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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
CAC icon
2151
Camden National
CAC
$924M
$1.98M ﹤0.01%
46,103
+2,598
+6% +$110K
COKE icon
2152
Coca-Cola Consolidated
COKE
$12.3B
$1.98M ﹤0.01%
86,390
+10,420
+14% +$225K
HCCI
2153
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$1.98M ﹤0.01%
124,282
– –
MHG
2154
DELISTED
Marine Harvest ASA
MHG
$1.97M ﹤0.01%
115,121
-1,300
-1% -$22.2K
RSO
2155
DELISTED
Resource Capital Corp.
RSO
$1.97M ﹤0.01%
193,604
+28,104
+17% +$270K
TRTN
2156
DELISTED
Triton International Limited
TRTN
$1.97M ﹤0.01%
58,835
-41,934
-42% -$1.24M
WMC
2157
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$1.96M ﹤0.01%
19,056
-2,300
-11% -$236K
CARB
2158
DELISTED
Carbonite Inc
CARB
$1.96M ﹤0.01%
89,847
+41,576
+86% +$855K
TWI icon
2159
Titan International
TWI
$516M
$1.96M ﹤0.01%
163,060
-32,267
-17% -$348K
HLIT icon
2160
Harmonic Inc
HLIT
$1.21B
$1.96M ﹤0.01%
372,364
-7,593
-2% -$40.8K
SHI
2161
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$1.96M ﹤0.01%
36,527
-156
-0.4% -$8.75K
SHOP icon
2162
Shopify
SHOP
$148B
$1.95M ﹤0.01%
224,190
-21,650
-9% -$183K
PRTY
2163
DELISTED
Party City Holdco Inc.
PRTY
$1.94M ﹤0.01%
124,233
-10,684
-8% -$165K
AEGN
2164
DELISTED
Aegion Corp
AEGN
$1.94M ﹤0.01%
88,758
-207,576
-70% -$4.38M
ZNH
2165
DELISTED
China Southern Airlines Company Limited
ZNH
$1.94M ﹤0.01%
46,808
+2,127
+5% +$78.6K
AXON
2166
Axon Enterprise
AXON
$40.5B
$1.93M ﹤0.01%
76,881
+8,130
+12% +$199K
RGP icon
2167
Resources Connection
RGP
$129M
$1.93M ﹤0.01%
141,105
+36,283
+35% +$493K
NEWR
2168
DELISTED
New Relic, Inc.
NEWR
$1.93M ﹤0.01%
44,910
+24,269
+118% +$1.01M
MTSC
2169
DELISTED
MTS Systems Corp
MTSC
$1.93M ﹤0.01%
37,302
+2,484
+7% +$127K
BANF icon
2170
BancFirst
BANF
$3.92B
$1.93M ﹤0.01%
39,978
+12,320
+45% +$585K
TKC icon
2171
Turkcell
TKC
$4.84B
$1.93M ﹤0.01%
235,219
-396,478
-63% -$3.3M
CSII
2172
DELISTED
Cardiovascular Systems, Inc.
CSII
$1.93M ﹤0.01%
59,854
+26,182
+78% +$798K
MGI
2173
DELISTED
MoneyGram International, Inc. New
MGI
$1.92M ﹤0.01%
111,454
-23,455
-17% -$404K
RM icon
2174
Regional Management Corp
RM
$384M
$1.92M ﹤0.01%
81,069
+33,694
+71% +$708K
MRTN icon
2175
Marten Transport
MRTN
$1.33B
$1.91M ﹤0.01%
174,335
+5,120
+3% +$51.1K
85 86
87
88 89

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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.