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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
TMHC icon
2326
Taylor Morrison
TMHC
$1.49M ﹤0.01%
61,930
+45,711
+282% +$1.05M
OB
2327
DELISTED
Onebeacon Insurance Group Ltd
OB
$1.49M ﹤0.01%
81,559
-11,161
-12% -$195K
IDT icon
2328
IDT Corp
IDT
$1.6B
$1.49M ﹤0.01%
122,148
+82,253
+206% +$1.07M
ATRC icon
2329
AtriCure
ATRC
$1.77B
$1.48M ﹤0.01%
60,869
+26,247
+76% +$558K
WIRE
2330
DELISTED
Encore Wire Corp
WIRE
$1.47M ﹤0.01%
34,518
+730
+2% +$31.4K
FFWM
2331
DELISTED
First Foundation Inc
FFWM
$1.47M ﹤0.01%
89,651
-92,833
-51% -$1.48M
VSI
2332
DELISTED
Vitamin Shoppe Inc.
VSI
$1.47M ﹤0.01%
126,143
+51,266
+68% +$755K
TBRG
2333
DELISTED
TruBridge
TBRG
$1.47M ﹤0.01%
44,707
+362
+0.8% +$11.3K
TLRD
2334
DELISTED
Tailored Brands, Inc.
TLRD
$1.46M ﹤0.01%
131,203
-27,872
-18% -$326K
ACH
2335
DELISTED
Alum Corp of China Ltd
ACH
$1.46M ﹤0.01%
113,472
+6,393
+6% +$77.4K
KNM
2336
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.46M ﹤0.01%
25,814
-400
-2% -$22.7K
MCF
2337
DELISTED
Contango Oil & Gas Co.
MCF
$1.46M ﹤0.01%
219,938
-8,359
-4% -$58.3K
TPCO
2338
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.46M ﹤0.01%
113,140
-11,246
-9% -$146K
CWST icon
2339
Casella Waste Systems
CWST
$5.69B
$1.46M ﹤0.01%
88,803
-5,764
-6% -$85.2K
SBSI icon
2340
Southside Bancshares
SBSI
$1.02B
$1.45M ﹤0.01%
41,614
+8,748
+27% +$294K
ECHO
2341
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.45M ﹤0.01%
72,934
+29,652
+69% +$577K
BBOX
2342
DELISTED
Black Box Corp
BBOX
$1.45M ﹤0.01%
168,962
-26,654
-14% -$235K
AFSI
2343
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.44M ﹤0.01%
95,243
+1,712
+2% +$25.3K
CHA
2344
DELISTED
China Telecom Corporation, LTD
CHA
$1.44M ﹤0.01%
30,079
+1,199
+4% +$58.8K
KFRC icon
2345
Kforce
KFRC
$983M
$1.44M ﹤0.01%
73,411
-2,964
-4% -$59.6K
ENIC icon
2346
Enel Chile
ENIC
$5.96B
$1.44M ﹤0.01%
261,187
-790,170
-75% -$4.37M
CAI
2347
DELISTED
CAI International, Inc.
CAI
$1.43M ﹤0.01%
60,536
-3,192
-5% -$63.5K
SNCR
2348
DELISTED
Synchronoss Technologies
SNCR
$1.43M ﹤0.01%
9,623
+4,712
+96% +$703K
SPNC
2349
DELISTED
Spectranetics Corp
SPNC
$1.43M ﹤0.01%
37,116
-6,113
-14% -$176K
BSBR icon
2350
Santander
BSBR
$39.7B
$1.42M ﹤0.01%
197,421
-13,011
-6% -$99.4K
92 93
94
95 96

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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.