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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
BERY
976
DELISTED
Berry Global Group, Inc.
BERY
$10.1M 0.01%
193,831
-36,118
-16% -$1.81M
AAN.A
977
DELISTED
The Aaron's Company Inc Class A
AAN.A
$10.1M 0.01%
260,588
+38,316
+17% +$1.49M
JACK icon
978
Jack in the Box
JACK
$278M
$10.1M 0.01%
102,485
-16,026
-14% -$1.65M
THS
979
DELISTED
Treehouse Foods
THS
$10M 0.01%
122,891
-7,001
-5% -$573K
HCSG icon
980
Healthcare Services Group
HCSG
$1.56B
$10M 0.01%
214,209
-6,384
-3% -$295K
EHC icon
981
Encompass Health
EHC
$11.2B
$10M 0.01%
260,171
+47,522
+22% +$1.74M
AVNT icon
982
Avient
AVNT
$3.45B
$10M 0.01%
258,251
+31,730
+14% +$1.18M
FLEX icon
983
Flex
FLEX
$43.4B
$9.99M 0.01%
812,991
-67,353
-8% -$834K
TGI
984
DELISTED
Triumph Group
TGI
$9.96M 0.01%
315,042
-78,312
-20% -$2.18M
EHI
985
Western Asset Global High Income Fund
EHI
$175M
$9.93M 0.01%
+987,221
New +$10.1M
RNG icon
986
RingCentral
RNG
$4.05B
$9.81M 0.01%
268,447
+102,898
+62% +$3.4M
WDR
987
DELISTED
Waddell & Reed Financial, Inc.
WDR
$9.78M 0.01%
518,183
+20,374
+4% +$358K
CSGP icon
988
CoStar Group
CSGP
$11.3B
$9.77M 0.01%
370,430
+51,030
+16% +$1.24M
SWX icon
989
Southwest Gas
SWX
$6.74B
$9.75M 0.01%
133,451
-19,228
-13% -$1.54M
EON
990
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$9.75M 0.01%
1,036,997
+191,627
+23% +$1.8M
AWI icon
991
Armstrong World Industries
AWI
$6.86B
$9.74M 0.01%
211,681
-10,954
-5% -$491K
TOL icon
992
Toll Brothers
TOL
$14B
$9.72M 0.01%
245,906
+7,148
+3% +$267K
PF
993
DELISTED
Pinnacle Foods, Inc.
PF
$9.71M 0.01%
163,527
-15,072
-8% -$901K
GPOR
994
DELISTED
Gulfport Energy Corp.
GPOR
$9.68M 0.01%
655,913
+119,088
+22% +$1.82M
BX icon
995
Blackstone
BX
$104B
$9.65M 0.01%
289,367
-6,815
-2% -$214K
BHE icon
996
Benchmark Electronics
BHE
$2.91B
$9.64M 0.01%
298,547
+38,514
+15% +$1.24M
IDTI
997
DELISTED
Integrated Device Technology I
IDTI
$9.64M 0.01%
373,700
+22,117
+6% +$538K
AVK
998
Advent Convertible and Income Fund
AVK
$544M
$9.6M 0.01%
+610,510
New +$9.48M
TTC icon
999
Toro Company
TTC
$8.93B
$9.6M 0.01%
138,518
-89,129
-39% -$5.95M
ACH
1000
Accendra Health
ACH
$240M
$9.57M 0.01%
297,448
+19,735
+7% +$648K
38 39
40
41 42

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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.