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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
PBPB
2726
DELISTED
Potbelly
PBPB
$655K ﹤0.01%
56,992
-1,358
-2% -$16.6K
BELFB
2727
Bel Fuse Inc Class B
BELFB
$3.88B
$654K ﹤0.01%
26,480
+8,250
+45% +$198K
BPMC
2728
DELISTED
Blueprint Medicines
BPMC
$651K ﹤0.01%
12,838
+3,454
+37% +$147K
PLYA
2729
DELISTED
Playa Hotels & Resorts
PLYA
$650K ﹤0.01%
+54,381
New +$573K
C.PRC.CL
2730
DELISTED
Citigroup Inc.
C.PRC.CL
$650K ﹤0.01%
24,948
-3,242
-12% -$83.4K
TVTX icon
2731
Travere Therapeutics
TVTX
$5.33B
$649K ﹤0.01%
33,463
+1,192
+4% +$21.6K
RBS.PRL.CL
2732
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$648K ﹤0.01%
25,577
-4,034
-14% -$102K
PEBO icon
2733
Peoples Bancorp
PEBO
$1.45B
$646K ﹤0.01%
20,114
+4,153
+26% +$134K
ZTO icon
2734
ZTO Express
ZTO
$18.2B
$644K ﹤0.01%
46,152
+18,173
+65% +$251K
FWONA icon
2735
Liberty Media Series A
FWONA
$22.3B
$642K ﹤0.01%
19,139
+1,989
+12% +$62.6K
MPAA icon
2736
Motorcar Parts of America
MPAA
$261M
$640K ﹤0.01%
22,649
+4,686
+26% +$137K
FNLC icon
2737
First Bancorp
FNLC
$394M
$638K ﹤0.01%
23,591
-591
-2% -$15.7K
ZVO
2738
DELISTED
Zovio Inc. Common Stock
ZVO
$638K ﹤0.01%
43,240
-29,489
-41% -$396K
AT
2739
DELISTED
Atlantic Power Corporation
AT
$637K ﹤0.01%
265,293
+5,174
+2% +$12.9K
IMGN
2740
DELISTED
Immunogen Inc
IMGN
$630K ﹤0.01%
88,553
+50,061
+130% +$229K
PPT
2741
Franklin Premier Income Trust
PPT
$323M
$629K ﹤0.01%
+115,859
New +$608K
SCOR icon
2742
Comscore
SCOR
$628K ﹤0.01%
1,196
-666
-36% -$350K
AXDX
2743
DELISTED
Accelerate Diagnostics
AXDX
$627K ﹤0.01%
2,294
+47
+2% +$12.7K
SRDX
2744
DELISTED
Surmodics
SRDX
$627K ﹤0.01%
22,290
+852
+4% +$20.6K
DBEU icon
2745
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$764M
$624K ﹤0.01%
22,789
-2,857
-11% -$79.6K
DHX icon
2746
DHI Group
DHX
$166M
$624K ﹤0.01%
218,851
+51,385
+31% +$169K
VSEC icon
2747
VSE Corp
VSEC
$5.48B
$620K ﹤0.01%
13,780
+113
+0.8% +$4.83K
CNBKA
2748
DELISTED
Century Bancorp Inc/Mass
CNBKA
$617K ﹤0.01%
9,694
-75
-0.8% -$4.69K
CCRN
2749
DELISTED
Cross Country Healthcare
CCRN
$616K ﹤0.01%
47,702
+3,182
+7% +$41K
STN icon
2750
Stantec
STN
$7.69B
$616K ﹤0.01%
24,544
-101
-0.4% -$2.48K
108 109
110
111 112

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NIPH
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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
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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
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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.