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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
ADC icon
1801
Agree Realty
ADC
$9.68B
$3.35M ﹤0.01%
73,145
-16,388
-18% -$778K
OMF icon
1802
OneMain Financial
OMF
$6.9B
$3.34M ﹤0.01%
135,801
+61,913
+84% +$1.46M
WBT
1803
DELISTED
Welbilt, Inc.
WBT
$3.33M ﹤0.01%
176,904
-5,655
-3% -$111K
ANH
1804
DELISTED
Anworth Mortgage Asset Corporation
ANH
$3.33M ﹤0.01%
554,600
+824
+0.1% +$4.87K
MLKN icon
1805
MillerKnoll
MLKN
$1.5B
$3.32M ﹤0.01%
109,105
+37,933
+53% +$1.21M
SYNH
1806
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$3.31M ﹤0.01%
56,670
-10,960
-16% -$570K
KS
1807
DELISTED
KapStone Paper and Pack Corp.
KS
$3.31M ﹤0.01%
160,275
-52,344
-25% -$1.13M
SFM icon
1808
Sprouts Farmers Market
SFM
$7.04B
$3.3M ﹤0.01%
145,491
+7,376
+5% +$171K
UMBF icon
1809
UMB Financial
UMBF
$10.7B
$3.29M ﹤0.01%
43,989
-9,959
-18% -$729K
FIBK icon
1810
First Interstate BancSystem
FIBK
$3.7B
$3.29M ﹤0.01%
88,379
-21,123
-19% -$793K
CLR
1811
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$3.28M ﹤0.01%
101,485
-31,327
-24% -$1.24M
PRLB icon
1812
Protolabs
PRLB
$1.86B
$3.27M ﹤0.01%
48,544
+9,419
+24% +$569K
GMED icon
1813
Globus Medical
GMED
$10.4B
$3.25M ﹤0.01%
98,131
+7,879
+9% +$247K
IBKR icon
1814
Interactive Brokers
IBKR
$40.9B
$3.22M ﹤0.01%
343,900
-86,168
-20% -$765K
AAT
1815
American Assets Trust
AAT
$1.49B
$3.21M ﹤0.01%
81,506
-1,104
-1% -$45.3K
AD
1816
Array Digital Infrastructure
AD
$3.02B
$3.21M ﹤0.01%
83,734
+7,411
+10% +$287K
EC icon
1817
Ecopetrol
EC
$32.9B
$3.21M ﹤0.01%
352,754
-1,492,139
-81% -$14M
MXL icon
1818
MaxLinear
MXL
$6.49B
$3.2M ﹤0.01%
114,853
+91,682
+396% +$2.67M
CDR
1819
DELISTED
Cedar Realty Trust, Inc
CDR
$3.2M ﹤0.01%
100,030
-6,185
-6% -$210K
PDFS icon
1820
PDF Solutions
PDFS
$2.13B
$3.19M ﹤0.01%
194,125
-53,135
-21% -$986K
ARCB icon
1821
ArcBest
ARCB
$3.44B
$3.19M ﹤0.01%
154,914
+34,640
+29% +$751K
ICPT
1822
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$3.19M ﹤0.01%
26,335
-1,672
-6% -$194K
MANT
1823
DELISTED
Mantech International Corp
MANT
$3.18M ﹤0.01%
76,926
+9,012
+13% +$340K
ESRT icon
1824
Empire State Realty Trust
ESRT
$976M
$3.18M ﹤0.01%
152,994
+13,099
+9% +$276K
LZB icon
1825
La-Z-Boy
LZB
$1.59B
$3.18M ﹤0.01%
97,756
+17,897
+22% +$502K
71 72
73
74 75

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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.