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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
WEN icon
876
Wendy's
WEN
$1.33B
$12M 0.01%
775,913
-115,802
-13% -$1.75M
ODP
877
DELISTED
ODP
ODP
$12M 0.01%
213,096
+12,893
+6% +$663K
DRE
878
DELISTED
Duke Realty Corp.
DRE
$12M 0.01%
428,011
-68,840
-14% -$1.93M
ARMK icon
879
Aramark
ARMK
$15B
$12M 0.01%
404,279
-33,605
-8% -$921K
RMD icon
880
ResMed
RMD
$28.3B
$11.9M 0.01%
153,038
+3,630
+2% +$260K
HDB icon
881
HDFC Bank
HDB
$119B
$11.9M 0.01%
548,012
-718,664
-57% -$15M
EQM
882
DELISTED
EQM Midstream Partners, LP
EQM
$11.9M 0.01%
159,414
-27,869
-15% -$2.08M
LOPE icon
883
Grand Canyon Education
LOPE
$3.71B
$11.9M 0.01%
151,695
+3,011
+2% +$230K
ONB icon
884
Old National Bancorp
ONB
$10.1B
$11.9M 0.01%
688,980
+72,741
+12% +$1.22M
LNG icon
885
Cheniere Energy
LNG
$56.5B
$11.8M 0.01%
243,271
-50,382
-17% -$2.4M
JBTM
886
JBT Marel
JBTM
$7.14B
$11.8M 0.01%
120,079
+15,829
+15% +$1.41M
SON icon
887
Sonoco
SON
$5.76B
$11.8M 0.01%
228,636
-8,610
-4% -$443K
TARO
888
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$11.7M 0.01%
104,818
+1,708
+2% +$193K
LPL icon
889
LG Display
LPL
$3.17B
$11.7M 0.01%
728,833
+102,830
+16% +$1.46M
RPM icon
890
RPM International
RPM
$13.7B
$11.7M 0.01%
214,571
-10,810
-5% -$578K
EWBC icon
891
East-West Bancorp
EWBC
$17.9B
$11.6M 0.01%
198,705
+9,540
+5% +$525K
FICO icon
892
Fair Isaac
FICO
$28.7B
$11.6M 0.01%
83,359
+1,535
+2% +$205K
UPM
893
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$11.6M 0.01%
403,762
+55,306
+16% +$1.59M
POOL icon
894
Pool Corp
POOL
$6.7B
$11.6M 0.01%
98,255
-5,884
-6% -$707K
BYD icon
895
Boyd Gaming
BYD
$6.47B
$11.6M 0.01%
465,518
+69,798
+18% +$1.68M
FHN icon
896
First Horizon
FHN
$12.1B
$11.5M 0.01%
660,064
-62,418
-9% -$1.11M
COLB icon
897
Columbia Banking Systems
COLB
$8.81B
$11.5M 0.01%
288,448
+80,880
+39% +$3.15M
TCF
898
DELISTED
TCF Financial Corporation
TCF
$11.5M 0.01%
720,112
-52,704
-7% -$848K
LOGM
899
DELISTED
LogMein, Inc.
LOGM
$11.5M 0.01%
109,816
+653
+0.6% +$71.5K
VCSH icon
900
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.4M 0.01%
142,969
– –
34 35
36
37 38

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MCM
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PSUF
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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.