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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
AHRT
2076
AH Realty Trust
AHRT
$534M
$2.27M ﹤0.01%
175,311
-14,060
-7% -$193K
TISI icon
2077
Team
TISI
$77.7M
$2.27M ﹤0.01%
9,672
-4,931
-34% -$1.27M
UVE icon
2078
Universal Insurance Holdings
UVE
$1.16B
$2.27M ﹤0.01%
89,985
+52,004
+137% +$1.28M
DIOD icon
2079
Diodes
DIOD
$4B
$2.26M ﹤0.01%
93,870
+2,800
+3% +$69.2K
PCH
2080
DELISTED
PotlatchDeltic
PCH
$2.25M ﹤0.01%
49,168
-379
-0.8% -$17.4K
LBRDA icon
2081
Liberty Broadband Class A
LBRDA
$4.14B
$2.24M ﹤0.01%
26,158
-10,724
-29% -$926K
TIER
2082
DELISTED
TIER REIT, Inc.
TIER
$2.24M ﹤0.01%
121,249
+24,883
+26% +$427K
LILAK icon
2083
Liberty Latin America Class C
LILAK
$1.5B
$2.24M ﹤0.01%
122,152
-16,832
-12% -$309K
SMP icon
2084
Standard Motor Products
SMP
$861M
$2.24M ﹤0.01%
42,879
+1,083
+3% +$54K
VGM icon
2085
Invesco Trust Investment Grade Municipals
VGM
$549M
$2.24M ﹤0.01%
+166,843
New +$2.2M
PAYC icon
2086
Paycom
PAYC
$6.78B
$2.24M ﹤0.01%
32,712
+9,496
+41% +$611K
RAVN
2087
DELISTED
Raven Industries Inc
RAVN
$2.23M ﹤0.01%
67,127
+10,048
+18% +$324K
COWN
2088
DELISTED
Cowen Inc. Class A Common Stock
COWN
$2.23M ﹤0.01%
137,511
+55,416
+68% +$827K
BF.A icon
2089
Brown-Forman Class A
BF.A
$12.3B
$2.23M ﹤0.01%
56,649
+3,850
+7% +$154K
PMC
2090
DELISTED
PharMerica Corporation
PMC
$2.22M ﹤0.01%
84,625
+10,775
+15% +$265K
MCR
2091
DELISTED
MFS Charter Income Trust
MCR
$2.22M ﹤0.01%
+256,595
New +$2.22M
TGH
2092
DELISTED
Textainer Group Holdings limited
TGH
$2.2M ﹤0.01%
151,950
-42,473
-22% -$558K
VRTU
2093
DELISTED
Virtusa Corporation
VRTU
$2.2M ﹤0.01%
74,751
+20,266
+37% +$596K
VIA
2094
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$2.19M ﹤0.01%
23,321
+3,256
+16% +$315K
GTT
2095
DELISTED
GTT Communications, Inc.
GTT
$2.19M ﹤0.01%
69,096
+54,888
+386% +$1.63M
CBZ icon
2096
CBIZ
CBZ
$2.29B
$2.18M ﹤0.01%
145,455
+16,578
+13% +$248K
CVLT icon
2097
Commault Systems
CVLT
$5.89B
$2.18M ﹤0.01%
38,641
-694
-2% -$38K
MWA icon
2098
Mueller Water Products
MWA
$3.92B
$2.18M ﹤0.01%
186,351
-436,899
-70% -$5.02M
WT icon
2099
WisdomTree
WT
$2.97B
$2.17M ﹤0.01%
213,731
+49,199
+30% +$454K
HLX icon
2100
Helix Energy Solutions
HLX
$1.46B
$2.17M ﹤0.01%
384,930
-12,588
-3% -$76.1K
82 83
84
85 86

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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.