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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
IBN icon
751
ICICI Bank
IBN
$106B
$14.6M 0.02%
1,624,430
-2,294,573
-59% -$19.4M
OII icon
752
Oceaneering
OII
$5.25B
$14.6M 0.02%
637,131
-410,390
-39% -$10.4M
HHH icon
753
Howard Hughes
HHH
$3.93B
$14.6M 0.02%
124,251
-16,671
-12% -$1.97M
ALLE icon
754
Allegion
ALLE
$13B
$14.5M 0.02%
178,584
+16,900
+10% +$1.32M
RVTY icon
755
Revvity
RVTY
$12.3B
$14.5M 0.02%
212,354
+48,444
+30% +$3.01M
BRCD
756
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$14.5M 0.02%
1,146,541
-63,097
-5% -$795K
STWD icon
757
Starwood Property Trust
STWD
$6.12B
$14.5M 0.02%
645,443
-206,986
-24% -$4.63M
GRMN
758
Garmin
GRMN
$46.9B
$14.4M 0.02%
282,683
+14,184
+5% +$727K
GWR
759
DELISTED
Genesee & Wyoming Inc.
GWR
$14.4M 0.02%
210,848
+38,710
+22% +$2.56M
LUX
760
DELISTED
Luxottica Group
LUX
$14.4M 0.02%
247,094
+5,681
+2% +$331K
STLD icon
761
Steel Dynamics
STLD
$35.6B
$14.4M 0.02%
402,003
-92,800
-19% -$3.21M
DLX icon
762
Deluxe
DLX
$1.19B
$14.4M 0.02%
207,726
+8,696
+4% +$606K
J icon
763
Jacobs Solutions
J
$15.9B
$14.3M 0.02%
318,574
+78,523
+33% +$3.49M
BGC icon
764
BGC Group
BGC
$5.58B
$14.3M 0.02%
1,762,645
+558,915
+46% +$4.18M
EXR icon
765
Extra Space Storage
EXR
$31.2B
$14.3M 0.02%
183,319
+32,829
+22% +$2.52M
IDA icon
766
Idacorp
IDA
$8.23B
$14.3M 0.02%
167,498
+15,602
+10% +$1.34M
CHE icon
767
Chemed
CHE
$6.78B
$14.3M 0.02%
69,739
+2,577
+4% +$513K
NOW icon
768
ServiceNow
NOW
$102B
$14.2M 0.02%
672,080
+5,865
+0.9% +$115K
SKYW icon
769
Skywest
SKYW
$4.11B
$14.2M 0.02%
405,061
-13,519
-3% -$475K
MIC
770
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$14.2M 0.02%
181,135
+13,870
+8% +$1.09M
ARDC
771
Are Dynamic Credit Allocation Fund
ARDC
$297M
$14.2M 0.02%
+868,103
New +$14M
UMPQ
772
DELISTED
Umpqua Holdings Corp
UMPQ
$14.2M 0.02%
772,322
+136,277
+21% +$2.42M
MNK
773
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$14.2M 0.02%
316,096
+155,468
+97% +$6.82M
R icon
774
Ryder
R
$10.3B
$14.2M 0.02%
196,611
+43,081
+28% +$2.98M
PDCO
775
DELISTED
Patterson Companies, Inc.
PDCO
$14.1M 0.02%
300,662
+70,339
+31% +$3.17M
29 30
31
32 33

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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.