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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
DKS icon
601
Dick's Sporting Goods
DKS
$18.4B
$20M 0.02%
502,922
+169,352
+51% +$7.64M
CNI icon
602
Canadian National Railway
CNI
$78.3B
$19.9M 0.02%
245,936
-21,281
-8% -$1.62M
MAA icon
603
Mid-America Apartment Communities
MAA
$15.6B
$19.9M 0.02%
188,802
+17,578
+10% +$1.81M
TER icon
604
Teradyne
TER
$54.8B
$19.9M 0.02%
662,515
+101,247
+18% +$3.4M
VRSK icon
605
Verisk Analytics
VRSK
$26.4B
$19.8M 0.02%
234,265
+26,491
+13% +$2.14M
GGP
606
DELISTED
GGP Inc.
GGP
$19.7M 0.02%
836,182
+130,089
+18% +$3M
CPAY icon
607
Corpay
CPAY
$24.2B
$19.6M 0.02%
136,209
-172,170
-56% -$24.6M
LNT icon
608
Alliant Energy
LNT
$19.4B
$19.6M 0.02%
488,923
+58,079
+13% +$2.35M
HBI
609
DELISTED
Hanesbrands
HBI
$19.6M 0.02%
846,966
+375,893
+80% +$8.11M
JKHY icon
610
Jack Henry & Associates
JKHY
$10.7B
$19.4M 0.02%
186,939
-29,096
-13% -$2.9M
WCG
611
DELISTED
Wellcare Health Plans, Inc.
WCG
$19.4M 0.02%
108,106
-7,874
-7% -$1.3M
XYL icon
612
Xylem
XYL
$28.5B
$19.4M 0.02%
349,664
+95,062
+37% +$4.95M
MFA
613
MFA Financial
MFA
$929M
$19.3M 0.02%
575,098
+9,032
+2% +$299K
JBL icon
614
Jabil
JBL
$32.8B
$19.2M 0.02%
658,546
-19,823
-3% -$583K
BMRN icon
615
BioMarin Pharmaceuticals
BMRN
$11.5B
$19.2M 0.02%
211,467
-2,981
-1% -$271K
IART icon
616
Integra LifeSciences
IART
$1.54B
$19.2M 0.02%
351,756
-52,632
-13% -$2.51M
BWXT icon
617
BWX Technologies
BWXT
$16B
$19.2M 0.02%
393,065
+7,357
+2% +$357K
FMS icon
618
Fresenius Medical Care
FMS
$13.2B
$19.1M 0.02%
396,119
+26,553
+7% +$1.22M
NBL
619
DELISTED
Noble Energy, Inc.
NBL
$19.1M 0.02%
676,097
+68,101
+11% +$2.12M
KEYS icon
620
Keysight
KEYS
$54.5B
$19.1M 0.02%
490,232
-92,321
-16% -$3.49M
JBHT icon
621
JB Hunt Transport Services
JBHT
$27.1B
$19.1M 0.02%
208,561
+13,013
+7% +$1.15M
MDY icon
622
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
$19M 0.02%
59,929
+17
+0% +$5.35K
DASTY
623
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$19M 0.02%
212,460
+14,340
+7% +$1.28M
WTM icon
624
White Mountains Insurance
WTM
$5.47B
$19M 0.02%
21,882
-464
-2% -$403K
AAP icon
625
Advance Auto Parts
AAP
$3.37B
$19M 0.02%
162,851
-9,395
-5% -$1.29M
23 24
25
26 27

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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.