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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
ARRY
2876
DELISTED
Array Biopharma Inc
ARRY
$488K ﹤0.01%
58,352
-1,636
-3% -$13.4K
HWKN icon
2877
Hawkins
HWKN
$2.91B
$484K ﹤0.01%
20,878
-142,094
-87% -$3.43M
EEQ
2878
DELISTED
Enbridge Energy Management Llc
EEQ
$484K ﹤0.01%
36,185
-4,994
-12% -$72.5K
ANIK icon
2879
Anika Therapeutics
ANIK
$199M
$482K ﹤0.01%
9,776
-2,440
-20% -$112K
BOX icon
2880
Box
BOX
$4.02B
$474K ﹤0.01%
25,980
+5,064
+24% +$91.3K
PSDO
2881
DELISTED
Presidio, Inc. Common Stock
PSDO
$473K ﹤0.01%
+33,078
New +$498K
NDRM
2882
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$473K ﹤0.01%
15,816
– –
KYNB
2883
Kyntra Bio
KYNB
$28.5M
$471K ﹤0.01%
583
+178
+44% +$124K
BKI
2884
DELISTED
Black Knight, Inc. Common Stock
BKI
$471K ﹤0.01%
11,500
-1,041
-8% -$41.1K
GNBC
2885
DELISTED
Green Bancorp, Inc
GNBC
$470K ﹤0.01%
24,247
+324
+1% +$5.99K
HRTX icon
2886
Heron Therapeutics
HRTX
$86.3M
$469K ﹤0.01%
33,872
+733
+2% +$10.6K
JASO
2887
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$468K ﹤0.01%
73,664
-21,468
-23% -$145K
XCRA
2888
DELISTED
Xcerra Corporation
XCRA
$467K ﹤0.01%
47,799
-119,464
-71% -$1.16M
IVH
2889
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$466K ﹤0.01%
+30,174
New +$472K
ACET
2890
DELISTED
Aceto Corp
ACET
$465K ﹤0.01%
30,086
+5,227
+21% +$78K
AFSD
2891
DELISTED
AFLAC Inc
AFSD
$463K ﹤0.01%
18,267
-2,507
-12% -$64.2K
OSPN icon
2892
OneSpan
OSPN
$562M
$461K ﹤0.01%
32,102
+5,966
+23% +$81.9K
ENTA icon
2893
Enanta Pharmaceuticals
ENTA
$372M
$460K ﹤0.01%
12,776
+922
+8% +$29.5K
LPG icon
2894
Dorian LPG
LPG
$1.94B
$460K ﹤0.01%
56,233
-35,201
-38% -$304K
SPWH icon
2895
Sportsman's Warehouse
SPWH
$43.7M
$460K ﹤0.01%
85,164
+66,666
+360% +$336K
ZTR
2896
Virtus Total Return Fund
ZTR
$340M
$460K ﹤0.01%
+36,472
New +$450K
ORC
2897
Orchid Island Capital
ORC
$1.31B
$459K ﹤0.01%
9,319
+4,261
+84% +$220K
MBWM icon
2898
Mercantile Bank Corp
MBWM
$1.01B
$458K ﹤0.01%
14,556
+4,789
+49% +$156K
WATT icon
2899
Energous
WATT
$80.3M
$453K ﹤0.01%
46
+4
+10% +$35.6K
XLV icon
2900
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
$453K ﹤0.01%
5,715
+1,841
+48% +$140K
114 115
116
117 118

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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
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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.