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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
BIG
576
DELISTED
Big Lots, Inc.
BIG
$21.5M 0.03%
445,173
-25,125
-5% -$1.22M
PBF icon
577
PBF Energy
PBF
$7.29B
$21.5M 0.03%
964,630
+96,144
+11% +$2.06M
JWN
578
DELISTED
Nordstrom
JWN
$21.4M 0.03%
448,457
+163,826
+58% +$7.45M
O icon
579
Realty Income
O
$61.2B
$21.3M 0.03%
398,624
+10,909
+3% +$604K
KIM icon
580
Kimco Realty
KIM
$17.6B
$21.2M 0.03%
1,157,830
+370,372
+47% +$7.26M
CPN
581
DELISTED
Calpine Corporation
CPN
$21.1M 0.03%
1,560,488
-44,369
-3% -$534K
SPLS
582
DELISTED
Staples Inc
SPLS
$21.1M 0.03%
2,096,032
+997,938
+91% +$9.33M
OI icon
583
O-I Glass
OI
$1.39B
$21M 0.03%
879,249
-37,544
-4% -$825K
BR icon
584
Broadridge
BR
$17.2B
$21M 0.03%
277,479
-28,068
-9% -$2.03M
SNPS icon
585
Synopsys
SNPS
$71.5B
$20.9M 0.03%
287,256
-144,410
-33% -$10.6M
HOG icon
586
Harley-Davidson
HOG
$2.68B
$20.9M 0.03%
387,071
+101,720
+36% +$5.66M
ALGN icon
587
Align Technology
ALGN
$12B
$20.9M 0.03%
138,996
-22,411
-14% -$3.04M
WPP icon
588
WPP
WPP
$4.04B
$20.9M 0.03%
197,820
+13,341
+7% +$1.45M
UTHR icon
589
United Therapeutics
UTHR
$26.3B
$20.7M 0.02%
159,691
-8,943
-5% -$1.12M
NSANY
590
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$20.7M 0.02%
1,036,251
+105,329
+11% +$2.1M
CIT
591
DELISTED
CIT Group Inc.
CIT
$20.6M 0.02%
423,923
-8,035
-2% -$369K
BBBY
592
DELISTED
Bed Bath & Beyond Inc
BBBY
$20.5M 0.02%
674,624
-108,036
-14% -$3.9M
PBH icon
593
Prestige Consumer Healthcare
PBH
$2.35B
$20.5M 0.02%
388,226
-17,175
-4% -$920K
NAD icon
594
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$20.5M 0.02%
+1,460,123
New +$20.4M
WAB icon
595
Wabtec
WAB
$51.1B
$20.4M 0.02%
223,217
-7,289
-3% -$608K
CBT icon
596
Cabot Corp
CBT
$4.65B
$20.4M 0.02%
381,225
-130,861
-26% -$7.18M
PVH icon
597
PVH
PVH
$3.71B
$20.3M 0.02%
177,706
+69,625
+64% +$7.22M
TRN icon
598
Trinity Industries
TRN
$2.97B
$20.3M 0.02%
1,005,785
+104,391
+12% +$2M
RRC icon
599
Range Resources
RRC
$9.11B
$20.3M 0.02%
874,406
+276,254
+46% +$6.96M
PNR icon
600
Pentair
PNR
$10.2B
$20.2M 0.02%
452,327
+32,240
+8% +$1.41M
22 23
24
25 26

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MCM
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PSUF
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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.