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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
EFSC icon
2351
Enterprise Financial Services Corp
EFSC
$2.41B
$1.42M ﹤0.01%
34,857
-8,101
-19% -$337K
BLDR icon
2352
Builders FirstSource
BLDR
$7.84B
$1.42M ﹤0.01%
92,664
+28,762
+45% +$430K
HIFR
2353
DELISTED
InfraREIT, Inc.
HIFR
$1.42M ﹤0.01%
74,166
+31,035
+72% +$590K
FPO
2354
DELISTED
First Potomac Realty Trust
FPO
$1.42M ﹤0.01%
127,681
+9,355
+8% +$102K
ANGO icon
2355
AngioDynamics
ANGO
$562M
$1.42M ﹤0.01%
87,276
-14,496
-14% -$229K
AXGN icon
2356
Axogen
AXGN
$2.1B
$1.41M ﹤0.01%
84,396
+73,553
+678% +$992K
ITG
2357
DELISTED
Investment Technology Group Inc
ITG
$1.41M ﹤0.01%
66,562
+8,286
+14% +$169K
RAIL icon
2358
FreightCar America
RAIL
$275M
$1.41M ﹤0.01%
81,280
-48,323
-37% -$753K
ORN icon
2359
Orion Group Holdings
ORN
$514M
$1.41M ﹤0.01%
189,059
+5,192
+3% +$38.8K
OPB
2360
DELISTED
Opus Bank Common Stock
OPB
$1.41M ﹤0.01%
58,328
+16,264
+39% +$358K
AUY
2361
DELISTED
Yamana Gold, Inc.
AUY
$1.41M ﹤0.01%
580,604
-155,172
-21% -$419K
RYZ
2362
Ryerson Holding Corp
RYZ
$1.6B
$1.41M ﹤0.01%
142,406
-45,119
-24% -$479K
LAZ icon
2363
Lazard
LAZ
$4.37B
$1.41M ﹤0.01%
30,368
-9,464
-24% -$424K
PFSI icon
2364
PennyMac Financial
PFSI
$4.38B
$1.41M ﹤0.01%
84,188
+54,460
+183% +$900K
BWG
2365
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.4M ﹤0.01%
106,148
+65,175
+159% +$856K
USPH icon
2366
US Physical Therapy
USPH
$1.14B
$1.4M ﹤0.01%
23,239
-1,936
-8% -$124K
KERX
2367
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$1.4M ﹤0.01%
194,138
+1,156
+0.6% +$7.22K
CNH
2368
CNH Industrial
CNH
$13.8B
$1.4M ﹤0.01%
141,420
-411
-0.3% -$3.88K
RUTH
2369
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.4M ﹤0.01%
64,347
+13,150
+26% +$277K
ENV
2370
DELISTED
ENVESTNET, INC.
ENV
$1.4M ﹤0.01%
35,317
-42,263
-54% -$1.52M
LE icon
2371
Lands' End
LE
$361M
$1.39M ﹤0.01%
93,427
-20,220
-18% -$385K
GS.PRJ
2372
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.39M ﹤0.01%
49,394
-6,627
-12% -$182K
SUBC
2373
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.39M ﹤0.01%
102,711
+18,423
+22% +$249K
WB icon
2374
Weibo
WB
$1.9B
$1.39M ﹤0.01%
20,837
-481
-2% -$31.2K
BGFV
2375
DELISTED
Big 5 Sporting Goods
BGFV
$1.38M ﹤0.01%
105,749
+7,139
+7% +$102K
93 94
95
96 97

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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.