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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
LITE icon
1001
Lumentum
LITE
$59.4B
$9.55M 0.01%
167,479
-7,074
-4% -$379K
BMS
1002
DELISTED
Bemis
BMS
$9.55M 0.01%
206,458
-16,802
-8% -$774K
EVV
1003
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$9.55M 0.01%
+676,994
New +$9.45M
FIVE icon
1004
Five Below
FIVE
$11.2B
$9.54M 0.01%
193,228
-50,446
-21% -$2.48M
WAGE
1005
DELISTED
WageWorks, Inc.
WAGE
$9.53M 0.01%
141,813
+32,996
+30% +$2.35M
PII icon
1006
Polaris
PII
$4.15B
$9.53M 0.01%
103,278
-14,013
-12% -$1.2M
ERC
1007
Allspring Multi-Sector Income Fund
ERC
$255M
$9.49M 0.01%
+711,048
New +$9.56M
WTRG icon
1008
Essential Utilities
WTRG
$11.2B
$9.48M 0.01%
284,843
-19,699
-6% -$646K
MBFI
1009
DELISTED
MB Financial Corp
MBFI
$9.48M 0.01%
215,188
+26,252
+14% +$1.12M
BCO icon
1010
Brink's
BCO
$5.02B
$9.47M 0.01%
141,343
+27,930
+25% +$1.72M
CFFN icon
1011
Capitol Federal Financial
CFFN
$1.08B
$9.45M 0.01%
665,194
+10,347
+2% +$148K
MOH icon
1012
Molina Healthcare
MOH
$10.3B
$9.43M 0.01%
136,337
-23,668
-15% -$1.45M
DRH icon
1013
Diamondrock Hospitality Co
DRH
$2.63B
$9.43M 0.01%
860,900
+52,750
+7% +$590K
CSRA
1014
DELISTED
CSRA Inc.
CSRA
$9.43M 0.01%
296,854
+141,553
+91% +$4.24M
HWC icon
1015
Hancock Whitney
HWC
$6.13B
$9.42M 0.01%
192,266
+6,074
+3% +$286K
RAMP icon
1016
LiveRamp
RAMP
$2.29B
$9.4M 0.01%
361,948
-14,024
-4% -$381K
BLD
1017
DELISTED
TopBuild
BLD
$9.4M 0.01%
177,078
+22,149
+14% +$1.13M
PDM
1018
Piedmont Realty Trust
PDM
$1.22B
$9.37M 0.01%
444,279
+18,877
+4% +$408K
ABCO
1019
DELISTED
Advisory Board Co
ABCO
$9.37M 0.01%
181,840
+41,018
+29% +$2.06M
LCI
1020
DELISTED
Lannett Company, Inc.
LCI
$9.36M 0.01%
114,656
-15,270
-12% -$1.33M
TRP icon
1021
TC Energy
TRP
$73.5B
$9.35M 0.01%
196,073
+25,155
+15% +$1.18M
CALD
1022
DELISTED
Callidus Software, Inc.
CALD
$9.32M 0.01%
385,193
-40,980
-10% -$888K
LPX icon
1023
Louisiana-Pacific
LPX
$5.2B
$9.32M 0.01%
386,471
-130,808
-25% -$3.19M
DNB
1024
DELISTED
Dun & Bradstreet
DNB
$9.29M 0.01%
85,876
+21,807
+34% +$2.34M
ITT icon
1025
ITT
ITT
$17.5B
$9.24M 0.01%
230,060
+6,428
+3% +$256K
39 40
41
42 43

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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.