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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
TCOM icon
1051
Trip.com Group
TCOM
$27.5B
$8.88M 0.01%
164,968
-458,870
-74% -$24.3M
APOG icon
1052
Apogee Enterprises
APOG
$850M
$8.88M 0.01%
156,300
-42,988
-22% -$2.36M
CLF icon
1053
Cleveland-Cliffs
CLF
$6.81B
$8.88M 0.01%
1,283,778
-303,179
-19% -$2.01M
UMC icon
1054
United Microelectronic
UMC
$48.9B
$8.88M 0.01%
3,640,951
-148,472
-4% -$299K
MNDT
1055
DELISTED
Mandiant, Inc. Common Stock
MNDT
$8.88M 0.01%
583,835
+88,741
+18% +$1.26M
TKR icon
1056
Timken Company
TKR
$9.82B
$8.86M 0.01%
191,549
-53,710
-22% -$2.47M
MDSO
1057
DELISTED
Medidata Solutions, Inc.
MDSO
$8.85M 0.01%
113,222
+21,646
+24% +$1.51M
AHL
1058
DELISTED
ASPEN Insurance Holding Limited
AHL
$8.85M 0.01%
177,602
+36,823
+26% +$1.87M
ZD icon
1059
Ziff Davis
ZD
$1.9B
$8.85M 0.01%
119,606
+422
+0.4% +$31.5K
PFPT
1060
DELISTED
Proofpoint, Inc.
PFPT
$8.85M 0.01%
101,878
-14,322
-12% -$1.18M
AMTD
1061
DELISTED
TD Ameritrade Holding Corp
AMTD
$8.83M 0.01%
205,405
-12,123
-6% -$471K
RIG icon
1062
Transocean
RIG
$5.92B
$8.83M 0.01%
1,072,725
-53,648
-5% -$548K
ADNT icon
1063
Adient
ADNT
$1.6B
$8.81M 0.01%
134,826
-5,546
-4% -$377K
DECK icon
1064
Deckers Outdoor
DECK
$13.3B
$8.81M 0.01%
774,696
+215,124
+38% +$2.24M
CGNX icon
1065
Cognex
CGNX
$10.3B
$8.79M 0.01%
207,106
+43,534
+27% +$1.93M
MKSI icon
1066
MKS Inc
MKSI
$22.2B
$8.79M 0.01%
130,540
-33,207
-20% -$2.52M
LAD icon
1067
Lithia Motors
LAD
$7.78B
$8.75M 0.01%
92,844
+2,409
+3% +$218K
BRX icon
1068
Brixmor Property Group
BRX
$9.95B
$8.74M 0.01%
489,112
+238,744
+95% +$4.63M
SIRI icon
1069
SiriusXM
SIRI
$10B
$8.74M 0.01%
159,801
-9,380
-6% -$479K
EXEL icon
1070
Exelixis
EXEL
$13.9B
$8.72M 0.01%
354,212
-1,298
-0.4% -$27.5K
XHR
1071
Xenia Hotels & Resorts
XHR
$1.98B
$8.72M 0.01%
450,022
+140,697
+45% +$2.57M
NDSN icon
1072
Nordson
NDSN
$16.5B
$8.71M 0.01%
71,826
-2,389
-3% -$292K
WAL icon
1073
Western Alliance Bancorporation
WAL
$9.07B
$8.71M 0.01%
177,086
-15,868
-8% -$755K
VLY icon
1074
Valley National Bancorp
VLY
$7.93B
$8.71M 0.01%
737,293
+35,732
+5% +$418K
MYGN icon
1075
Myriad Genetics
MYGN
$530M
$8.69M 0.01%
336,234
+81,611
+32% +$1.73M
41 42
43
44 45

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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.