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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
K
326
DELISTED
Kellanova
K
$45.7M 0.05%
700,356
+187,851
+37% +$12.6M
TDG icon
327
TransDigm Group
TDG
$69.2B
$45.4M 0.05%
168,996
+88,559
+110% +$22.5M
ALLY icon
328
Ally Financial
ALLY
$13.1B
$45.4M 0.05%
2,173,679
-414,507
-16% -$8.14M
PUK icon
329
Prudential
PUK
$36.5B
$45.1M 0.05%
1,010,053
+39,752
+4% +$1.72M
BEN icon
330
Franklin Resources
BEN
$16.9B
$45.1M 0.05%
1,006,256
+224,918
+29% +$9.61M
VOD icon
331
Vodafone
VOD
$34.9B
$45M 0.05%
1,565,276
+279,389
+22% +$7.78M
FDS icon
332
Factset
FDS
$9.04B
$44.6M 0.05%
268,100
+89,615
+50% +$14.7M
LBTYK icon
333
Liberty Global Class C
LBTYK
$3.25B
$44.5M 0.05%
1,427,591
+6,366
+0.4% +$199K
GT icon
334
Goodyear
GT
$2.07B
$44.4M 0.05%
1,269,994
+602,085
+90% +$20.7M
ABB
335
DELISTED
ABB Ltd
ABB
$44.3M 0.05%
1,777,959
+33,496
+2% +$822K
SRE icon
336
Sempra
SRE
$60.8B
$44.1M 0.05%
781,714
-6,296
-0.8% -$356K
MTB icon
337
M&T Bank
MTB
$36.2B
$44M 0.05%
271,619
+4,663
+2% +$736K
CNP icon
338
CenterPoint Energy
CNP
$29.1B
$43.9M 0.05%
1,604,703
+557,894
+53% +$15.7M
DGX icon
339
Quest Diagnostics
DGX
$25.1B
$43.8M 0.05%
394,168
+103,562
+36% +$10.9M
BBWI icon
340
Bath & Body Works
BBWI
$4.01B
$43.8M 0.05%
1,004,498
+500,806
+99% +$20.5M
LDOS icon
341
Leidos
LDOS
$14.1B
$43.7M 0.05%
845,916
+12,332
+1% +$657K
CA
342
DELISTED
CA, Inc.
CA
$43.4M 0.05%
1,259,188
+341,588
+37% +$11.1M
ULTA icon
343
Ulta Beauty
ULTA
$20.4B
$43.4M 0.05%
151,025
+89,174
+144% +$26M
VIAB
344
DELISTED
Viacom Inc. Class B
VIAB
$43.4M 0.05%
1,291,364
+483,399
+60% +$18.4M
AYI icon
345
Acuity Brands
AYI
$9.89B
$43.3M 0.05%
213,019
+154,599
+265% +$27.3M
IDXX icon
346
Idexx Laboratories
IDXX
$43B
$43.1M 0.05%
266,974
+122,184
+84% +$19.8M
WY icon
347
Weyerhaeuser
WY
$17.3B
$43.1M 0.05%
1,285,732
+159,185
+14% +$5.36M
PNW icon
348
Pinnacle West Capital
PNW
$12.9B
$42.9M 0.05%
504,289
+107,473
+27% +$9.26M
DLTR icon
349
Dollar Tree
DLTR
$23.1B
$42.9M 0.05%
613,768
+141,515
+30% +$10.9M
VTR icon
350
Ventas
VTR
$48.9B
$42.9M 0.05%
617,631
+90,626
+17% +$6.03M
12 13
14
15 16

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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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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.