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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
ZAYO
1026
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$9.24M 0.01%
298,957
+141,141
+89% +$4.62M
ANF icon
1027
Abercrombie & Fitch
ANF
$4.17B
$9.22M 0.01%
741,083
+119,998
+19% +$1.48M
EPR icon
1028
EPR Properties
EPR
$4.86B
$9.21M 0.01%
128,140
-3,650
-3% -$266K
OLLI icon
1029
Ollie's Bargain Outlet
OLLI
$4.01B
$9.2M 0.01%
215,890
+11,792
+6% +$462K
EFII
1030
DELISTED
Electronics for Imaging
EFII
$9.2M 0.01%
194,113
+96,853
+100% +$4.62M
NSIT icon
1031
Insight Enterprises
NSIT
$3.55B
$9.18M 0.01%
229,523
+12,489
+6% +$528K
SBH icon
1032
Sally Beauty Holdings
SBH
$1.4B
$9.16M 0.01%
452,190
+31,971
+8% +$616K
TECH icon
1033
Bio-Techne
TECH
$11.2B
$9.15M 0.01%
311,524
-6,784
-2% -$185K
DISCK
1034
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$9.13M 0.01%
362,332
+230
+0.1% +$6.07K
TGNA
1035
DELISTED
TEGNA Inc
TGNA
$9.12M 0.01%
633,108
+157,867
+33% +$2.43M
KEP icon
1036
Korea Electric Power
KEP
$15.5B
$9.11M 0.01%
507,169
-84,558
-14% -$1.63M
WBC
1037
DELISTED
WABCO HOLDINGS INC.
WBC
$9.11M 0.01%
71,467
+10,310
+17% +$1.23M
WP
1038
DELISTED
Worldpay, Inc.
WP
$9.07M 0.01%
143,189
-330,836
-70% -$20.8M
CIM
1039
Chimera Investment
CIM
$1.05B
$9.01M 0.01%
161,209
-585
-0.4% -$33.8K
ALKS icon
1040
Alkermes
ALKS
$8.82B
$8.99M 0.01%
155,107
-9,850
-6% -$572K
EDU icon
1041
New Oriental
EDU
$7.84B
$8.99M 0.01%
127,497
-439,774
-78% -$30.2M
TS icon
1042
Tenaris
TS
$29.1B
$8.97M 0.01%
288,115
+1,251
+0.4% +$39.4K
CBL
1043
DELISTED
CBL& Associates Properties, Inc.
CBL
$8.97M 0.01%
1,064,018
+17,594
+2% +$151K
TECK icon
1044
Teck Resources
TECK
$29.5B
$8.96M 0.01%
517,089
+6,284
+1% +$120K
VGR
1045
DELISTED
Vector Group Ltd.
VGR
$8.95M 0.01%
685,480
-40,797
-6% -$537K
NTES icon
1046
NetEase
NTES
$76.5B
$8.93M 0.01%
148,435
-299,110
-67% -$17.2M
SCO
1047
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$8.92M 0.01%
2,208,838
+275,782
+14% +$1.11M
WPG
1048
DELISTED
Washington Prime Group Inc.
WPG
$8.92M 0.01%
118,427
+25,080
+27% +$1.89M
EEP
1049
DELISTED
Enbridge Energy Partners
EEP
$8.9M 0.01%
556,045
-76,521
-12% -$1.33M
CLB icon
1050
Core Laboratories
CLB
$538M
$8.89M 0.01%
87,757
-51,794
-37% -$5.58M
40 41
42
43 44

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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.