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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
FBNC icon
2476
First Bancorp
FBNC
$2.6B
$1.13M ﹤0.01%
36,247
+2,653
+8% +$78.5K
BFS
2477
Saul Centers
BFS
$875M
$1.13M ﹤0.01%
19,517
-2,853
-13% -$171K
LQDT icon
2478
Liquidity Services
LQDT
$1.17B
$1.13M ﹤0.01%
177,910
+18,397
+12% +$128K
EVTC icon
2479
Evertec
EVTC
$1.83B
$1.13M ﹤0.01%
65,208
+30,724
+89% +$503K
TCMD icon
2480
Tactile Systems Technology
TCMD
$620M
$1.12M ﹤0.01%
+39,137
New +$881K
LFCR icon
2481
Lifecore Biomedical
LFCR
$162M
$1.12M ﹤0.01%
75,142
-42,886
-36% -$597K
WIX icon
2482
WIX.com
WIX
$2.15B
$1.12M ﹤0.01%
16,041
-5,216
-25% -$390K
ATRI
2483
DELISTED
Atrion Corp
ATRI
$1.11M ﹤0.01%
1,733
-181
-9% -$97.3K
MODV
2484
DELISTED
ModivCare
MODV
$1.11M ﹤0.01%
22,020
+2,586
+13% +$119K
RATE
2485
DELISTED
Bankrate Inc
RATE
$1.11M ﹤0.01%
86,488
+12,465
+17% +$134K
GNL icon
2486
Global Net Lease
GNL
$1.87B
$1.11M ﹤0.01%
49,809
+17,729
+55% +$407K
AAIC
2487
DELISTED
Arlington Asset Investment Corp.
AAIC
$1.11M ﹤0.01%
81,033
-28,951
-26% -$416K
HFWA icon
2488
Heritage Financial
HFWA
$1.24B
$1.11M ﹤0.01%
41,775
+440
+1% +$11K
HTHT icon
2489
Huazhu Hotels Group
HTHT
$12.4B
$1.1M ﹤0.01%
54,524
+4,356
+9% +$80.2K
MBUU icon
2490
Malibu Boats
MBUU
$544M
$1.09M ﹤0.01%
42,309
-8,588
-17% -$203K
SRG
2491
Seritage Growth Properties
SRG
$130M
$1.09M ﹤0.01%
26,101
-18,217
-41% -$754K
CVE icon
2492
Cenovus Energy
CVE
$54.6B
$1.09M ﹤0.01%
148,296
-10,894
-7% -$101K
RAS
2493
DELISTED
RAIT Financial Trust
RAS
$1.09M ﹤0.01%
497,152
-31,359
-6% -$80.6K
BAC.PRW.CL
2494
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.09M ﹤0.01%
40,182
-5,227
-12% -$141K
WFC.PRR
2495
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.09M ﹤0.01%
35,914
-4,741
-12% -$142K
BAC.PRY.CL
2496
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$1.08M ﹤0.01%
40,254
-3,399
-8% -$91.7K
BJRI icon
2497
BJ's Restaurants
BJRI
$1.41B
$1.08M ﹤0.01%
29,027
-3,635
-11% -$154K
CORT icon
2498
Corcept Therapeutics
CORT
$10.2B
$1.08M ﹤0.01%
91,383
+48,592
+114% +$528K
FCB
2499
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.08M ﹤0.01%
22,578
-6,082
-21% -$288K
CHEF icon
2500
Chefs' Warehouse
CHEF
$3.87B
$1.08M ﹤0.01%
82,810
+54,531
+193% +$784K
98 99
100
101 102

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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.