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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
LPLA icon
776
LPL Financial
LPLA
$26.3B
$14.1M 0.02%
332,078
-14,107
-4% -$573K
SR icon
777
Spire
SR
$4.92B
$14M 0.02%
201,344
+18,357
+10% +$1.28M
SEE
778
DELISTED
Sealed Air
SEE
$14M 0.02%
313,222
+42,009
+15% +$1.85M
FNSR
779
DELISTED
Finisar Corp
FNSR
$14M 0.02%
539,637
+274,093
+103% +$6.83M
DAN icon
780
Dana Inc
DAN
$2.91B
$14M 0.02%
626,703
-90,344
-13% -$1.83M
MXIM
781
DELISTED
Maxim Integrated Products
MXIM
$14M 0.02%
311,359
-51,389
-14% -$2.36M
BHC icon
782
Bausch Health
BHC
$1.65B
$14M 0.02%
807,319
+391,917
+94% +$4.7M
ATR icon
783
AptarGroup
ATR
$8.45B
$14M 0.02%
160,688
-5,881
-4% -$484K
MUSA icon
784
Murphy USA
MUSA
$11.3B
$13.9M 0.02%
188,015
-7,267
-4% -$508K
AGO icon
785
Assured Guaranty
AGO
$3.78B
$13.9M 0.02%
333,347
+39,504
+13% +$1.56M
CIG icon
786
CEMIG Preferred Shares
CIG
$6.09B
$13.9M 0.02%
11,369,536
-1,496,436
-12% -$1.98M
CNO icon
787
CNO Financial Group
CNO
$4.97B
$13.9M 0.02%
665,513
+53,093
+9% +$1.1M
SKX
788
DELISTED
Skechers
SKX
$13.8M 0.02%
469,124
+191,471
+69% +$4.95M
AKRX
789
DELISTED
Akorn Inc
AKRX
$13.8M 0.02%
411,765
-582,240
-59% -$19M
FBIN icon
790
Fortune Brands Innovations
FBIN
$6.12B
$13.8M 0.02%
247,081
+28,658
+13% +$1.55M
CAR icon
791
Avis
CAR
$5.63B
$13.8M 0.02%
504,788
+21,382
+4% +$551K
GNW icon
792
Genworth Financial
GNW
$3.8B
$13.7M 0.02%
3,639,854
+134,220
+4% +$509K
GRFS
793
Grifois
GRFS
$5.16B
$13.7M 0.02%
647,822
+4,126
+0.6% +$86.4K
SCM
794
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$13.7M 0.02%
281,869
+43,978
+18% +$2.13M
WES
795
DELISTED
Western Gas Partners Lp
WES
$13.6M 0.02%
+243,241
New +$13.8M
TRMB icon
796
Trimble
TRMB
$12.3B
$13.6M 0.02%
380,773
-111,569
-23% -$3.87M
RGC
797
DELISTED
Regal Entertainment Group
RGC
$13.6M 0.02%
663,469
+234,482
+55% +$4.97M
VE
798
DELISTED
VEOLIA ENVIRONNEMENT
VE
$13.5M 0.02%
638,008
+21,149
+3% +$449K
AA icon
799
Alcoa
AA
$11.7B
$13.5M 0.02%
414,411
+45,386
+12% +$1.47M
MMS icon
800
Maximus
MMS
$3.14B
$13.5M 0.02%
215,955
-31,559
-13% -$1.96M
30 31
32
33 34

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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.