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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
ON icon
926
ON Semiconductor
ON
$33.8B
$11M 0.01%
784,835
-76,990
-9% -$1.16M
CNX icon
927
CNX Resources
CNX
$4.85B
$11M 0.01%
883,064
+7,519
+0.9% +$97K
CACC icon
928
Credit Acceptance
CACC
$6B
$10.9M 0.01%
42,577
+2,494
+6% +$547K
GLPI icon
929
Gaming and Leisure Properties
GLPI
$12.8B
$10.9M 0.01%
290,595
+35,999
+14% +$1.29M
JGH icon
930
Nuveen Global High Income Fund
JGH
$348M
$10.9M 0.01%
+646,345
New +$10.8M
LBTYA icon
931
Liberty Global Class A
LBTYA
$3.31B
$10.9M 0.01%
338,981
+84,762
+33% +$2.71M
B
932
DELISTED
Barnes Group Inc.
B
$10.9M 0.01%
185,902
-17,635
-9% -$974K
WBD icon
933
Warner Bros
WBD
$64.6B
$10.8M 0.01%
419,630
+27,029
+7% +$732K
INFY icon
934
Infosys
INFY
$45B
$10.8M 0.01%
1,441,728
-2,708,764
-65% -$20.3M
IHG icon
935
InterContinental Hotels
IHG
$23B
$10.8M 0.01%
184,983
+16,082
+10% +$926K
IBKC
936
DELISTED
IBERIABANK Corp
IBKC
$10.8M 0.01%
132,250
+9,725
+8% +$772K
OGE icon
937
OGE Energy
OGE
$10.3B
$10.8M 0.01%
309,082
-72,444
-19% -$2.53M
KMT icon
938
Kennametal
KMT
$2.68B
$10.7M 0.01%
286,655
-96,952
-25% -$3.79M
BURL icon
939
Burlington
BURL
$22B
$10.7M 0.01%
116,361
+5,727
+5% +$551K
ULTI
940
DELISTED
Ultimate Software Group Inc
ULTI
$10.7M 0.01%
50,911
-1,981
-4% -$417K
DAR icon
941
Darling Ingredients
DAR
$9.93B
$10.7M 0.01%
677,828
+30,035
+5% +$464K
CY
942
DELISTED
Cypress Semiconductor
CY
$10.7M 0.01%
781,573
-255,351
-25% -$3.48M
EQC
943
DELISTED
Equity Commonwealth
EQC
$10.6M 0.01%
336,844
-26,040
-7% -$823K
SWN
944
DELISTED
Southwestern Energy Company
SWN
$10.6M 0.01%
1,742,538
+388,009
+29% +$2.68M
TRGP icon
945
Targa Resources
TRGP
$60.4B
$10.6M 0.01%
234,381
+32,679
+16% +$1.64M
GGB icon
946
Gerdau
GGB
$9.44B
$10.6M 0.01%
4,376,277
-1,504,973
-26% -$3.56M
OFG icon
947
OFG Bancorp
OFG
$2.21B
$10.6M 0.01%
1,057,692
+33,139
+3% +$348K
NWG icon
948
NatWest
NWG
$71.5B
$10.6M 0.01%
1,503,522
+122,107
+9% +$854K
TDS icon
949
Telephone and Data Systems
TDS
$3.91B
$10.6M 0.01%
380,453
+64,441
+20% +$1.77M
NFJ
950
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$10.5M 0.01%
+803,342
New +$10.6M
36 37
38
39 40

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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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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.