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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
LEG icon
676
Leggett & Platt
LEG
$1.52B
$16.9M 0.02%
321,748
+25,158
+8% +$1.31M
MLM icon
677
Martin Marietta Materials
MLM
$33.6B
$16.8M 0.02%
75,657
+77
+0.1% +$17.4K
SLG icon
678
SL Green Realty
SLG
$3.88B
$16.8M 0.02%
164,253
+8,304
+5% +$846K
UFS
679
DELISTED
DOMTAR CORPORATION (New)
UFS
$16.8M 0.02%
437,846
+27,397
+7% +$1.03M
IT icon
680
Gartner
IT
$9.41B
$16.8M 0.02%
136,128
+9,803
+8% +$1.14M
SU icon
681
Suncor Energy
SU
$77.7B
$16.8M 0.02%
574,224
+42,882
+8% +$1.32M
SC
682
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$16.8M 0.02%
1,313,432
+21,819
+2% +$265K
DBRG icon
683
DigitalBridge
DBRG
$2.94B
$16.8M 0.02%
297,267
-37,661
-11% -$2.05M
AOS icon
684
A.O. Smith
AOS
$8.38B
$16.7M 0.02%
297,083
-101,168
-25% -$5.46M
AJG icon
685
Arthur J. Gallagher & Co
AJG
$63.7B
$16.7M 0.02%
291,886
+44,155
+18% +$2.5M
NOK icon
686
Nokia
NOK
$50.8B
$16.7M 0.02%
2,710,432
+510,957
+23% +$3.06M
MITSY
687
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$16.6M 0.02%
58,177
+1,507
+3% +$431K
MAT icon
688
Mattel
MAT
$4.17B
$16.6M 0.02%
771,863
-8,710
-1% -$197K
RENX
689
DELISTED
RELX N.V.
RENX
$16.6M 0.02%
802,697
+97,334
+14% +$1.94M
HRL icon
690
Hormel Foods
HRL
$13.9B
$16.6M 0.02%
486,539
+39,660
+9% +$1.37M
MFC icon
691
Manulife Financial
MFC
$72.6B
$16.6M 0.02%
884,163
+91,055
+11% +$1.61M
SANM icon
692
Sanmina
SANM
$11.2B
$16.6M 0.02%
434,976
-326
-0.1% -$12.4K
ALE
693
DELISTED
Allete
ALE
$16.5M 0.02%
229,738
-37,821
-14% -$2.68M
SPR
694
DELISTED
Spirit AeroSystems
SPR
$16.5M 0.02%
284,072
-9,236
-3% -$519K
PKX icon
695
POSCO
PKX
$15.8B
$16.5M 0.02%
262,909
+11,019
+4% +$664K
BDJ icon
696
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$16.4M 0.02%
+1,869,176
New +$16.2M
ACHC icon
697
Acadia Healthcare
ACHC
$3.17B
$16.4M 0.02%
333,100
+60,224
+22% +$2.67M
X
698
DELISTED
US Steel
X
$16.4M 0.02%
742,822
+69,666
+10% +$1.65M
NJ
699
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$16.4M 0.02%
642,193
+58,490
+10% +$1.5M
KB icon
700
KB Financial Group
KB
$41.2B
$16.4M 0.02%
325,365
-8,886
-3% -$414K
26 27
28
29 30

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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.