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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
GEH.CL
2776
DELISTED
General Electric Capital Corp.
GEH.CL
$584K ﹤0.01%
22,806
-3,314
-13% -$84.9K
CTT
2777
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$583K ﹤0.01%
51,275
+14,703
+40% +$170K
SCMP
2778
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$583K ﹤0.01%
55,485
+21,574
+64% +$220K
OKSB
2779
DELISTED
Southwest Bancorp Inc/OK
OKSB
$579K ﹤0.01%
22,654
-3,059
-12% -$77.4K
POWL icon
2780
Powell Industries
POWL
$8.46B
$578K ﹤0.01%
54,198
+7,380
+16% +$82K
HZO icon
2781
MarineMax
HZO
$800M
$577K ﹤0.01%
29,518
-31,131
-51% -$609K
AFI
2782
DELISTED
Armstrong Flooring, Inc.
AFI
$577K ﹤0.01%
32,105
+4,722
+17% +$88.4K
AIMT
2783
DELISTED
Aimmune Therapeutics
AIMT
$576K ﹤0.01%
28,007
-15,713
-36% -$300K
TWLO icon
2784
Twilio
TWLO
$29.1B
$575K ﹤0.01%
19,749
+12,019
+155% +$329K
GPRO icon
2785
GoPro
GPRO
$116M
$574K ﹤0.01%
70,614
+20,727
+42% +$175K
NAT icon
2786
Nordic American Tanker
NAT
$1.37B
$574K ﹤0.01%
91,292
+34,679
+61% +$244K
XTLY
2787
DELISTED
Xactly Corporation
XTLY
$573K ﹤0.01%
36,637
+4,394
+14% +$58.8K
CVCO icon
2788
Cavco Industries
CVCO
$4.39B
$571K ﹤0.01%
4,402
+1,174
+36% +$140K
LOCO icon
2789
El Pollo Loco
LOCO
$485M
$570K ﹤0.01%
41,191
+4,876
+13% +$64.9K
XHB icon
2790
State Street SPDR S&P Homebuilders ETF
XHB
$1.74B
$570K ﹤0.01%
14,800
– –
ARAV
2791
DELISTED
Aravive, Inc. Common Stock
ARAV
$569K ﹤0.01%
5,433
+89
+2% +$9.56K
SEDG icon
2792
SolarEdge
SEDG
$2.59B
$568K ﹤0.01%
28,409
-9,562
-25% -$169K
ENTL
2793
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
$568K ﹤0.01%
34,275
+23,387
+215% +$325K
TBPH icon
2794
Theravance Biopharma
TBPH
$874M
$567K ﹤0.01%
14,243
+153
+1% +$5.88K
TIP icon
2795
iShares TIPS Bond ETF
TIP
$14.5B
$566K ﹤0.01%
4,992
-44
-0.9% -$5.03K
CIGI icon
2796
Colliers International
CIGI
$4.98B
$565K ﹤0.01%
10,006
-56
-0.6% -$2.9K
UFI icon
2797
UNIFI
UFI
$117M
$565K ﹤0.01%
18,353
+4,391
+31% +$124K
MS.PRK icon
2798
Morgan Stanley Series K Preferred Stock
MS.PRK
$918M
$564K ﹤0.01%
20,626
-2,671
-11% -$71.1K
OSBC icon
2799
Old Second Bancorp
OSBC
$1.24B
$564K ﹤0.01%
48,809
+11,851
+32% +$138K
OCUL icon
2800
Ocular Therapeutix
OCUL
$1.86B
$561K ﹤0.01%
60,519
+29,937
+98% +$290K
110 111
112
113 114

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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.