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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
PCTY icon
2126
Paylocity
PCTY
$6.71B
$2.06M ﹤0.01%
45,715
-3,717
-8% -$162K
RDUS
2127
DELISTED
Radius Recycling
RDUS
$2.06M ﹤0.01%
81,900
-53,462
-39% -$1.06M
HF
2128
DELISTED
HFF Inc.
HF
$2.06M ﹤0.01%
59,091
+25,386
+75% +$782K
HUBS icon
2129
HubSpot
HUBS
$10.5B
$2.05M ﹤0.01%
31,204
-24,210
-44% -$1.64M
NXGN
2130
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.05M ﹤0.01%
119,225
+2,428
+2% +$36.9K
APTS
2131
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.05M ﹤0.01%
130,193
+23,134
+22% +$350K
TEI
2132
Templeton Emerging Markets Income Fund
TEI
$310M
$2.05M ﹤0.01%
+182,518
New +$2.08M
TRS icon
2133
TriMas Corp
TRS
$1.43B
$2.04M ﹤0.01%
97,919
+57
+0.1% +$1.23K
RTEC
2134
DELISTED
Rudolph Technologies Inc
RTEC
$2.04M ﹤0.01%
89,368
+40,659
+83% +$968K
CAA
2135
DELISTED
CalAtlantic Group, Inc.
CAA
$2.04M ﹤0.01%
57,661
-27,626
-32% -$1M
MTSI icon
2136
MACOM Technology Solutions
MTSI
$20.4B
$2.03M ﹤0.01%
36,454
+1,047
+3% +$56.5K
CEVA icon
2137
CEVA Inc
CEVA
$1.01B
$2.03M ﹤0.01%
44,689
+30,482
+215% +$1.25M
NOVT icon
2138
Novanta
NOVT
$5.04B
$2.03M ﹤0.01%
56,315
+11,922
+27% +$379K
BBG
2139
DELISTED
Bill Barrett Corp
BBG
$2.03M ﹤0.01%
660,241
-124,534
-16% -$463K
BKS
2140
DELISTED
Barnes & Noble
BKS
$2.03M ﹤0.01%
266,575
+23,017
+9% +$180K
KLIC icon
2141
Kulicke & Soffa
KLIC
$5.3B
$2.02M ﹤0.01%
106,454
+24,838
+30% +$523K
IVC
2142
DELISTED
Invacare Corporation
IVC
$2.02M ﹤0.01%
153,359
-13,975
-8% -$184K
MSTR icon
2143
Strategy Inc
MSTR
$33.5B
$2.02M ﹤0.01%
105,540
+4,090
+4% +$75.9K
TOWN icon
2144
Towne Bank
TOWN
$3.35B
$2.02M ﹤0.01%
65,698
+11,972
+22% +$370K
THFF icon
2145
First Financial Corp
THFF
$922M
$2.02M ﹤0.01%
42,678
+8,173
+24% +$387K
BZH icon
2146
Beazer Homes USA
BZH
$907M
$2.02M ﹤0.01%
146,989
+48,115
+49% +$622K
INFN
2147
DELISTED
Infinera Corporation Common Stock
INFN
$2M ﹤0.01%
187,904
-17,886
-9% -$183K
ONIT
2148
Onity Group
ONIT
$333M
$2M ﹤0.01%
49,674
+1,234
+3% +$58.6K
PTLA
2149
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$2M ﹤0.01%
35,656
+3,511
+11% +$141K
UCTT
2150
Ultra Clean Holdings
UCTT
$4.16B
$1.99M ﹤0.01%
106,067
+10,445
+11% +$210K
84 85
86
87 88

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MCM
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PSUF
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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.