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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
QQQ icon
1551
Invesco QQQ Trust
QQQ
$455B
$4.6M 0.01%
33,416
+16,414
+97% +$2.26M
AYR
1552
DELISTED
Aircastle Ltd
AYR
$4.59M 0.01%
210,935
+18,425
+10% +$415K
VWR
1553
DELISTED
VWR Corporation
VWR
$4.58M 0.01%
138,796
-39,172
-22% -$1.23M
GNCMA
1554
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$4.58M 0.01%
124,898
-3,925
-3% -$142K
DFIN icon
1555
Donnelley Financial Solutions
DFIN
$1.21B
$4.56M 0.01%
198,773
+62,212
+46% +$1.36M
SYNA icon
1556
Synaptics
SYNA
$4.41B
$4.56M 0.01%
88,251
+58,605
+198% +$3.2M
HYI
1557
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
$4.56M 0.01%
+298,490
New +$4.62M
GNRC icon
1558
Generac Holdings
GNRC
$11.9B
$4.55M 0.01%
126,031
-67,259
-35% -$2.4M
ENOV icon
1559
Enovis
ENOV
$1.56B
$4.55M 0.01%
67,119
-6,769
-9% -$462K
DF
1560
DELISTED
Dean Foods Company
DF
$4.55M 0.01%
267,450
-21,127
-7% -$396K
SHLM
1561
DELISTED
Schulman (A.) Inc
SHLM
$4.54M 0.01%
141,921
-79,953
-36% -$2.38M
WLY icon
1562
John Wiley & Sons Class A
WLY
$2.52B
$4.54M 0.01%
86,055
-6,947
-7% -$363K
OME
1563
DELISTED
Omega Protein
OME
$4.53M 0.01%
253,120
+39,962
+19% +$747K
EPAY
1564
DELISTED
Bottomline Technologies Inc
EPAY
$4.53M 0.01%
176,340
+24,028
+16% +$590K
INVX
1565
Innovex International
INVX
$1.87B
$4.52M 0.01%
92,563
-17,035
-16% -$879K
QUAD icon
1566
Quad
QUAD
$430M
$4.51M 0.01%
196,694
-59,878
-23% -$1.42M
TPC
1567
Tutor Perini Cor
TPC
$4.57B
$4.51M 0.01%
156,758
-43,080
-22% -$1.22M
BCC icon
1568
Boise Cascade
BCC
$2.74B
$4.5M 0.01%
148,191
+10,959
+8% +$320K
SID icon
1569
Companhia Siderúrgica Nacional
SID
$1.43B
$4.5M 0.01%
2,095,533
-294,802
-12% -$657K
RP
1570
DELISTED
RealPage, Inc.
RP
$4.5M 0.01%
125,141
+3,749
+3% +$134K
ASTE icon
1571
Astec Industries
ASTE
$1.3B
$4.49M 0.01%
80,926
-12,359
-13% -$728K
KAI icon
1572
Kadant
KAI
$3.69B
$4.49M 0.01%
59,681
+4,044
+7% +$282K
AKR icon
1573
Acadia Realty Trust
AKR
$2.99B
$4.48M 0.01%
161,293
+37,917
+31% +$1.09M
PRAA icon
1574
PRA Group
PRAA
$648M
$4.48M 0.01%
118,248
+19,623
+20% +$684K
WBS icon
1575
Webster Financial
WBS
$12.3B
$4.48M 0.01%
85,729
-6,391
-7% -$323K
61 62
63
64 65

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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.