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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
PPBI
2501
DELISTED
Pacific Premier Bancorp
PPBI
$1.07M ﹤0.01%
29,125
+9,541
+49% +$343K
DENN
2502
DELISTED
Denny's
DENN
$1.07M ﹤0.01%
90,983
-4,602
-5% -$55.1K
PKY
2503
DELISTED
Parkway, Inc.
PKY
$1.07M ﹤0.01%
46,782
+11,585
+33% +$233K
BANR icon
2504
Banner Corp
BANR
$2.39B
$1.07M ﹤0.01%
18,936
+3,425
+22% +$188K
LTRPA
2505
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.07M ﹤0.01%
92,276
-13,816
-13% -$180K
AXTI icon
2506
AXT Inc
AXTI
$3.09B
$1.07M ﹤0.01%
+167,851
New +$1.1M
VT icon
2507
Vanguard Total World Stock ETF
VT
$76.3B
$1.07M ﹤0.01%
+15,787
New +$1.06M
AKBA icon
2508
Akebia Therapeutics
AKBA
$327M
$1.06M ﹤0.01%
+74,124
New +$940K
LBAI
2509
DELISTED
Lakeland Bancorp Inc
LBAI
$1.06M ﹤0.01%
56,510
+8,249
+17% +$159K
INOV
2510
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$1.06M ﹤0.01%
80,965
-1,080,803
-93% -$14M
LADR
2511
Ladder Capital
LADR
$1.25B
$1.06M ﹤0.01%
79,377
+7,015
+10% +$100K
BV
2512
DELISTED
Bazaarvoice, Inc.
BV
$1.06M ﹤0.01%
214,995
+10,918
+5% +$50.4K
AVID
2513
DELISTED
Avid Technology Inc
AVID
$1.06M ﹤0.01%
201,800
+10,289
+5% +$52.9K
FCH
2514
DELISTED
Felcor Lodging Trust
FCH
$1.06M ﹤0.01%
146,872
+11,695
+9% +$86.5K
ELF icon
2515
e.l.f. Beauty
ELF
$4.56B
$1.05M ﹤0.01%
38,730
+14,909
+63% +$398K
EWA icon
2516
iShares MSCI Australia ETF
EWA
$1.34B
$1.05M ﹤0.01%
48,570
-1,017
-2% -$22.3K
VSLR
2517
DELISTED
VIVINT SOLAR, INC.
VSLR
$1.05M ﹤0.01%
180,018
-21,397
-11% -$73.2K
AGIO icon
2518
Agios Pharmaceuticals
AGIO
$2.16B
$1.05M ﹤0.01%
20,365
-3,237
-14% -$165K
VALE.P
2519
DELISTED
Vale S A
VALE.P
$1.04M ﹤0.01%
127,794
-196,948
-61% -$1.59M
AKAO
2520
DELISTED
Achaogen Inc
AKAO
$1.04M ﹤0.01%
47,917
-3,442
-7% -$78.6K
NVEE
2521
DELISTED
NV5 Global
NVEE
$1.04M ﹤0.01%
97,896
+39,512
+68% +$381K
GEOS icon
2522
Geospace Technologies
GEOS
$91.6M
$1.04M ﹤0.01%
75,027
+2,233
+3% +$34.3K
SMCI icon
2523
Super Micro Computer
SMCI
$19.5B
$1.04M ﹤0.01%
421,030
-51,390
-11% -$126K
ARC
2524
DELISTED
ARC Document Solutions, Inc.
ARC
$1.04M ﹤0.01%
249,158
+2,641
+1% +$9.8K
PES
2525
DELISTED
Pioneer Energy Services Corp.
PES
$1.03M ﹤0.01%
504,264
+72,569
+17% +$209K
99 100
101
102 103

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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.