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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
VRTS icon
2701
Virtus Investment Partners
VRTS
$1.11B
$701K ﹤0.01%
6,321
+1,763
+39% +$187K
BBT.PRH
2702
DELISTED
BB&T Corporation
BBT.PRH
$701K ﹤0.01%
26,060
+10,087
+63% +$263K
CNXN icon
2703
PC Connection
CNXN
$2.05B
$700K ﹤0.01%
25,885
+1,478
+6% +$40.7K
SENEA icon
2704
Seneca Foods Class A
SENEA
$1.13B
$700K ﹤0.01%
22,546
+1,617
+8% +$54.5K
HLNE icon
2705
Hamilton Lane
HLNE
$3.63B
$697K ﹤0.01%
31,708
-15,020
-32% -$299K
JPM.PRF.CL
2706
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$696K ﹤0.01%
25,814
-3,443
-12% -$92.8K
BOLD
2707
DELISTED
Audentes Therapeutics, Inc
BOLD
$695K ﹤0.01%
36,334
+19,274
+113% +$308K
PAGP icon
2708
Plains GP Holdings
PAGP
$5.23B
$690K ﹤0.01%
+26,389
New +$737K
PBYI icon
2709
Puma Biotechnology
PBYI
$406M
$686K ﹤0.01%
7,844
+936
+14% +$52.4K
TPGE.U
2710
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.U
$686K ﹤0.01%
+65,828
New +$676K
SILC icon
2711
Silicom
SILC
$228M
$682K ﹤0.01%
+15,376
New +$757K
FRGI
2712
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$681K ﹤0.01%
32,987
-206,073
-86% -$4.67M
CEMP
2713
DELISTED
Cempra, Inc.
CEMP
$681K ﹤0.01%
148,085
+64,454
+77% +$255K
WLB
2714
DELISTED
Westmoreland Coal Company
WLB
$680K ﹤0.01%
139,596
+21,521
+18% +$188K
RT
2715
DELISTED
Ruby Tuesday Georgia
RT
$673K ﹤0.01%
335,038
+27,725
+9% +$65.8K
DAKT icon
2716
Daktronics
DAKT
$941M
$671K ﹤0.01%
69,698
+8,015
+13% +$75.6K
SYNT
2717
DELISTED
Syntel Inc
SYNT
$670K ﹤0.01%
39,513
+12,010
+44% +$208K
FMSA
2718
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$669K ﹤0.01%
171,422
+7,472
+5% +$38.7K
SFS
2719
DELISTED
Smart & Final Stores, Inc.
SFS
$667K ﹤0.01%
73,287
+9,965
+16% +$119K
YORW icon
2720
York Water
YORW
$505M
$663K ﹤0.01%
19,031
-125,988
-87% -$4.44M
CTRN icon
2721
Citi Trends
CTRN
$524M
$662K ﹤0.01%
31,174
+1,457
+5% +$27.5K
PTVCB
2722
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$661K ﹤0.01%
26,979
+2,859
+12% +$69.8K
COF.PRD.CL
2723
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$661K ﹤0.01%
24,080
-182
-0.8% -$5K
WFC.PRJ.CL
2724
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$660K ﹤0.01%
25,492
-3,365
-12% -$88K
MG icon
2725
Mistras Group
MG
$492M
$659K ﹤0.01%
30,016
+3,573
+14% +$76.9K
107 108
109
110 111

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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.