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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
APAM icon
1926
Artisan Partners
APAM
$2.85B
$2.81M ﹤0.01%
91,614
+18,419
+25% +$529K
SQM icon
1927
Sociedad Química y Minera de Chile
SQM
$19.4B
$2.81M ﹤0.01%
85,152
-553,609
-87% -$19.5M
LNW
1928
DELISTED
Light & Wonder
LNW
$2.81M ﹤0.01%
107,665
-6,880
-6% -$164K
VVX icon
1929
V2X
VVX
$2.61B
$2.8M ﹤0.01%
86,738
+51,988
+150% +$1.45M
WPM icon
1930
Wheaton Precious Metals
WPM
$50.5B
$2.8M ﹤0.01%
140,782
+8,803
+7% +$180K
RPXC
1931
DELISTED
RPX Corporation
RPXC
$2.8M ﹤0.01%
200,588
-6,410
-3% -$85.2K
SAFT icon
1932
Safety Insurance
SAFT
$1.52B
$2.8M ﹤0.01%
40,959
+6,854
+20% +$470K
SP
1933
DELISTED
SP Plus Corporation
SP
$2.79M ﹤0.01%
91,405
+2,162
+2% +$67.2K
PDCE
1934
DELISTED
PDC Energy, Inc.
PDCE
$2.79M ﹤0.01%
64,760
+9,804
+18% +$516K
HMSY
1935
DELISTED
HMS Holdings Corp.
HMSY
$2.79M ﹤0.01%
150,576
+18,798
+14% +$362K
NE
1936
DELISTED
Noble Corporation
NE
$2.77M ﹤0.01%
765,520
+348,463
+84% +$1.6M
FRPT icon
1937
Freshpet
FRPT
$2.94B
$2.77M ﹤0.01%
166,637
-79,218
-32% -$1.09M
MTDR icon
1938
Matador Resources
MTDR
$6.07B
$2.76M ﹤0.01%
129,296
+13,827
+12% +$314K
W icon
1939
Wayfair
W
$12B
$2.76M ﹤0.01%
35,923
-15,362
-30% -$911K
LPSN icon
1940
LivePerson
LPSN
$20.3M
$2.75M ﹤0.01%
16,673
+6,422
+63% +$881K
ABCB icon
1941
Ameris Bancorp
ABCB
$5.81B
$2.74M ﹤0.01%
56,879
+16,535
+41% +$759K
CIR
1942
DELISTED
CIRCOR International, Inc
CIR
$2.74M ﹤0.01%
46,156
-6,779
-13% -$425K
SAVE
1943
DELISTED
Spirit Airlines, Inc.
SAVE
$2.73M ﹤0.01%
52,888
-36,653
-41% -$2.01M
UFCS icon
1944
United Fire Group
UFCS
$1.33B
$2.73M ﹤0.01%
61,909
-3,682
-6% -$160K
DRA
1945
DELISTED
Diversified Real Asset Income Fd
DRA
$2.72M ﹤0.01%
+155,901
New +$2.72M
NCI
1946
DELISTED
Navigant Consulting, Inc.
NCI
$2.71M ﹤0.01%
137,178
+7,220
+6% +$152K
MATW icon
1947
Matthews International
MATW
$881M
$2.71M ﹤0.01%
44,244
+4,024
+10% +$263K
PK icon
1948
Park Hotels & Resorts
PK
$3.03B
$2.7M ﹤0.01%
100,242
-18,029
-15% -$477K
BBT
1949
Beacon Financial Corp
BBT
$2.51B
$2.7M ﹤0.01%
76,877
+9,326
+14% +$336K
DXPE icon
1950
DXP Enterprises
DXPE
$2.5B
$2.7M ﹤0.01%
78,190
+28,375
+57% +$1.03M
76 77
78
79 80

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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.