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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
PRK icon
2051
Park National Corp
PRK
$3.41B
$2.33M ﹤0.01%
22,501
+304
+1% +$31.8K
WFT
2052
DELISTED
Weatherford International plc
WFT
$2.33M ﹤0.01%
601,950
-546,293
-48% -$2.78M
NTUS
2053
DELISTED
Natus Medical Inc
NTUS
$2.33M ﹤0.01%
62,349
+915
+1% +$33.1K
HUBG icon
2054
HUB Group
HUBG
$3.01B
$2.32M ﹤0.01%
121,184
+22,490
+23% +$429K
ADAM
2055
Adamas Trust
ADAM
$777M
$2.32M ﹤0.01%
93,378
+7,102
+8% +$179K
SITE icon
2056
SiteOne Landscape Supply
SITE
$4.43B
$2.32M ﹤0.01%
44,619
+12,734
+40% +$635K
ESPR
2057
DELISTED
Esperion Therapeutics
ESPR
$2.32M ﹤0.01%
50,148
+1,386
+3% +$51K
WUBA
2058
DELISTED
58.com Inc
WUBA
$2.31M ﹤0.01%
52,425
+121
+0.2% +$4.99K
CKH
2059
DELISTED
Seacor Holdings Inc.
CKH
$2.31M ﹤0.01%
69,696
-9,265
-12% -$491K
LGF.B
2060
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$2.31M ﹤0.01%
87,939
-1,717
-2% -$41.6K
MORE
2061
DELISTED
Monogram Residential Trust, Inc.
MORE
$2.31M ﹤0.01%
238,049
-21,373
-8% -$212K
HOMB icon
2062
Home BancShares
HOMB
$6.21B
$2.31M ﹤0.01%
92,717
-21,619
-19% -$539K
SPOK icon
2063
Spok Holdings
SPOK
$221M
$2.3M ﹤0.01%
129,883
+10,312
+9% +$185K
MCS icon
2064
Marcus Corp
MCS
$732M
$2.29M ﹤0.01%
75,946
+13,949
+22% +$451K
VET icon
2065
Vermilion Energy
VET
$1.73B
$2.29M ﹤0.01%
72,277
+2,264
+3% +$77.7K
BRK.A icon
2066
Berkshire Hathaway Class A
BRK.A
$1.07T
$2.29M ﹤0.01%
9
-2
-18% -$499K
KRO icon
2067
KRONOS Worldwide
KRO
$761M
$2.29M ﹤0.01%
125,789
+6,110
+5% +$108K
DIN icon
2068
Dine Brands
DIN
$432M
$2.29M ﹤0.01%
51,984
-36,136
-41% -$1.8M
RRTS
2069
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$2.29M ﹤0.01%
12,596
+3,153
+33% +$528K
NPK icon
2070
National Presto Industries
NPK
$891M
$2.29M ﹤0.01%
20,706
-2,441
-11% -$258K
ROCK icon
2071
Gibraltar Industries
ROCK
$1.34B
$2.29M ﹤0.01%
64,171
-6,152
-9% -$217K
GOVT icon
2072
iShares US Treasury Bond ETF
GOVT
$43.6B
$2.28M ﹤0.01%
90,435
-10,065
-10% -$254K
GLDD
2073
DELISTED
Great Lakes Dredge & Dock
GLDD
$2.28M ﹤0.01%
530,451
-80,056
-13% -$349K
LBY
2074
DELISTED
Libbey, Inc.
LBY
$2.28M ﹤0.01%
282,676
+30,422
+12% +$296K
ORBK
2075
DELISTED
Orbotech Ltd
ORBK
$2.28M ﹤0.01%
69,819
-27,673
-28% -$938K
81 82
83
84 85

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NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.