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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
AKAM icon
726
Akamai
AKAM
$16.8B
$15.2M 0.02%
304,760
-34,229
-10% -$1.81M
SIGI icon
727
Selective Insurance
SIGI
$5.74B
$15.2M 0.02%
303,266
+10,125
+3% +$500K
CDK
728
DELISTED
CDK Global, Inc.
CDK
$15.2M 0.02%
244,209
+14,409
+6% +$904K
AVT icon
729
Avnet
AVT
$7.33B
$15.1M 0.02%
388,425
-90,274
-19% -$3.58M
SLGN icon
730
Silgan Holdings
SLGN
$4.91B
$15.1M 0.02%
474,963
+135,773
+40% +$4.19M
ORAN
731
DELISTED
Orange
ORAN
$15.1M 0.02%
943,998
-88,133
-9% -$1.43M
MKTAY
732
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$15.1M 0.02%
406,704
+228,261
+128% +$8.46M
XPO icon
733
XPO
XPO
$25B
$15.1M 0.02%
674,637
+191,956
+40% +$3.59M
RA
734
Brookfield Real Assets Income Fund
RA
$703M
$15.1M 0.02%
+649,630
New +$15.2M
FNB icon
735
FNB Corp
FNB
$6.78B
$14.9M 0.02%
1,055,539
-295,067
-22% -$4.15M
GDOT icon
736
Green Dot
GDOT
$753M
$14.9M 0.02%
386,903
-26,802
-6% -$968K
AIV
737
Aimco
AIV
$380M
$14.9M 0.02%
2,599,899
+427,025
+20% +$2.49M
SRCL
738
DELISTED
Stericycle Inc
SRCL
$14.9M 0.02%
194,730
+11,556
+6% +$949K
SNI
739
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$14.9M 0.02%
217,562
+72,549
+50% +$5.11M
SHG icon
740
Shinhan Financial Group
SHG
$33.6B
$14.9M 0.02%
341,488
+29,592
+9% +$1.28M
CVSA
741
Covista Inc
CVSA
$3.94B
$14.8M 0.02%
390,355
-34,936
-8% -$1.3M
VER
742
DELISTED
VEREIT, Inc.
VER
$14.8M 0.02%
363,742
+32,649
+10% +$1.35M
AOD
743
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$14.8M 0.02%
+1,701,198
New +$14.6M
RJF icon
744
Raymond James Financial
RJF
$32.5B
$14.8M 0.02%
276,156
+30,247
+12% +$1.52M
COHR
745
DELISTED
Coherent Inc
COHR
$14.7M 0.02%
65,520
-7,560
-10% -$1.74M
ICLR icon
746
Icon
ICLR
$12.8B
$14.7M 0.02%
150,544
+9,743
+7% +$862K
MRVL icon
747
Marvell Technology
MRVL
$174B
$14.7M 0.02%
890,951
+43,629
+5% +$705K
CYH icon
748
Community Health Systems
CYH
$385M
$14.7M 0.02%
1,477,686
+251,106
+20% +$2.3M
IGSB icon
749
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$14.7M 0.02%
279,276
-346,440
-55% -$18.2M
COO icon
750
Cooper Companies
COO
$13.7B
$14.6M 0.02%
244,096
+25,536
+12% +$1.39M
28 29
30
31 32

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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.