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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
C.PRK
2676
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$739K ﹤0.01%
24,969
-3,307
-12% -$96.6K
PRIM icon
2677
Primoris Services
PRIM
$4.69B
$738K ﹤0.01%
29,600
-1,434
-5% -$33.9K
WTTR icon
2678
Select Water Solutions
WTTR
$2.51B
$735K ﹤0.01%
+60,476
New +$863K
P
2679
DELISTED
Pandora Media Inc
P
$735K ﹤0.01%
82,362
-101,599
-55% -$977K
CRAI icon
2680
CRA International
CRAI
$1.1B
$732K ﹤0.01%
20,164
+4,441
+28% +$157K
XNCR icon
2681
Xencor
XNCR
$1.44B
$732K ﹤0.01%
34,663
-1,590
-4% -$35.6K
FOXF icon
2682
Fox Factory Holding Corp
FOXF
$776M
$731K ﹤0.01%
20,524
+12,002
+141% +$376K
EWM icon
2683
iShares MSCI Malaysia ETF
EWM
$305M
$729K ﹤0.01%
22,993
+10,113
+79% +$322K
DEL
2684
DELISTED
Deltic Timber
DEL
$727K ﹤0.01%
9,736
+2,533
+35% +$187K
NTB icon
2685
Bank of N.T. Butterfield & Son
NTB
$2.42B
$722K ﹤0.01%
21,165
-68
-0.3% -$2.27K
STT.PRE.CL
2686
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$720K ﹤0.01%
26,913
-3,546
-12% -$94.7K
LGIH icon
2687
LGI Homes
LGIH
$1.4B
$717K ﹤0.01%
17,839
-27,776
-61% -$932K
WINA icon
2688
Winmark
WINA
$1.19B
$715K ﹤0.01%
5,547
+194
+4% +$24.5K
KEY.PRI icon
2689
KeyCorp Series E Preferred Stock
KEY.PRI
$507M
$713K ﹤0.01%
24,337
+2,681
+12% +$75.9K
OPK icon
2690
Opko Health
OPK
$921M
$713K ﹤0.01%
108,355
-14,950
-12% -$105K
TBHC
2691
DELISTED
The Brand House Collective
TBHC
$712K ﹤0.01%
69,220
+25,318
+58% +$270K
KODK icon
2692
Kodak
KODK
$806M
$711K ﹤0.01%
78,091
+10,529
+16% +$105K
DEA
2693
Easterly Government Properties
DEA
$1.18B
$710K ﹤0.01%
13,555
+1,596
+13% +$81.6K
FPRX
2694
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$709K ﹤0.01%
23,559
+13,642
+138% +$426K
CHUBK
2695
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$707K ﹤0.01%
40,520
-114,213
-74% -$1.89M
QDEL icon
2696
QuidelOrtho
QDEL
$1.09B
$705K ﹤0.01%
25,977
-10,693
-29% -$265K
HALO icon
2697
Halozyme
HALO
$9.72B
$704K ﹤0.01%
54,934
+2,150
+4% +$28.7K
GS.PRK
2698
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$704K ﹤0.01%
23,835
+3,860
+19% +$111K
ALL.PRE.CL
2699
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$704K ﹤0.01%
26,104
-3,517
-12% -$96.3K
ANIP icon
2700
ANI Pharmaceuticals
ANIP
$1.77B
$701K ﹤0.01%
14,970
+3,133
+26% +$151K
106 107
108
109 110

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.