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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
ATKR icon
3351
Atkore
ATKR
$2.59B
– –
-20,114
Closed -$529K
BB icon
3352
BlackBerry
BB
$5.01B
– –
-456,831
Closed -$3.54M
BBAR icon
3353
BBVA Argentina
BBAR
$3.85B
– –
-85,509
Closed -$1.57M
BHB icon
3354
Bar Harbor Bankshares
BHB
$653M
– –
-6,562
Closed -$217K
BMA icon
3355
Banco Macro
BMA
$5.7B
– –
-37,708
Closed -$3.27M
CIVI
3356
DELISTED
Civitas Resources
CIVI
– –
-2,143
Closed -$278K
CRESY
3357
Cresud
CRESY
$794M
– –
-190,637
Closed -$3.43M
CSV icon
3358
Carriage Services
CSV
$618M
– –
-48,042
Closed -$1.3M
CYBR
3359
DELISTED
CyberArk
CYBR
– –
-13,021
Closed -$662K
DON icon
3360
WisdomTree US MidCap Dividend Fund
DON
$4.03B
– –
-6,324
Closed -$206K
DWSN icon
3361
Dawson Geophysical
DWSN
$155M
– –
-12,108
Closed -$64K
DXLG icon
3362
Destination XL Group
DXLG
$34.7M
– –
-65,534
Closed -$187K
EZA icon
3363
iShares MSCI South Africa ETF
EZA
$525M
– –
-5,776
Closed -$319K
FCEL icon
3364
FuelCell Energy
FCEL
$1.7B
– –
-1,213
Closed -$600K
GGAL icon
3365
Galicia Financial Group
GGAL
$7.92B
– –
-195,452
Closed -$7.4M
GLOB icon
3366
Globant
GLOB
$1.35B
– –
-26,985
Closed -$982K
GRC icon
3367
Gorman-Rupp
GRC
$2.16B
– –
-145,654
Closed -$4.57M
IRS
3368
IRSA Inversiones y Representaciones
IRS
$1.26B
– –
-98,440
Closed -$2.32M
KNDI
3369
Kandi Technologies Group
KNDI
$65.3M
– –
-88,458
Closed -$336K
MFIC icon
3370
MidCap Financial Investment
MFIC
$784M
– –
-3,908
Closed -$77K
MMYT icon
3371
MakeMyTrip
MMYT
$4.67B
– –
-115,823
Closed -$4.01M
NDLS icon
3372
Noodles & Co
NDLS
$90.5M
– –
-1,410
Closed -$65K
NVGS icon
3373
Navigator Holdings
NVGS
$1.34B
– –
-11,656
Closed -$160K
OGEN icon
3374
Oragenics
OGEN
$2.31M
– –
-2
Closed -$13K
PAGP icon
3375
CALL
Plains GP Holdings
PAGP
$5.23B
– –
-20,584
Closed -$643K
133 134
135
136 137

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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.