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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
GTLS
1776
DELISTED
Chart Industries
GTLS
$3.5M ﹤0.01%
100,658
-7,509
-7% -$262K
BEAT
1777
DELISTED
BioTelemetry, Inc.
BEAT
$3.49M ﹤0.01%
104,291
+14,807
+17% +$442K
AEM icon
1778
Agnico Eagle Mines
AEM
$72.6B
$3.48M ﹤0.01%
77,036
+20,030
+35% +$940K
ALGT icon
1779
Allegiant Air
ALGT
$2.64B
$3.47M ﹤0.01%
25,568
-10,036
-28% -$1.47M
OSIS icon
1780
OSI Systems
OSIS
$3.57B
$3.44M ﹤0.01%
45,724
-4,494
-9% -$340K
TRST
1781
Trustco Bank Corp NY
TRST
$977M
$3.43M ﹤0.01%
88,614
+5,830
+7% +$226K
CHRD icon
1782
Chord Energy
CHRD
$7.79B
$3.43M ﹤0.01%
425,589
-122,479
-22% -$1.34M
KG
1783
Kestrel Group
KG
$71.3M
$3.42M ﹤0.01%
15,406
-3,311
-18% -$773K
KATE
1784
DELISTED
Kate Spade & Company
KATE
$3.42M ﹤0.01%
184,704
+76,056
+70% +$1.4M
TU icon
1785
Telus
TU
$16B
$3.41M ﹤0.01%
197,822
+34,378
+21% +$577K
CADE
1786
DELISTED
Cadence Bank
CADE
$3.41M ﹤0.01%
111,896
+1,756
+2% +$52.6K
NVRO
1787
DELISTED
NEVRO CORP.
NVRO
$3.41M ﹤0.01%
45,806
-11,923
-21% -$955K
CNMD icon
1788
CONMED
CNMD
$1.29B
$3.39M ﹤0.01%
66,614
-1,713
-3% -$84.8K
VRNT
1789
DELISTED
Verint Systems
VRNT
$3.39M ﹤0.01%
163,463
+14,732
+10% +$304K
IMO icon
1790
Imperial Oil
IMO
$62.1B
$3.39M ﹤0.01%
116,122
+9,637
+9% +$282K
HELE icon
1791
Helen of Troy
HELE
$663M
$3.38M ﹤0.01%
35,975
-1,669
-4% -$155K
HTLD icon
1792
Heartland Express
HTLD
$1.11B
$3.38M ﹤0.01%
162,551
-7,148
-4% -$142K
EBIX
1793
DELISTED
Ebix Inc
EBIX
$3.38M ﹤0.01%
62,772
-18,429
-23% -$1.06M
SM icon
1794
SM Energy
SM
$7.96B
$3.38M ﹤0.01%
204,370
+9,728
+5% +$193K
ROIC
1795
DELISTED
Retail Opportunity Investments Corp.
ROIC
$3.38M ﹤0.01%
176,034
-10,636
-6% -$216K
FLO icon
1796
Flowers Foods
FLO
$1.64B
$3.38M ﹤0.01%
195,099
-151,449
-44% -$2.85M
GRA
1797
DELISTED
W.R. Grace & Co.
GRA
$3.37M ﹤0.01%
46,813
-195
-0.4% -$13.7K
IPXL
1798
DELISTED
Impax Laboratories, Inc.
IPXL
$3.37M ﹤0.01%
209,117
+59,868
+40% +$884K
ACV
1799
Virtus Diversified Income & Convertible Fund
ACV
$278M
$3.36M ﹤0.01%
+160,474
New +$3.32M
TREX icon
1800
Trex
TREX
$4.51B
$3.36M ﹤0.01%
198,668
-33,980
-15% -$574K
70 71
72
73 74

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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.