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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
UNIT
1851
Uniti Group
UNIT
$2.63B
$3.09M ﹤0.01%
122,798
+8,080
+7% +$209K
CCOI icon
1852
Cogent Communications
CCOI
$594M
$3.08M ﹤0.01%
76,928
-69,169
-47% -$2.87M
IMKTA icon
1853
Ingles Markets
IMKTA
$1.63B
$3.08M ﹤0.01%
92,651
-19,119
-17% -$759K
UA icon
1854
Under Armour Class C
UA
$2.92B
$3.08M ﹤0.01%
153,043
+23,927
+19% +$451K
DDD icon
1855
3D Systems Corp
DDD
$420M
$3.08M ﹤0.01%
164,829
+2,929
+2% +$55.5K
PNK
1856
DELISTED
Pinnacle Entertainment Inc.
PNK
$3.08M ﹤0.01%
155,960
+63,012
+68% +$1.27M
AKS
1857
DELISTED
AK Steel Holding Corp
AKS
$3.08M ﹤0.01%
468,124
+32,251
+7% +$202K
FCPT icon
1858
Four Corners Property Trust
FCPT
$2.86B
$3.08M ﹤0.01%
122,449
+33,524
+38% +$805K
VONV icon
1859
Vanguard Russell 1000 Value ETF
VONV
$20.4B
$3.08M ﹤0.01%
60,776
-79,780
-57% -$4.01M
HR
1860
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.08M ﹤0.01%
90,043
-10,631
-11% -$358K
ESE icon
1861
ESCO Technologies
ESE
$8.49B
$3.07M ﹤0.01%
51,470
-5,743
-10% -$335K
GCP
1862
DELISTED
GCP Applied Technologies Inc.
GCP
$3.07M ﹤0.01%
100,636
+7,339
+8% +$231K
ICFI icon
1863
ICF International
ICFI
$1.44B
$3.06M ﹤0.01%
65,050
-20,792
-24% -$946K
BW icon
1864
Babcock & Wilcox
BW
$1.43B
$3.06M ﹤0.01%
26,035
+3,865
+17% +$399K
SBGI icon
1865
Sinclair Inc
SBGI
$974M
$3.06M ﹤0.01%
92,854
-6,891
-7% -$248K
AAON icon
1866
Aaon
AAON
$8.41B
$3.05M ﹤0.01%
123,974
+3,884
+3% +$94K
OXM icon
1867
Oxford Industries
OXM
$577M
$3.05M ﹤0.01%
48,747
-7,013
-13% -$405K
CCU icon
1868
Compañía de Cervecerías Unidas
CCU
$2.12B
$3.04M ﹤0.01%
116,063
-191,514
-62% -$4.99M
SSYS icon
1869
Stratasys
SSYS
$697M
$3.04M ﹤0.01%
130,535
-17,795
-12% -$458K
SKT icon
1870
Tanger
SKT
$4.82B
$3.04M ﹤0.01%
117,001
+12,967
+12% +$369K
PSO icon
1871
Pearson
PSO
$9.78B
$3.04M ﹤0.01%
338,781
+123,488
+57% +$1.07M
SNEX icon
1872
StoneX
SNEX
$8.83B
$3.04M ﹤0.01%
407,071
+196,724
+94% +$1.41M
SCS
1873
DELISTED
Steelcase
SCS
$3.03M ﹤0.01%
216,154
+34,675
+19% +$571K
HEDJ icon
1874
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$3.02M ﹤0.01%
96,914
+28,814
+42% +$933K
HEI icon
1875
HEICO Corp
HEI
$48.9B
$3.02M ﹤0.01%
82,063
+1,394
+2% +$51.3K
73 74
75
76 77

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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.