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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
CMP icon
1176
Compass Minerals
CMP
$1.24B
$7.47M 0.01%
114,465
+125
+0.1% +$8.32K
ALV icon
1177
Autoliv
ALV
$8.6B
$7.47M 0.01%
94,431
-30,250
-24% -$2.29M
CPS icon
1178
Cooper-Standard Automotive
CPS
$504M
$7.47M 0.01%
74,030
-9,545
-11% -$1.02M
OMCL icon
1179
Omnicell
OMCL
$1.86B
$7.46M 0.01%
173,201
+27,922
+19% +$1.16M
CASY icon
1180
Casey's General Stores
CASY
$31.9B
$7.44M 0.01%
69,503
+6,469
+10% +$722K
CORE
1181
DELISTED
Core Mark Holding Co., Inc.
CORE
$7.44M 0.01%
225,112
+7,919
+4% +$269K
NUVA
1182
DELISTED
NuVasive, Inc.
NUVA
$7.43M 0.01%
96,624
+21,865
+29% +$1.63M
LHO
1183
DELISTED
LaSalle Hotel Properties
LHO
$7.43M 0.01%
249,328
-26,764
-10% -$786K
B
1184
Barrick Mining
B
$62.2B
$7.39M 0.01%
464,618
-15,286
-3% -$262K
WSM icon
1185
Williams-Sonoma
WSM
$26.7B
$7.39M 0.01%
304,786
+10,354
+4% +$264K
OHI icon
1186
Omega Healthcare
OHI
$15.4B
$7.37M 0.01%
223,122
+36,798
+20% +$1.22M
PRI icon
1187
Primerica
PRI
$9.81B
$7.35M 0.01%
97,069
-34,966
-26% -$2.74M
ELUX
1188
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$7.34M 0.01%
111,416
+12,373
+12% +$815K
GCI
1189
DELISTED
Gannett Co., Inc
GCI
$7.29M 0.01%
835,956
-124,288
-13% -$1.03M
KMPR icon
1190
Kemper
KMPR
$1.7B
$7.28M 0.01%
188,518
-39,105
-17% -$1.53M
PLCE icon
1191
Children's Place
PLCE
$53.6M
$7.27M 0.01%
71,213
-17,134
-19% -$1.88M
TRCO
1192
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$7.27M 0.01%
178,243
+11,409
+7% +$447K
UVV icon
1193
Universal Corp
UVV
$1.34B
$7.26M 0.01%
112,197
+2,157
+2% +$150K
HXL icon
1194
Hexcel
HXL
$8.32B
$7.25M 0.01%
137,305
-2,946
-2% -$152K
CPE
1195
DELISTED
Callon Petroleum Company
CPE
$7.24M 0.01%
68,244
+32,552
+91% +$3.82M
EOD
1196
Allspring Global Dividend Opportunity Fund
EOD
$276M
$7.24M 0.01%
+1,182,347
New +$7.23M
IVR icon
1197
Invesco Mortgage Capital
IVR
$776M
$7.24M 0.01%
43,300
+1,892
+5% +$306K
CTB
1198
DELISTED
Cooper Tire & Rubber Co.
CTB
$7.23M 0.01%
200,333
-4,887
-2% -$189K
LXP icon
1199
LXP Industrial Trust
LXP
$3.53B
$7.22M 0.01%
145,649
+12,298
+9% +$614K
ABEV icon
1200
Ambev
ABEV
$47.3B
$7.21M 0.01%
1,313,982
-2,524,528
-66% -$14.4M
46 47
48
49 50

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AF
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MCM
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PSUF
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IA
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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.