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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
IJH icon
1101
iShares Core S&P Mid-Cap ETF
IJH
$123B
$8.43M 0.01%
242,355
+49,990
+26% +$1.73M
SFR
1102
DELISTED
Starwood Waypoint Homes
SFR
$8.42M 0.01%
245,471
-73,529
-23% -$2.53M
GHY
1103
PGIM Global High Yield Fund
GHY
$478M
$8.42M 0.01%
+566,640
New +$8.54M
NWE icon
1104
NorthWestern Energy
NWE
$4.48B
$8.41M 0.01%
137,780
-2,141
-2% -$131K
CW icon
1105
Curtiss-Wright
CW
$27.7B
$8.39M 0.01%
91,379
+6,524
+8% +$588K
MGLN
1106
DELISTED
Magellan Health Services, Inc.
MGLN
$8.39M 0.01%
115,036
+3,498
+3% +$246K
ASX icon
1107
ASE Group
ASX
$80.8B
$8.37M 0.01%
1,327,113
+62,052
+5% +$389K
MOG.A icon
1108
Moog Inc Class A
MOG.A
$13B
$8.34M 0.01%
116,263
+4,089
+4% +$283K
TWTR
1109
DELISTED
Twitter, Inc.
TWTR
$8.33M 0.01%
466,333
+10,439
+2% +$178K
QCP
1110
DELISTED
Quality Care Properties, Inc.
QCP
$8.32M 0.01%
454,462
+277,856
+157% +$4.99M
TMIC
1111
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$8.32M 0.01%
161,349
+13,173
+9% +$679K
LECO icon
1112
Lincoln Electric
LECO
$13.8B
$8.31M 0.01%
90,264
-9,094
-9% -$818K
WAFD icon
1113
WaFd
WAFD
$2.72B
$8.28M 0.01%
249,364
+34,395
+16% +$1.14M
LULU icon
1114
lululemon athletica
LULU
$13B
$8.25M 0.01%
138,320
+70,356
+104% +$3.66M
GEF icon
1115
Greif
GEF
$4.47B
$8.23M 0.01%
147,601
-9,681
-6% -$548K
BT
1116
DELISTED
BT Group plc (ADR)
BT
$8.23M 0.01%
424,096
-219,120
-34% -$4.32M
DORM icon
1117
Dorman Products
DORM
$4.01B
$8.21M 0.01%
99,149
+10,134
+11% +$827K
RHP icon
1118
Ryman Hospitality Properties
RHP
$8.4B
$8.2M 0.01%
128,175
-1,287
-1% -$82K
CNA icon
1119
CNA Financial
CNA
$14.5B
$8.19M 0.01%
167,977
+28,393
+20% +$1.3M
BN icon
1120
Brookfield
BN
$102B
$8.19M 0.01%
585,076
+56,811
+11% +$764K
OZK icon
1121
Bank OZK
OZK
$5.49B
$8.19M 0.01%
174,633
-9,481
-5% -$451K
EVR icon
1122
Evercore
EVR
$13.1B
$8.18M 0.01%
116,083
-17,667
-13% -$1.28M
AVP
1123
DELISTED
Avon Products, Inc.
AVP
$8.17M 0.01%
2,148,958
-108,792
-5% -$425K
TIME
1124
DELISTED
Time Inc.
TIME
$8.15M 0.01%
567,898
+99,469
+21% +$1.49M
SPXC icon
1125
SPX Corp
SPXC
$11B
$8.13M 0.01%
323,042
-27,524
-8% -$687K
43 44
45
46 47

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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.