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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
KCG
1226
DELISTED
KCG Holdings, Inc.
KCG
$6.96M 0.01%
349,157
+18,709
+6% +$363K
DCT
1227
DELISTED
DCT Industrial Trust Inc.
DCT
$6.95M 0.01%
130,097
-42,665
-25% -$2.23M
CPF icon
1228
Central Pacific Financial
CPF
$997M
$6.94M 0.01%
220,465
-54,777
-20% -$1.7M
AWC
1229
DELISTED
Alumina Ltd
AWC
$6.93M 0.01%
1,171,167
+217,796
+23% +$1.29M
NWN icon
1230
Northwest Natural Holdings
NWN
$2.17B
$6.93M 0.01%
115,818
+2,471
+2% +$149K
WEX icon
1231
WEX
WEX
$6.11B
$6.92M 0.01%
66,332
+1,723
+3% +$177K
RLJ icon
1232
RLJ Lodging Trust
RLJ
$1.87B
$6.91M 0.01%
347,656
+29,009
+9% +$621K
TFSL icon
1233
TFS Financial
TFSL
$5.1B
$6.91M 0.01%
446,365
-68,479
-13% -$1.11M
ROL icon
1234
Rollins
ROL
$18.6B
$6.89M 0.01%
380,966
+53,609
+16% +$961K
CRI icon
1235
Carter's
CRI
$1.43B
$6.86M 0.01%
77,083
+24,167
+46% +$2.13M
PB icon
1236
Prosperity Bancshares
PB
$8.77B
$6.82M 0.01%
106,135
-13,274
-11% -$875K
KLXI
1237
DELISTED
KLX Inc.
KLXI
$6.82M 0.01%
161,730
-7,007
-4% -$284K
MKTX icon
1238
MarketAxess Holdings
MKTX
$4.15B
$6.81M 0.01%
33,886
-1,991
-6% -$381K
FAF icon
1239
First American
FAF
$7.67B
$6.81M 0.01%
152,429
+4,077
+3% +$172K
VEDL
1240
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$6.81M 0.01%
438,506
+54,570
+14% +$816K
FR icon
1241
First Industrial Realty Trust
FR
$8.88B
$6.8M 0.01%
237,626
-804
-0.3% -$22.9K
RDN icon
1242
Radian Group
RDN
$5.14B
$6.8M 0.01%
415,887
+27,086
+7% +$463K
LKSD
1243
DELISTED
LSC Communications, Inc.
LKSD
$6.79M 0.01%
317,480
+193,859
+157% +$4.43M
RCI icon
1244
Rogers Communications
RCI
$17.7B
$6.79M 0.01%
143,875
+30,910
+27% +$1.43M
BGS icon
1245
B&G Foods
BGS
$285M
$6.78M 0.01%
190,437
+77,296
+68% +$3.07M
COR
1246
DELISTED
Coresite Realty Corporation
COR
$6.78M 0.01%
65,479
-972
-1% -$97.5K
MTOR
1247
DELISTED
MERITOR, Inc.
MTOR
$6.76M 0.01%
406,834
-27,114
-6% -$446K
GFI icon
1248
Gold Fields
GFI
$29.2B
$6.76M 0.01%
1,941,707
-109,494
-5% -$396K
WSO icon
1249
Watsco Inc
WSO
$14.9B
$6.75M 0.01%
43,804
+21,773
+99% +$3.11M
ILG
1250
DELISTED
ILG, Inc Common Stock
ILG
$6.75M 0.01%
245,696
+2,295
+0.9% +$58.1K
48 49
50
51 52

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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.