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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
WIT icon
1076
Wipro
WIT
$18.5B
$8.66M 0.01%
4,440,123
+332,016
+8% +$635K
RITM icon
1077
Rithm Capital
RITM
$5.09B
$8.65M 0.01%
555,885
+28,486
+5% +$471K
IGD
1078
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$8.65M 0.01%
+1,143,728
New +$8.5M
CVG
1079
DELISTED
Convergys
CVG
$8.64M 0.01%
363,203
+65,381
+22% +$1.52M
WR
1080
DELISTED
Westar Energy Inc
WR
$8.63M 0.01%
162,733
-20,887
-11% -$1.11M
OVV icon
1081
Ovintiv
OVV
$17.5B
$8.63M 0.01%
196,016
-2,373
-1% -$123K
SCCO icon
1082
Southern Copper
SCCO
$141B
$8.6M 0.01%
267,988
-1,335,402
-83% -$43.3M
LFC
1083
DELISTED
China Life Insurance Company Ltd.
LFC
$8.6M 0.01%
560,421
+36,374
+7% +$563K
SNX icon
1084
TD Synnex
SNX
$19.4B
$8.59M 0.01%
143,238
+5,020
+4% +$281K
ASB icon
1085
Associated Banc-Corp
ASB
$5.81B
$8.57M 0.01%
339,948
+30,395
+10% +$747K
ODFL icon
1086
Old Dominion Freight Line
ODFL
$48.5B
$8.57M 0.01%
269,811
-1,695
-0.6% -$49.9K
WCC
1087
WESCO International
WCC
$16.2B
$8.57M 0.01%
149,499
-16,747
-10% -$1.04M
AEIS icon
1088
Advanced Energy
AEIS
$12.2B
$8.55M 0.01%
132,201
+1,995
+2% +$146K
WDAY icon
1089
Workday
WDAY
$33.4B
$8.55M 0.01%
88,166
+10,506
+14% +$981K
TLS
1090
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$8.54M 0.01%
517,187
-169,777
-25% -$2.8M
ERIE icon
1091
Erie Indemnity
ERIE
$11.7B
$8.52M 0.01%
68,116
+1,159
+2% +$140K
HA
1092
DELISTED
Hawaiian Holdings, Inc.
HA
$8.5M 0.01%
181,074
+23,501
+15% +$1.2M
LAMR icon
1093
Lamar Advertising Co
LAMR
$16.2B
$8.49M 0.01%
115,379
-2,047
-2% -$147K
TTM
1094
DELISTED
Tata Motors Limited
TTM
$8.49M 0.01%
257,149
-79,978
-24% -$2.8M
HIW icon
1095
Highwoods Properties
HIW
$3.71B
$8.46M 0.01%
166,918
-41,856
-20% -$2.14M
RGLD icon
1096
Royal Gold
RGLD
$17.1B
$8.46M 0.01%
108,249
+20,310
+23% +$1.53M
CLH icon
1097
Clean Harbors
CLH
$16.1B
$8.46M 0.01%
151,557
-1,494
-1% -$85.9K
GNTX icon
1098
Gentex
GNTX
$4.88B
$8.45M 0.01%
445,510
-49,104
-10% -$957K
NUS icon
1099
Nu Skin
NUS
$247M
$8.44M 0.01%
134,329
+22,919
+21% +$1.31M
ASH icon
1100
Ashland
ASH
$3.04B
$8.44M 0.01%
128,000
-139,320
-52% -$8.86M
42 43
44
45 46

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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.