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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
LN
2101
DELISTED
LINE Corporation
LN
$2.17M ﹤0.01%
62,390
+10,344
+20% +$369K
MATX icon
2102
Matsons
MATX
$6.37B
$2.17M ﹤0.01%
72,131
+5,594
+8% +$171K
OSUR icon
2103
OraSure Technologies
OSUR
$273M
$2.16M ﹤0.01%
125,367
-52,668
-30% -$758K
IPHI
2104
DELISTED
INPHI CORPORATION
IPHI
$2.16M ﹤0.01%
62,921
-37,568
-37% -$1.51M
BSFT
2105
DELISTED
BroadSoft, Inc.
BSFT
$2.16M ﹤0.01%
50,102
+8,803
+21% +$346K
JOYY
2106
JOYY Inc
JOYY
$3.73B
$2.15M ﹤0.01%
37,140
+5,840
+19% +$310K
NBIX icon
2107
Neurocrine Biosciences
NBIX
$17.7B
$2.15M ﹤0.01%
46,818
-6,241
-12% -$303K
SXI icon
2108
Standex International
SXI
$3.68B
$2.15M ﹤0.01%
23,736
+10
+0% +$908
GLNG icon
2109
Golar LNG
GLNG
$4.95B
$2.15M ﹤0.01%
96,626
+9,090
+10% +$228K
BPFH
2110
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.14M ﹤0.01%
139,561
-39,234
-22% -$608K
AFAM
2111
DELISTED
Almost Family Inc
AFAM
$2.14M ﹤0.01%
34,739
+6,137
+21% +$336K
FFG
2112
DELISTED
FBL Financial Group
FFG
$2.13M ﹤0.01%
34,607
-1,202
-3% -$77K
PRFT
2113
DELISTED
Perficient Inc
PRFT
$2.13M ﹤0.01%
114,022
+76,113
+201% +$1.32M
XENT
2114
DELISTED
Intersect ENT, Inc
XENT
$2.12M ﹤0.01%
+75,814
New +$1.72M
KW
2115
DELISTED
Kennedy-Wilson Holdings
KW
$2.12M ﹤0.01%
111,111
-95,763
-46% -$1.94M
ETD icon
2116
Ethan Allen Interiors
ETD
$581M
$2.11M ﹤0.01%
65,334
-759
-1% -$22.3K
GHL
2117
DELISTED
Greenhill & Co., Inc.
GHL
$2.1M ﹤0.01%
104,402
-29,956
-22% -$701K
TDOC icon
2118
Teladoc Health
TDOC
$1.58B
$2.1M ﹤0.01%
60,417
+15,050
+33% +$439K
GIMO
2119
DELISTED
Gigamon Inc.
GIMO
$2.09M ﹤0.01%
53,041
+12,905
+32% +$486K
JQC icon
2120
Nuveen Credit Strategies Income Fund
JQC
$702M
$2.08M ﹤0.01%
+242,177
New +$2.11M
TOWR
2121
DELISTED
Tower International, Inc.
TOWR
$2.08M ﹤0.01%
92,797
-831
-0.9% -$20.1K
GIII icon
2122
G-III Apparel Group
GIII
$1.47B
$2.07M ﹤0.01%
83,136
+10,188
+14% +$237K
STC icon
2123
Stewart Information Services
STC
$2.05B
$2.07M ﹤0.01%
45,712
+13,086
+40% +$590K
PSA.PRS.CL
2124
DELISTED
Public Storage
PSA.PRS.CL
$2.07M ﹤0.01%
85,580
-12,319
-13% -$311K
MGU
2125
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$2.07M ﹤0.01%
+82,782
New +$1.99M
83 84
85
86 87

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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.