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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
ZYNE
3176
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
$223K ﹤0.01%
+13,121
New +$261K
REN
3177
DELISTED
Resolute Energy Corporaton
REN
$223K ﹤0.01%
7,507
+470
+7% +$18K
ADSW
3178
DELISTED
Advanced Disposal Services Inc
ADSW
$220K ﹤0.01%
+9,698
New +$224K
TUES
3179
DELISTED
Tuesday Morning Corp
TUES
$220K ﹤0.01%
115,624
-82,561
-42% -$202K
PCYO icon
3180
Pure Cycle
PCYO
$257M
$219K ﹤0.01%
28,260
+94
+0.3% +$678
PETX
3181
DELISTED
Aratana Therapeutics, Inc.
PETX
$218K ﹤0.01%
30,127
+1,875
+7% +$11.5K
FLNT
3182
Fluent
FLNT
$102M
$217K ﹤0.01%
7,160
+760
+12% +$23.1K
AC
3183
DELISTED
Associated Capital Group
AC
$216K ﹤0.01%
6,379
-264
-4% -$8.94K
SNOW
3184
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
$215K ﹤0.01%
+9,056
New +$215K
VHT icon
3185
Vanguard Health Care ETF
VHT
$18.2B
$214K ﹤0.01%
+1,455
New +$206K
FLXS icon
3186
Flexsteel Industries
FLXS
$306M
$213K ﹤0.01%
3,943
-48
-1% -$2.52K
APPF icon
3187
AppFolio
APPF
$5.85B
$212K ﹤0.01%
+6,513
New +$187K
CALX icon
3188
Calix
CALX
$2.27B
$211K ﹤0.01%
30,847
+10,998
+55% +$74.5K
FNWB icon
3189
First Northwest Bancorp
FNWB
$114M
$211K ﹤0.01%
13,372
+2,621
+24% +$42.7K
CIVI
3190
DELISTED
Civitas Solutions, Inc.
CIVI
$211K ﹤0.01%
+12,044
New +$209K
LEN.B icon
3191
Lennar Class B
LEN.B
$20B
$210K ﹤0.01%
4,999
-4,605
-48% -$186K
BWX icon
3192
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
$207K ﹤0.01%
+7,475
New +$204K
IMOS
3193
ChipMOS TECHNOLOGIES
IMOS
$1.92B
$207K ﹤0.01%
+8,873
New +$198K
ATEN icon
3194
A10 Networks
ATEN
$2.47B
$206K ﹤0.01%
24,390
+9,094
+59% +$77.2K
LUMO
3195
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$206K ﹤0.01%
3,108
+551
+22% +$68.2K
SNBC
3196
DELISTED
Sun Bancorp Inc
SNBC
$206K ﹤0.01%
8,344
-569
-6% -$14.2K
ASMB icon
3197
Assembly Biosciences
ASMB
$506M
$204K ﹤0.01%
824
+84
+11% +$23.7K
MERC icon
3198
Mercer International
MERC
$44.9M
$204K ﹤0.01%
17,740
-84
-0.5% -$972
DEX
3199
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$204K ﹤0.01%
+17,912
New +$202K
VDTH
3200
DELISTED
Videocon d2h Limited
VDTH
$204K ﹤0.01%
20,971
-2,699
-11% -$28.2K
126 127
128
129 130

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NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.