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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
INVA icon
2251
Innoviva
INVA
$1.58B
$1.73M ﹤0.01%
135,126
+4,219
+3% +$52.9K
VSAT icon
2252
Viasat
VSAT
$9.79B
$1.73M ﹤0.01%
26,100
+910
+4% +$59.8K
IPAR icon
2253
Interparfums
IPAR
$3.92B
$1.73M ﹤0.01%
47,102
-1,666
-3% -$59.8K
ALX
2254
Alexander's
ALX
$1.4B
$1.73M ﹤0.01%
4,093
+2,378
+139% +$1.01M
NHS
2255
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$1.72M ﹤0.01%
+144,955
New +$1.73M
AVXS
2256
DELISTED
AveXis, Inc. Common Stock
AVXS
$1.72M ﹤0.01%
20,943
+598
+3% +$44.8K
TILE icon
2257
Interface
TILE
$1.91B
$1.72M ﹤0.01%
87,447
+12,565
+17% +$247K
CSTE icon
2258
Caesarstone
CSTE
$72.3M
$1.72M ﹤0.01%
48,943
+5,192
+12% +$195K
MHO icon
2259
M/I Homes
MHO
$3.83B
$1.71M ﹤0.01%
59,981
+20,011
+50% +$544K
USNA icon
2260
Usana Health Sciences
USNA
$394M
$1.7M ﹤0.01%
26,562
+2,347
+10% +$145K
NSLR
2261
Neostellar Capital Corp
NSLR
$262M
$1.7M ﹤0.01%
466,360
+651
+0.1% +$2.46K
REXR icon
2262
Rexford Industrial Realty
REXR
$8.7B
$1.69M ﹤0.01%
61,572
+8,074
+15% +$210K
PAG icon
2263
Penske Automotive Group
PAG
$14.3B
$1.68M ﹤0.01%
38,357
-22,194
-37% -$978K
MSFG
2264
DELISTED
MainSource Financial Group Inc
MSFG
$1.68M ﹤0.01%
50,266
+6,270
+14% +$208K
PSMT icon
2265
Pricesmart
PSMT
$5.75B
$1.68M ﹤0.01%
19,202
-881
-4% -$77.4K
TTEC icon
2266
TTEC Holdings
TTEC
$103M
$1.68M ﹤0.01%
41,066
-11,183
-21% -$405K
WWE
2267
DELISTED
World Wrestling Entertainment
WWE
$1.68M ﹤0.01%
82,223
+12,987
+19% +$269K
ZG icon
2268
Zillow
ZG
$7.02B
$1.67M ﹤0.01%
34,282
+2,235
+7% +$93.5K
WMS icon
2269
Advanced Drainage Systems
WMS
$10.9B
$1.67M ﹤0.01%
83,237
-209,238
-72% -$4.49M
EXTN
2270
DELISTED
Exterran Corporation
EXTN
$1.67M ﹤0.01%
62,662
+1,972
+3% +$55.9K
FOR icon
2271
Forestar Group
FOR
$1.44B
$1.67M ﹤0.01%
97,350
-28,412
-23% -$424K
EVBG
2272
DELISTED
Everbridge, Inc. Common Stock
EVBG
$1.67M ﹤0.01%
68,399
+48,712
+247% +$1.16M
BOKF icon
2273
BOK Financial
BOKF
$8.64B
$1.66M ﹤0.01%
19,777
-3,610
-15% -$294K
LNN icon
2274
Lindsay Corp
LNN
$1.16B
$1.66M ﹤0.01%
18,609
-59,011
-76% -$5.08M
NHC icon
2275
National Healthcare
NHC
$3.53B
$1.66M ﹤0.01%
23,626
-3,518
-13% -$251K
89 90
91
92 93

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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.