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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
TIMB icon
1451
TIM SA
TIMB
$10.2B
$5.17M 0.01%
349,459
-195,289
-36% -$3.01M
MDP
1452
DELISTED
Meredith Corporation
MDP
$5.15M 0.01%
86,698
+233
+0.3% +$13.6K
USG
1453
DELISTED
Usg
USG
$5.15M 0.01%
177,607
-10,318
-5% -$308K
CLVS
1454
DELISTED
Clovis Oncology, Inc.
CLVS
$5.15M 0.01%
55,026
-7,432
-12% -$455K
DIAX
1455
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$5.15M 0.01%
311,599
-615,282
-66% -$9.96M
KRC icon
1456
Kilroy Realty
KRC
$4.58B
$5.14M 0.01%
68,350
-2,317
-3% -$171K
AWP
1457
abrdn Global Premier Properties Fund
AWP
$377M
$5.13M 0.01%
+269,960
New +$4.93M
BGX
1458
Blackstone Long-Short Credit Income Fund
BGX
$135M
$5.11M 0.01%
+316,749
New +$5.18M
ALNY icon
1459
Alnylam Pharmaceuticals
ALNY
$36.3B
$5.11M 0.01%
64,080
+4,050
+7% +$259K
TMX
1460
DELISTED
Terminix Global Holdings, Inc.
TMX
$5.11M 0.01%
194,592
-18,243
-9% -$478K
AMCX icon
1461
AMC Global Media
AMCX
$430M
$5.09M 0.01%
95,376
+15,665
+20% +$876K
ENTG icon
1462
Entegris
ENTG
$19.7B
$5.09M 0.01%
232,077
+4,475
+2% +$108K
RLI icon
1463
RLI Corp
RLI
$5.68B
$5.09M 0.01%
186,408
+14,098
+8% +$396K
RUSHA icon
1464
Rush Enterprises Class A
RUSHA
$5.95B
$5.09M 0.01%
307,951
+57,944
+23% +$928K
UIS icon
1465
Unisys
UIS
$227M
$5.08M 0.01%
397,183
-89,149
-18% -$1.08M
WOR icon
1466
Worthington Enterprises
WOR
$2.76B
$5.08M 0.01%
164,034
-42,857
-21% -$1.15M
HT
1467
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$5.07M 0.01%
273,986
-1,585
-0.6% -$29.8K
VEEV icon
1468
Veeva Systems
VEEV
$30.3B
$5.04M 0.01%
82,253
-18,030
-18% -$1.04M
IONS icon
1469
Ionis Pharmaceuticals
IONS
$9.35B
$5.03M 0.01%
98,914
-949
-1% -$44.2K
ICUI icon
1470
ICU Medical
ICUI
$3.93B
$5.03M 0.01%
29,163
+2,448
+9% +$393K
QTWO icon
1471
Q2 Holdings
QTWO
$3.42B
$5.03M 0.01%
136,052
+30,705
+29% +$1.17M
AIR icon
1472
AAR Corp
AIR
$5.15B
$5.02M 0.01%
144,548
-52
-0% -$1.8K
DIA icon
1473
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$5.01M 0.01%
23,512
+231
+1% +$48.5K
ASIX icon
1474
AdvanSix
ASIX
$567M
$5M 0.01%
159,943
-21,663
-12% -$617K
CLGX
1475
DELISTED
Corelogic, Inc.
CLGX
$4.99M 0.01%
114,926
+4,658
+4% +$197K
57 58
59
60 61

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MCM
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PSUF
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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.