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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
NCMI icon
1901
National CineMedia
NCMI
$354M
$2.92M ﹤0.01%
39,324
+5,113
+15% +$477K
AIMC
1902
DELISTED
Altra Industrial Motion Corp
AIMC
$2.91M ﹤0.01%
73,076
+16,994
+30% +$697K
HURN icon
1903
Huron Consulting
HURN
$1.82B
$2.91M ﹤0.01%
67,296
+2,299
+4% +$98.7K
MTRN icon
1904
Materion
MTRN
$5.01B
$2.91M ﹤0.01%
77,737
-29,605
-28% -$1.05M
CCS icon
1905
Century Communities
CCS
$2B
$2.9M ﹤0.01%
117,113
-21,903
-16% -$565K
PRDO icon
1906
Perdoceo Education
PRDO
$1.9B
$2.9M ﹤0.01%
301,870
-6,710
-2% -$65.4K
ICON
1907
DELISTED
Iconix Brand Group, Inc.
ICON
$2.9M ﹤0.01%
41,932
-8,354
-17% -$568K
HTH icon
1908
Hilltop Holdings
HTH
$2.29B
$2.89M ﹤0.01%
110,150
-2,488
-2% -$65.9K
BCH icon
1909
Banco de Chile
BCH
$20.6B
$2.89M ﹤0.01%
116,601
-31,383
-21% -$755K
UHT
1910
Universal Health Realty Income Trust
UHT
$608M
$2.89M ﹤0.01%
36,287
+2,398
+7% +$173K
MMT
1911
Aberdeen Multi-Market Income Fund
MMT
$237M
$2.88M ﹤0.01%
+465,102
New +$2.87M
EPE
1912
DELISTED
EP Energy Corporation
EPE
$2.88M ﹤0.01%
787,247
-21,495
-3% -$93.8K
ALEX
1913
DELISTED
Alexander & Baldwin
ALEX
$2.87M ﹤0.01%
69,350
+3,248
+5% +$139K
NSA
1914
DELISTED
National Storage Affiliates Trust
NSA
$2.87M ﹤0.01%
124,138
-6,757
-5% -$162K
KOF icon
1915
Coca-Cola Femsa
KOF
$21.6B
$2.86M ﹤0.01%
33,768
-35,138
-51% -$2.74M
LRN icon
1916
Stride
LRN
$3.69B
$2.86M ﹤0.01%
159,358
+50,862
+47% +$976K
HEES
1917
DELISTED
H&E Equipment Services
HEES
$2.85M ﹤0.01%
139,833
-26,239
-16% -$550K
RICE
1918
DELISTED
Rice Energy Inc.
RICE
$2.85M ﹤0.01%
107,137
-10,804
-9% -$240K
SNR
1919
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.85M ﹤0.01%
283,671
+11,652
+4% +$117K
DFT
1920
DELISTED
DuPont Fabros Technology Inc.
DFT
$2.85M ﹤0.01%
46,617
-28,594
-38% -$1.57M
UVSP icon
1921
Univest Financial
UVSP
$1.23B
$2.84M ﹤0.01%
94,685
-9,617
-9% -$276K
VEON icon
1922
VEON
VEON
$3.53B
$2.83M ﹤0.01%
28,941
-86,791
-75% -$8.55M
FFIN icon
1923
First Financial Bankshares
FFIN
$4.97B
$2.83M ﹤0.01%
127,864
+20,630
+19% +$414K
STGW icon
1924
Stagwell
STGW
$1.84B
$2.82M ﹤0.01%
285,048
-62,376
-18% -$538K
INXN
1925
DELISTED
Interxion Holding N.V.
INXN
$2.82M ﹤0.01%
61,586
+5,764
+10% +$249K
75 76
77
78 79

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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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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.