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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
SPWR
2276
DELISTED
SunPower Corporation Common Stock
SPWR
$1.66M ﹤0.01%
270,552
+37,478
+16% +$184K
QTS
2277
DELISTED
QTS REALTY TRUST, INC.
QTS
$1.65M ﹤0.01%
31,612
-9,365
-23% -$485K
SUP
2278
DELISTED
Superior Industries International
SUP
$1.65M ﹤0.01%
80,262
-23,233
-22% -$483K
LDL
2279
DELISTED
Lydall, Inc.
LDL
$1.65M ﹤0.01%
31,849
+6,743
+27% +$347K
BNED icon
2280
Barnes & Noble Education
BNED
$412M
$1.65M ﹤0.01%
1,548
-47
-3% -$47.1K
UEIC icon
2281
Universal Electronics
UEIC
$57.2M
$1.65M ﹤0.01%
24,623
+4,098
+20% +$272K
KEYW
2282
DELISTED
The KEYW Holding Corporation
KEYW
$1.65M ﹤0.01%
175,947
+10,572
+6% +$96K
PRMW
2283
DELISTED
Primo Water Corporation
PRMW
$1.64M ﹤0.01%
129,022
+1,556
+1% +$19.3K
CACQ
2284
DELISTED
Caesars Acquisition Company
CACQ
$1.63M ﹤0.01%
85,444
+30,234
+55% +$536K
RBA icon
2285
RB Global
RBA
$20.8B
$1.63M ﹤0.01%
56,624
+3,558
+7% +$110K
PERY
2286
DELISTED
Perry Ellis International Inc
PERY
$1.63M ﹤0.01%
83,554
+16,472
+25% +$323K
TBX icon
2287
ProShares Short 7-10 Year Treasury
TBX
$15.8M
$1.62M ﹤0.01%
57,363
-1,573
-3% -$44.4K
ONTO icon
2288
Onto Innovation
ONTO
$13.6B
$1.62M ﹤0.01%
63,990
-1,095
-2% -$30.9K
CUTR
2289
DELISTED
Cutera, Inc.
CUTR
$1.62M ﹤0.01%
+62,450
New +$1.36M
WSBC icon
2290
WesBanco
WSBC
$3.95B
$1.6M ﹤0.01%
40,514
+4,450
+12% +$173K
SMHI icon
2291
SEACOR Marine Holdings
SMHI
$216M
$1.6M ﹤0.01%
+78,540
New +$1.5M
SRCI
2292
DELISTED
SRC Energy Inc
SRCI
$1.6M ﹤0.01%
237,556
+39,889
+20% +$293K
KNL
2293
DELISTED
Knoll, Inc.
KNL
$1.6M ﹤0.01%
79,704
-29,050
-27% -$653K
RESI
2294
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1.59M ﹤0.01%
123,094
-17,546
-12% -$249K
GOOD
2295
Gladstone Commercial Corp
GOOD
$627M
$1.59M ﹤0.01%
72,995
-27,460
-27% -$586K
KGC icon
2296
Kinross Gold
KGC
$28.5B
$1.59M ﹤0.01%
390,148
-105,328
-21% -$419K
SODA
2297
DELISTED
SodaStream International Ltd
SODA
$1.59M ﹤0.01%
29,656
-3,866
-12% -$205K
ICHR icon
2298
Ichor Holdings
ICHR
$3.02B
$1.58M ﹤0.01%
+78,574
New +$1.67M
EVH icon
2299
Evolent Health
EVH
$475M
$1.58M ﹤0.01%
62,295
+52,746
+552% +$1.27M
EMB icon
2300
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$1.57M ﹤0.01%
13,716
+103
+0.8% +$11.8K
90 91
92
93 94

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NIPH
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AF
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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
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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.