-14% -$579K
MDXG icon
1756
MiMedx Group
MDXG
$626M
$3.57M ﹤0.01%
238,630
-94,587
-28% -$1.26M
NTCT icon
1757
NETSCOUT
NTCT
$2.86B
$3.57M ﹤0.01%
103,835
+1,652
+2% +$59.8K
CAB
1758
DELISTED
Cabela's Inc
CAB
$3.57M ﹤0.01%
60,096
+508
+0.9% +$28.1K
SAH icon
1759
Sonic Automotive
SAH
$3.15B
$3.57M ﹤0.01%
183,540
-7,027
-4% -$134K
CTLT
1760
DELISTED
CATALENT, INC.
CTLT
$3.57M ﹤0.01%
101,722
-52,059
-34% -$1.71M
MTL
1761
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$3.57M ﹤0.01%
770,695
-145,404
-16% -$757K
KWR icon
1762
Quaker Houghton
KWR
$2.63B
$3.56M ﹤0.01%
24,499
+4,098
+20% +$580K
HL icon
1763
Hecla Mining
HL
$10.2B
$3.56M ﹤0.01%
697,531
-30,824
-4% -$171K
SXC icon
1764
SunCoke Energy
SXC
$757M
$3.56M ﹤0.01%
326,375
-38,561
-11% -$353K
JNK icon
1765
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$3.56M ﹤0.01%
31,867
-260,081
-89% -$28.9M
Z icon
1766
Zillow
Z
$7.04B
$3.56M ﹤0.01%
72,527
+9,108
+14% +$382K
AMWD
1767
DELISTED
American Woodmark
AMWD
$3.54M ﹤0.01%
37,029
+19,661
+113% +$1.8M
FBR
1768
DELISTED
Fibria Celulose Sa
FBR
$3.54M ﹤0.01%
348,251
-75,835
-18% -$759K
CUBE icon
1769
CubeSmart
CUBE
$9.53B
$3.54M ﹤0.01%
147,127
-26,790
-15% -$679K
PETS icon
1770
PetMed Express
PETS
$42.5M
$3.53M ﹤0.01%
86,864
+24,782
+40% +$768K
FINL
1771
DELISTED
Finish Line
FINL
$3.52M ﹤0.01%
248,497
+11,401
+5% +$165K
IWB icon
1772
iShares Russell 1000 ETF
IWB
$47.7B
$3.52M ﹤0.01%
26,013
+19,640
+308% +$2.62M
DNOW icon
1773
DNOW Inc
DNOW
$2.63B
$3.51M ﹤0.01%
218,087
-65,974
-23% -$1.12M
SSD icon
1774
Simpson Manufacturing
SSD
$7.98B
$3.5M ﹤0.01%
80,193
+7,070
+10% +$296K
DCOM
1775
DELISTED
Dime Community Bancshares
DCOM
$3.5M ﹤0.01%
178,396
+21,839
+14% +$435K
69 70
71
72 73

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MCM
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PSUF
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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.