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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
GLF
3476
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
– –
-169,693
Closed -$59K
CQH
3477
DELISTED
Cheniere Energy Partners LP Holdings LLC
CQH
– –
-12,308
Closed -$301K
ARLZ
3478
DELISTED
Aralez Pharmaceuticals Inc.
ARLZ
– –
-37,907
Closed -$81K
NEE.PRG.CL
3479
DELISTED
Nextera Energy Capital Holdings
NEE.PRG.CL
– –
-11,264
Closed -$284K
TCF.PRB.CL
3480
DELISTED
TCF Financial Corporation
TCF.PRB.CL
– –
-10,446
Closed -$266K
PSA.PRT.CL
3481
DELISTED
Public Storage
PSA.PRT.CL
– –
-9,513
Closed -$239K
PL.PRC.CL
3482
DELISTED
Protective Life Corp
PL.PRC.CL
– –
-9,367
Closed -$238K
MGR.CL
3483
DELISTED
Affiliated Managers Group Inc
MGR.CL
– –
-8,739
Closed -$223K
WNR
3484
DELISTED
Western Refining Inc
WNR
– –
-279,013
Closed -$9.79M
FBRC
3485
DELISTED
FBR & Co. Common Stock
FBRC
– –
-135,871
Closed -$2.45M
CFNL
3486
DELISTED
Cardinal Financial Corp
CFNL
– –
-41,122
Closed -$1.23M
AIRM
3487
DELISTED
Air Methods Corp
AIRM
– –
-163,163
Closed -$7.02M
WWAV
3488
DELISTED
The WhiteWave Foods Company
WWAV
– –
-187,036
Closed -$10.5M
ETP
3489
DELISTED
Energy Transfer Partners L.p.
ETP
– –
-68,261
Closed -$2.49M
136 137 138 139
140

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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.