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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
ETP
501
DELISTED
Energy Transfer Partners, L.P.
ETP
$26.7M 0.03%
1,310,975
-51,704
-4% -$1.15M
GAP
502
The Gap Inc
GAP
$6.84B
$26.7M 0.03%
1,214,112
+447,393
+58% +$10.6M
MAS icon
503
Masco
MAS
$16B
$26.6M 0.03%
696,563
+110,060
+19% +$4.03M
CTXS
504
DELISTED
Citrix Systems Inc
CTXS
$26.6M 0.03%
333,709
+49,351
+17% +$4.09M
CS
505
DELISTED
Credit Suisse Group
CS
$26.3M 0.03%
1,803,478
+86,952
+5% +$1.26M
NGG icon
506
National Grid
NGG
$81.9B
$26.3M 0.03%
473,124
+15,453
+3% +$944K
L icon
507
Loews
L
$24.3B
$26.1M 0.03%
557,610
+102,447
+23% +$4.8M
BNS icon
508
Scotiabank
BNS
$106B
$26M 0.03%
432,258
+48,348
+13% +$2.77M
CF icon
509
CF Industries
CF
$19.2B
$25.9M 0.03%
926,244
+338,828
+58% +$9.33M
MGA icon
510
Magna International
MGA
$17.9B
$25.8M 0.03%
557,537
-81,463
-13% -$3.54M
TFX icon
511
Teleflex
TFX
$5.85B
$25.8M 0.03%
124,056
-6,367
-5% -$1.28M
MFG icon
512
Mizuho Financial
MFG
$129B
$25.6M 0.03%
6,988,826
+873,660
+14% +$3.16M
WPZ
513
DELISTED
Williams Partners L.P.
WPZ
$25.6M 0.03%
637,105
+472,764
+288% +$18.9M
PRA
514
DELISTED
ProAssurance
PRA
$25.5M 0.03%
419,618
+3,045
+0.7% +$183K
VMC icon
515
Vulcan Materials
VMC
$36.3B
$25.5M 0.03%
200,961
+22,396
+13% +$2.81M
NCLH icon
516
Norwegian Cruise Line
NCLH
$8.89B
$25.4M 0.03%
468,752
-340,483
-42% -$17.6M
DT
517
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$25.4M 0.03%
1,412,186
+114,741
+9% +$2.07M
GL icon
518
Globe Life
GL
$13.5B
$25.4M 0.03%
332,034
-43,939
-12% -$3.34M
CAJ
519
DELISTED
Canon, Inc.
CAJ
$25.4M 0.03%
745,495
+89,871
+14% +$3.02M
OC icon
520
Owens Corning
OC
$11.5B
$25.3M 0.03%
378,699
+1,552
+0.4% +$97.3K
AKZOY
521
DELISTED
Akzo Nobel NV
AKZOY
$25.3M 0.03%
871,275
-111,391
-11% -$3.23M
PACW
522
DELISTED
PacWest Bancorp
PACW
$25.3M 0.03%
540,944
+106,903
+25% +$5.21M
AV
523
DELISTED
Aviva Plc
AV
$25.2M 0.03%
1,823,621
+13,773
+0.8% +$191K
NI icon
524
NiSource
NI
$22.4B
$25M 0.03%
984,815
+84,877
+9% +$2.12M
AEL
525
DELISTED
American Equity Investment Life Holding Company
AEL
$24.9M 0.03%
949,362
-19,340
-2% -$471K
19 20
21
22 23

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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
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.