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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
PBI icon
851
Pitney Bowes
PBI
$2.42B
$12.4M 0.01%
820,918
-105,396
-11% -$1.54M
FL
852
DELISTED
Foot Locker
FL
$12.3M 0.01%
250,574
+31,412
+14% +$2.04M
AAWW
853
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$12.3M 0.01%
236,619
+5,260
+2% +$277K
TDC icon
854
Teradata
TDC
$2.68B
$12.3M 0.01%
417,730
-97,871
-19% -$2.87M
COTY icon
855
Coty
COTY
$2.33B
$12.3M 0.01%
655,632
-64,397
-9% -$1.19M
THG icon
856
Hanover Insurance
THG
$7.63B
$12.3M 0.01%
138,554
-28,911
-17% -$2.49M
NFX
857
DELISTED
Newfield Exploration
NFX
$12.3M 0.01%
431,294
+93,811
+28% +$3.09M
AMX icon
858
America Movil
AMX
$78.1B
$12.3M 0.01%
770,866
-3,557,325
-82% -$55.2M
TEX icon
859
Terex
TEX
$7.98B
$12.3M 0.01%
327,199
-89,699
-22% -$3.03M
PAY
860
DELISTED
Verifone Systems Inc
PAY
$12.3M 0.01%
676,894
+14,855
+2% +$268K
GOLD
861
DELISTED
Randgold Resources Ltd
GOLD
$12.2M 0.01%
138,274
+11,176
+9% +$1.02M
THC icon
862
Tenet Healthcare
THC
$20.1B
$12.2M 0.01%
632,365
+120,379
+24% +$2.1M
WRB icon
863
W.R. Berkley
WRB
$28B
$12.2M 0.01%
595,340
-109,063
-15% -$2.21M
CEO
864
DELISTED
CNOOC Limited
CEO
$12.2M 0.01%
111,378
-11,693
-10% -$1.34M
BLKB icon
865
Blackbaud
BLKB
$1.5B
$12.2M 0.01%
141,723
-11,945
-8% -$980K
CM icon
866
Canadian Imperial Bank of Commerce
CM
$107B
$12.1M 0.01%
299,326
+23,370
+8% +$944K
LII icon
867
Lennox International
LII
$18.8B
$12.1M 0.01%
66,068
+2,308
+4% +$402K
NWSA icon
868
News Corp Class A
NWSA
$14.5B
$12.1M 0.01%
885,324
+36,923
+4% +$483K
MUI
869
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$12.1M 0.01%
+862,806
New +$12.1M
FCFS icon
870
FirstCash
FCFS
$8.55B
$12.1M 0.01%
207,454
+26,233
+14% +$1.39M
BOE icon
871
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$12.1M 0.01%
+912,369
New +$11.9M
LFUS icon
872
Littelfuse
LFUS
$10.2B
$12.1M 0.01%
73,157
-12,716
-15% -$2.04M
BIT icon
873
BlackRock Multi-Sector Income Trust
BIT
$696M
$12.1M 0.01%
+665,052
New +$11.8M
PLAY icon
874
Dave & Buster's
PLAY
$343M
$12.1M 0.01%
181,288
+25,456
+16% +$1.67M
WW
875
DELISTED
WW International
WW
$12.1M 0.01%
360,638
-42,139
-10% -$1.02M
33 34
35
36 37

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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.