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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
MODN
2901
DELISTED
MODEL N, INC.
MODN
$453K ﹤0.01%
34,048
+9,430
+38% +$113K
NWS icon
2902
News Corp Class B
NWS
$16.4B
$452K ﹤0.01%
31,919
+2,597
+9% +$35K
AVD icon
2903
American Vanguard Corp
AVD
$73.5M
$449K ﹤0.01%
26,029
+8,022
+45% +$138K
MGPI icon
2904
MGP Ingredients
MGPI
$378M
$449K ﹤0.01%
8,774
+3,535
+67% +$184K
HK
2905
DELISTED
Halcon Resources Corporation
HK
$447K ﹤0.01%
+98,561
New +$617K
TOTL icon
2906
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.11B
$442K ﹤0.01%
8,972
+351
+4% +$17.3K
NPTN
2907
DELISTED
NEOPHOTONICS CORP
NPTN
$442K ﹤0.01%
57,290
+42,756
+294% +$361K
IYR icon
2908
iShares US Real Estate ETF
IYR
$4.59B
$440K ﹤0.01%
5,520
-89
-2% -$7.08K
QTNA
2909
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
$438K ﹤0.01%
+23,051
New +$449K
BATRK icon
2910
Atlanta Braves Holdings Series B
BATRK
$3.23B
$435K ﹤0.01%
18,144
+262
+1% +$6.26K
CLS icon
2911
Celestica
CLS
$35.1B
$435K ﹤0.01%
32,064
+1,442
+5% +$20.2K
COHU icon
2912
Cohu
COHU
$2.39B
$435K ﹤0.01%
27,612
+4,451
+19% +$81.5K
FTK icon
2913
Flotek Industries
FTK
$935M
$434K ﹤0.01%
8,100
-15,726
-66% -$989K
SGRY icon
2914
Surgery Partners
SGRY
$2.06B
$434K ﹤0.01%
19,072
-9,100
-32% -$187K
FTS icon
2915
Fortis
FTS
$30B
$433K ﹤0.01%
12,306
-2,724
-18% -$90.7K
NXP icon
2916
Nuveen Select Tax-Free Income Portfolio
NXP
$900M
$433K ﹤0.01%
+30,128
New +$431K
VLRS
2917
Controladora Vuela Compania de Aviacion
VLRS
$876M
$432K ﹤0.01%
29,700
+495
+2% +$6.79K
LGTY
2918
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$432K ﹤0.01%
42,001
+2,456
+6% +$26.6K
HGH
2919
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$431K ﹤0.01%
14,006
+446
+3% +$14K
FDN icon
2920
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.86B
$429K ﹤0.01%
+4,528
New +$420K
PGZ
2921
Principal Real Estate Income Fund
PGZ
$68.6M
$429K ﹤0.01%
+23,696
New +$420K
NXQ
2922
DELISTED
NUVEEN ELECT TAX-FREE INC 2
NXQ
$429K ﹤0.01%
+31,298
New +$430K
DSGX icon
2923
Descartes Systems
DSGX
$5.84B
$428K ﹤0.01%
17,589
– –
CASS icon
2924
Cass Information Systems
CASS
$698M
$427K ﹤0.01%
8,585
+720
+9% +$35.2K
DVY icon
2925
iShares Select Dividend ETF
DVY
$24B
$426K ﹤0.01%
4,622
-5,968
-56% -$549K
115 116
117
118 119

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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.