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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
S
1126
DELISTED
Sprint Corporation
S
$8.13M 0.01%
990,024
+606
+0.1% +$5.04K
BOH icon
1127
Bank of Hawaii
BOH
$3.33B
$8.13M 0.01%
97,951
+1,844
+2% +$149K
AVNS icon
1128
Avanos Medical
AVNS
$1.17B
$8.13M 0.01%
206,867
-3,111
-1% -$118K
NYRT
1129
DELISTED
New York REIT, Inc.
NYRT
$8.11M 0.01%
93,886
+51,057
+119% +$4.63M
KAMN
1130
DELISTED
Kaman Corp
KAMN
$8.11M 0.01%
162,626
+18,292
+13% +$890K
ITRI icon
1131
Itron
ITRI
$3.73B
$8.09M 0.01%
119,344
-47,470
-28% -$3.11M
NSR
1132
DELISTED
Neustar Inc
NSR
$8.08M 0.01%
242,372
+16,355
+7% +$543K
GIL icon
1133
Gildan
GIL
$9.25B
$8.08M 0.01%
263,001
+20,640
+9% +$593K
ACCO icon
1134
Acco Brands
ACCO
$369M
$8.07M 0.01%
692,561
-88,737
-11% -$1.1M
SMG icon
1135
ScottsMiracle-Gro
SMG
$4.03B
$8.07M 0.01%
90,172
+3,278
+4% +$296K
DCI icon
1136
Donaldson
DCI
$10.8B
$8.06M 0.01%
176,948
-7,954
-4% -$366K
TRUE
1137
DELISTED
TrueCar
TRUE
$8.03M 0.01%
402,716
-26,777
-6% -$462K
TTWO icon
1138
Take-Two Interactive
TTWO
$43B
$8M 0.01%
108,987
-47,286
-30% -$3.24M
RNP icon
1139
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$7.99M 0.01%
+384,699
New +$7.77M
EAT icon
1140
Brinker International
EAT
$8.02B
$7.98M 0.01%
209,479
+13,107
+7% +$545K
CENTA icon
1141
Central Garden & Pet Co Class A
CENTA
$2.41B
$7.98M 0.01%
332,284
-87,435
-21% -$2.24M
FLOW
1142
DELISTED
SPX FLOW, Inc.
FLOW
$7.97M 0.01%
216,131
-11,828
-5% -$437K
TDY icon
1143
Teledyne Technologies
TDY
$30.4B
$7.97M 0.01%
62,408
+6,229
+11% +$807K
ENR icon
1144
Energizer
ENR
$1.44B
$7.95M 0.01%
165,648
-38,610
-19% -$2.1M
JD icon
1145
JD.com
JD
$40.8B
$7.95M 0.01%
202,672
-62,482
-24% -$2.36M
NGVT icon
1146
Ingevity
NGVT
$2.55B
$7.95M 0.01%
138,485
-10,654
-7% -$627K
MRCY icon
1147
Mercury Systems
MRCY
$6.2B
$7.95M 0.01%
188,832
-7,301
-4% -$287K
FNF icon
1148
Fidelity National Financial
FNF
$13.9B
$7.94M 0.01%
255,092
-14,367
-5% -$414K
IPGP icon
1149
IPG Photonics
IPGP
$3.89B
$7.93M 0.01%
54,621
-14,479
-21% -$1.94M
SJR
1150
DELISTED
Shaw Communications Inc.
SJR
$7.91M 0.01%
363,183
+33,962
+10% +$730K
44 45
46
47 48

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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.