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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
NBIS
1876
Nebius Group N.V.
NBIS
$47.7B
$3.01M ﹤0.01%
114,857
-1,684,682
-94% -$43.9M
GFF icon
1877
Griffon
GFF
$4.16B
$3.01M ﹤0.01%
137,230
+4,314
+3% +$99.2K
CLW icon
1878
Clearwater Paper
CLW
$271M
$3.01M ﹤0.01%
64,417
-14,963
-19% -$723K
AU icon
1879
AngloGold Ashanti
AU
$40.3B
$3.01M ﹤0.01%
309,622
-254,429
-45% -$2.9M
MTUS icon
1880
Metallus
MTUS
$873M
$3M ﹤0.01%
195,410
-38,814
-17% -$575K
ADEA icon
1881
Adeia
ADEA
$2.86B
$3M ﹤0.01%
380,003
+67,261
+22% +$568K
AROC icon
1882
Archrock
AROC
$6.33B
$2.99M ﹤0.01%
262,312
-7,683
-3% -$88K
IGR
1883
CBRE Global Real Estate Income Fund
IGR
$712M
$2.99M ﹤0.01%
+386,778
New +$2.95M
VIVO
1884
DELISTED
Meridian Bioscience Inc
VIVO
$2.98M ﹤0.01%
189,164
+28,888
+18% +$416K
SLCA
1885
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.98M ﹤0.01%
83,894
-52,448
-38% -$2.06M
FRME icon
1886
First Merchants
FRME
$2.72B
$2.97M ﹤0.01%
73,924
+23,982
+48% +$967K
ERF
1887
DELISTED
Enerplus Corporation
ERF
$2.96M ﹤0.01%
365,184
-95,103
-21% -$750K
CHDN icon
1888
Churchill Downs
CHDN
$6.03B
$2.96M ﹤0.01%
97,032
+17,442
+22% +$494K
BGC
1889
DELISTED
General Cable Corporation
BGC
$2.96M ﹤0.01%
181,312
-1
-0% -$17
AGC
1890
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$2.96M ﹤0.01%
+475,229
New +$2.96M
BKE icon
1891
Buckle
BKE
$2.19B
$2.96M ﹤0.01%
166,198
+35,450
+27% +$632K
FELE icon
1892
Franklin Electric
FELE
$4.67B
$2.96M ﹤0.01%
71,416
-164,143
-70% -$6.59M
IGIB icon
1893
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.3B
$2.95M ﹤0.01%
53,764
-34
-0.1% -$1.86K
MATV icon
1894
Mativ Holdings
MATV
$448M
$2.95M ﹤0.01%
79,168
+1,346
+2% +$53.2K
MOD icon
1895
Modine Manufacturing
MOD
$12.8B
$2.94M ﹤0.01%
177,583
+60,884
+52% +$830K
CHCO icon
1896
City Holding Co
CHCO
$1.97B
$2.94M ﹤0.01%
44,598
-844
-2% -$55.9K
EZPW icon
1897
Ezcorp Inc
EZPW
$1.82B
$2.94M ﹤0.01%
381,591
-15,652
-4% -$136K
EOCC
1898
DELISTED
Enel Generacion Chile S.A.
EOCC
$2.94M ﹤0.01%
129,720
-80,478
-38% -$1.87M
RDC
1899
DELISTED
Rowan Companies Plc
RDC
$2.93M ﹤0.01%
286,263
-58,450
-17% -$766K
CHU
1900
DELISTED
China Unicom (HONG KONG) Limited
CHU
$2.92M ﹤0.01%
195,503
+4,334
+2% +$60.3K
74 75
76
77 78

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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.