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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
GDDY icon
2001
GoDaddy
GDDY
$12.3B
$2.51M ﹤0.01%
59,224
-2,540
-4% -$102K
SAM icon
2002
Boston Beer
SAM
$1.88B
$2.51M ﹤0.01%
18,988
-225
-1% -$31.5K
FCN icon
2003
FTI Consulting
FCN
$4.82B
$2.5M ﹤0.01%
71,554
-443,023
-86% -$16.2M
HTO
2004
H2O America
HTO
$2.67B
$2.5M ﹤0.01%
50,807
-95,595
-65% -$4.73M
FNGN
2005
DELISTED
Financial Engines, Inc.
FNGN
$2.5M ﹤0.01%
68,241
+67
+0.1% +$2.67K
LABL
2006
DELISTED
Multi-Color Corp
LABL
$2.5M ﹤0.01%
30,593
+9,208
+43% +$727K
TRNO icon
2007
Terreno Realty
TRNO
$7.68B
$2.49M ﹤0.01%
74,100
-353
-0.5% -$11.2K
HTGC icon
2008
Hercules Capital
HTGC
$2.94B
$2.49M ﹤0.01%
188,064
+8,823
+5% +$123K
WGO icon
2009
Winnebago Industries
WGO
$870M
$2.49M ﹤0.01%
71,084
+41,351
+139% +$1.16M
PMO
2010
Franklin Municipal Opportunities Trust
PMO
$282M
$2.49M ﹤0.01%
+198,984
New +$2.46M
CII icon
2011
BlackRock Enhanced Captial and Income Fund
CII
$1B
$2.48M ﹤0.01%
+166,917
New +$2.46M
AX icon
2012
Axos Financial
AX
$5.45B
$2.48M ﹤0.01%
104,715
+18,323
+21% +$434K
DSL
2013
DoubleLine Income Solutions Fund
DSL
$1.21B
$2.48M ﹤0.01%
+120,200
New +$2.48M
FIZZ icon
2014
National Beverage
FIZZ
$2.87B
$2.48M ﹤0.01%
53,018
-2,452
-4% -$109K
SABR icon
2015
Sabre
SABR
$656M
$2.48M ﹤0.01%
113,734
-6,814
-6% -$155K
STBA icon
2016
S&T Bancorp
STBA
$1.86B
$2.48M ﹤0.01%
69,008
+18,079
+35% +$632K
WWD icon
2017
Woodward
WWD
$25B
$2.47M ﹤0.01%
36,502
-10,650
-23% -$726K
IMMU
2018
DELISTED
Immunomedics Inc
IMMU
$2.47M ﹤0.01%
279,405
+112,328
+67% +$789K
BCX icon
2019
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$2.46M ﹤0.01%
+307,165
New +$2.57M
MITT
2020
TPG Mortgage Investment Trust
MITT
$230M
$2.45M ﹤0.01%
44,686
-2,235
-5% -$125K
PEGI
2021
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$2.45M ﹤0.01%
102,773
-4,223
-4% -$94.6K
NSM
2022
DELISTED
Nationstar Mortgage Holdings
NSM
$2.45M ﹤0.01%
136,916
+18,807
+16% +$318K
EMBJ
2023
Embraer S.A. ADS
EMBJ
$11.6B
$2.44M ﹤0.01%
134,007
-440,756
-77% -$8.67M
APEI icon
2024
American Public Education
APEI
$875M
$2.44M ﹤0.01%
103,210
+17,657
+21% +$404K
MGRC icon
2025
McGrath RentCorp
MGRC
$2.94B
$2.44M ﹤0.01%
70,448
-689
-1% -$23.6K
79 80
81
82 83

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.