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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
NBTB icon
1601
NBT Bancorp
NBTB
$2.72B
$4.34M 0.01%
117,400
+105
+0.1% +$3.9K
STBZ
1602
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$4.33M 0.01%
159,780
-44,093
-22% -$1.16M
MZTI
1603
The Marzetti Company
MZTI
$2.94B
$4.33M 0.01%
35,283
-7,219
-17% -$905K
HNI icon
1604
HNI Corp
HNI
$3B
$4.32M 0.01%
108,432
+20,130
+23% +$878K
PBA icon
1605
Pembina Pipeline
PBA
$29.9B
$4.32M 0.01%
130,538
+19,644
+18% +$636K
BWLD
1606
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$4.31M 0.01%
34,032
+2,230
+7% +$333K
VECO icon
1607
Veeco
VECO
$3.15B
$4.31M 0.01%
154,735
+50,679
+49% +$1.56M
APLE icon
1608
Apple Hospitality REIT
APLE
$3.96B
$4.3M 0.01%
229,859
-31,895
-12% -$605K
NAV
1609
DELISTED
Navistar International
NAV
$4.3M 0.01%
163,812
-91,719
-36% -$2.42M
KFY icon
1610
Korn Ferry
KFY
$3.98B
$4.29M 0.01%
124,104
-2,862
-2% -$93K
CHH icon
1611
Choice Hotels
CHH
$5.03B
$4.28M 0.01%
66,635
-11,272
-14% -$723K
CMTL icon
1612
Comtech Telecommunications
CMTL
$51.8M
$4.28M 0.01%
225,425
+29,281
+15% +$453K
DCH
1613
Dauch Corp
DCH
$1.3B
$4.27M 0.01%
273,911
-61,325
-18% -$998K
BC icon
1614
Brunswick
BC
$5.19B
$4.27M 0.01%
68,100
-18,135
-21% -$1.06M
PFS icon
1615
Provident Financial Services
PFS
$3.11B
$4.26M 0.01%
168,022
+25,680
+18% +$638K
TCBI icon
1616
Texas Capital Bancshares
TCBI
$4.31B
$4.26M 0.01%
55,037
-24,592
-31% -$1.89M
HR icon
1617
Healthcare Realty
HR
$7.42B
$4.26M 0.01%
136,912
+11,341
+9% +$358K
IPCC
1618
DELISTED
Infinity Property & Casualty C
IPCC
$4.26M 0.01%
45,309
+1,305
+3% +$125K
FMX icon
1619
Fomento Económico Mexicano
FMX
$43.3B
$4.26M 0.01%
43,276
-349,967
-89% -$32.6M
DLB icon
1620
Dolby
DLB
$4.72B
$4.24M 0.01%
86,617
-4,943
-5% -$252K
TVTY
1621
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$4.24M 0.01%
106,425
+15,704
+17% +$525K
AGM icon
1622
Federal Agricultural Mortgage
AGM
$2.27B
$4.24M 0.01%
65,523
+9,532
+17% +$577K
DGI
1623
DELISTED
DigitalGlobe Inc.
DGI
$4.24M 0.01%
127,187
+12,527
+11% +$403K
SJI
1624
DELISTED
South Jersey Industries, Inc.
SJI
$4.23M 0.01%
123,865
-11,623
-9% -$422K
VCRA
1625
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$4.22M 0.01%
159,736
+19,640
+14% +$503K
63 64
65
66 67

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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.