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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
EBSB
1951
DELISTED
Meridian Bancorp, Inc.
EBSB
$2.7M ﹤0.01%
159,535
-101,930
-39% -$1.76M
SASR
1952
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.69M ﹤0.01%
66,174
+20,657
+45% +$842K
FTR
1953
DELISTED
Frontier Communications Corp.
FTR
$2.68M ﹤0.01%
154,048
-173,532
-53% -$3.98M
TTD icon
1954
Trade Desk
TTD
$8.13B
$2.68M ﹤0.01%
534,070
+278,530
+109% +$1.27M
PHH
1955
DELISTED
PHH Corporation
PHH
$2.67M ﹤0.01%
193,997
+17,989
+10% +$240K
OFIX icon
1956
Orthofix Medical
OFIX
$455M
$2.67M ﹤0.01%
57,387
+8,282
+17% +$344K
SHLD
1957
DELISTED
Sears Holding Corporation
SHLD
$2.66M ﹤0.01%
300,609
-12,957
-4% -$121K
BNCL
1958
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.66M ﹤0.01%
177,140
+1,236
+0.7% +$19.1K
SSTK icon
1959
Shutterstock
SSTK
$205M
$2.65M ﹤0.01%
60,227
+19,279
+47% +$853K
SONC
1960
DELISTED
Sonic Corp
SONC
$2.65M ﹤0.01%
100,177
+34,648
+53% +$956K
WMK icon
1961
Weis Markets
WMK
$1.82B
$2.65M ﹤0.01%
54,463
+2,034
+4% +$112K
WSFS icon
1962
WSFS Financial
WSFS
$4.1B
$2.65M ﹤0.01%
58,430
+259
+0.4% +$11.8K
WSTC
1963
DELISTED
West Corporation
WSTC
$2.65M ﹤0.01%
113,496
-27,204
-19% -$647K
EXPR
1964
DELISTED
Express, Inc.
EXPR
$2.64M ﹤0.01%
19,582
-10,419
-35% -$1.62M
NORD
1965
DELISTED
Nord Anglia Education, Inc.
NORD
$2.64M ﹤0.01%
81,047
-312
-0.4% -$9.72K
FNFV
1966
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$2.63M ﹤0.01%
166,795
-76,664
-31% -$1.06M
WEB
1967
DELISTED
Web.com Group, Inc.
WEB
$2.63M ﹤0.01%
103,973
+50,701
+95% +$1.07M
RPAI
1968
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$2.63M ﹤0.01%
215,239
+70,470
+49% +$924K
WERN icon
1969
Werner Enterprises
WERN
$2.54B
$2.63M ﹤0.01%
89,428
-8,962
-9% -$244K
PMM
1970
Franklin Managed Municipal Income Trust
PMM
$275M
$2.62M ﹤0.01%
+349,292
New +$2.6M
ANDX
1971
DELISTED
Andeavor Logistics LP
ANDX
$2.62M ﹤0.01%
50,702
+34,336
+210% +$1.8M
CPK icon
1972
Chesapeake Utilities
CPK
$3.26B
$2.61M ﹤0.01%
34,856
-13,752
-28% -$1.01M
AUB icon
1973
Atlantic Union Bankshares
AUB
$5.99B
$2.61M ﹤0.01%
77,001
+9,212
+14% +$314K
LMNX
1974
DELISTED
Luminex Corp
LMNX
$2.6M ﹤0.01%
122,988
+26,780
+28% +$536K
ENVA icon
1975
Enova International
ENVA
$5.91B
$2.6M ﹤0.01%
174,797
-11,840
-6% -$167K
77 78
79
80 81

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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.