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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
CNOB icon
2801
Center Bancorp
CNOB
$1.63B
$560K ﹤0.01%
24,848
-719
-3% -$16.4K
RRR icon
2802
Red Rock Resorts
RRR
$3.74B
$558K ﹤0.01%
23,712
-24,225
-51% -$565K
SCHW.PRD
2803
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$717M
$557K ﹤0.01%
20,409
+4,739
+30% +$128K
HAYN
2804
DELISTED
Haynes International, Inc.
HAYN
$557K ﹤0.01%
15,347
+3,696
+32% +$139K
EGC
2805
DELISTED
Energy XXI Gulf Coast, Inc. Common Stock
EGC
$557K ﹤0.01%
+29,985
New +$771K
IMPV
2806
DELISTED
Imperva, Inc.
IMPV
$556K ﹤0.01%
11,611
+578
+5% +$27K
CHGG icon
2807
Chegg
CHGG
$108M
$554K ﹤0.01%
45,042
+1,807
+4% +$19.6K
ACGLP
2808
DELISTED
Arch Capital Group Ltd. Depositary Shares Representing Interest in 5.25% Non-Cumulative Preferred Se
ACGLP
$553K ﹤0.01%
22,680
-1,220
-5% -$28.8K
JPM.PRD.CL
2809
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$553K ﹤0.01%
21,552
-8,573
-28% -$219K
SHYF
2810
DELISTED
The Shyft Group
SHYF
$552K ﹤0.01%
62,343
+47,723
+326% +$403K
GS.PRN
2811
DELISTED
Goldman Sachs Group, Inc., The Depositary Shares, Each Representing 1/1,000th Interest in a Share of
GS.PRN
$552K ﹤0.01%
20,109
+8,805
+78% +$238K
BBT.PRE.CL
2812
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$551K ﹤0.01%
21,623
-14,294
-40% -$363K
EMLP icon
2813
First Trust North American Energy Infrastructure Fund
EMLP
$4.18B
$550K ﹤0.01%
22,385
+1,211
+6% +$30.3K
VLGEA icon
2814
Village Super Market
VLGEA
$631M
$549K ﹤0.01%
21,165
+5,702
+37% +$148K
TIS
2815
DELISTED
Orchids Paper Products, Inc.
TIS
$549K ﹤0.01%
+42,397
New +$724K
WRB.PRD
2816
DELISTED
W.R. Berkley Corporation5.75% Subordinated Debentures due 2056
WRB.PRD
$548K ﹤0.01%
20,877
-2,795
-12% -$70.9K
AAMI
2817
Acadian Asset Management
AAMI
$2.88B
$547K ﹤0.01%
36,806
+1,755
+5% +$26K
PGTI
2818
DELISTED
PGT, Inc.
PGTI
$547K ﹤0.01%
42,767
+8,517
+25% +$97.6K
COF.PRP.CL
2819
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$546K ﹤0.01%
21,474
-14,093
-40% -$360K
CSIQ icon
2820
Canadian Solar
CSIQ
$906M
$545K ﹤0.01%
+34,208
New +$458K
RF.PRB
2821
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$545K ﹤0.01%
18,718
-1,162
-6% -$33.3K
GEB.CL
2822
DELISTED
General Electric Capital Corp
GEB.CL
$543K ﹤0.01%
21,271
-2,849
-12% -$72.3K
MXWL
2823
DELISTED
Maxwell Technologies Inc
MXWL
$542K ﹤0.01%
90,566
-4,629
-5% -$26.9K
AROW icon
2824
Arrow Financial
AROW
$652M
$540K ﹤0.01%
21,000
+723
+4% +$19.4K
IJK icon
2825
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$540K ﹤0.01%
10,988
-196
-2% -$9.53K
111 112
113
114 115

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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
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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
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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.