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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
ACIW icon
1151
ACI Worldwide
ACIW
$5.72B
$7.89M 0.01%
352,919
+68,285
+24% +$1.53M
SPIL
1152
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$7.89M 0.01%
989,406
-17,491
-2% -$142K
DBD
1153
DELISTED
Diebold Nixdorf Incorporated
DBD
$7.87M 0.01%
281,137
+1,094
+0.4% +$30.3K
EGBN icon
1154
Eagle Bancorp
EGBN
$867M
$7.85M 0.01%
124,073
-11,023
-8% -$659K
STMP
1155
DELISTED
Stamps.com, Inc.
STMP
$7.84M 0.01%
50,628
+8,821
+21% +$1.11M
PTEN icon
1156
Patterson-UTI
PTEN
$3.87B
$7.8M 0.01%
386,507
+598
+0.2% +$13K
INFO
1157
DELISTED
IHS Markit Ltd. Common Shares
INFO
$7.8M 0.01%
177,091
-37,475
-17% -$1.67M
BCE icon
1158
BCE
BCE
$19.9B
$7.79M 0.01%
172,995
+22,346
+15% +$1.01M
ATI icon
1159
ATI
ATI
$27B
$7.79M 0.01%
457,875
-31,230
-6% -$525K
NBR icon
1160
Nabors Industries
NBR
$1.23B
$7.77M 0.01%
19,099
+4,594
+32% +$2.31M
HMN icon
1161
Horace Mann Educators
HMN
$2.1B
$7.72M 0.01%
204,151
+19,210
+10% +$740K
OGS icon
1162
ONE Gas
OGS
$5.05B
$7.7M 0.01%
110,337
+457
+0.4% +$31.9K
FSLR icon
1163
First Solar
FSLR
$21.8B
$7.69M 0.01%
192,881
-7,004
-4% -$238K
SNV
1164
DELISTED
Synovus
SNV
$7.67M 0.01%
173,348
+2,232
+1% +$93.8K
PE
1165
DELISTED
PARSLEY ENERGY INC
PE
$7.67M 0.01%
276,301
+101,407
+58% +$3.02M
DMC
1166
Del Monte Corp
DMC
$1.35B
$7.64M 0.01%
150,037
+329
+0.2% +$17.9K
TAL icon
1167
TAL Education Group
TAL
$5.71B
$7.63M 0.01%
374,490
-14,106
-4% -$277K
ABM icon
1168
ABM Industries
ABM
$2.8B
$7.62M 0.01%
183,619
+546
+0.3% +$23.2K
BFAM icon
1169
Bright Horizons
BFAM
$3.99B
$7.62M 0.01%
98,742
-2,800
-3% -$213K
AGR
1170
DELISTED
Avangrid, Inc.
AGR
$7.57M 0.01%
171,364
+36,437
+27% +$1.62M
FLIR
1171
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$7.52M 0.01%
217,053
+6,222
+3% +$227K
RRX icon
1172
Regal Rexnord
RRX
$14.2B
$7.51M 0.01%
92,071
-5,878
-6% -$465K
CAMP
1173
DELISTED
CalAmp Corp.
CAMP
$7.48M 0.01%
16,003
-5,034
-24% -$2.14M
AXE
1174
DELISTED
Anixter International Inc
AXE
$7.48M 0.01%
95,666
-8,313
-8% -$649K
AUO
1175
DELISTED
AU Optronics Corp
AUO
$7.48M 0.01%
1,640,212
-30,753
-2% -$123K
45 46
47
48 49

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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.