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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
VRNS icon
2551
Varonis Systems
VRNS
$5.25B
$991K ﹤0.01%
+79,947
New +$916K
PRTA icon
2552
Prothena Corp
PRTA
$458M
$989K ﹤0.01%
18,268
-8,506
-32% -$453K
OMN
2553
DELISTED
OMNOVA Solutions Inc.
OMN
$989K ﹤0.01%
101,411
+51
+0.1% +$461
OEF icon
2554
PUT
iShares S&P 100 ETF
OEF
$19.8B
$986K ﹤0.01%
19,827
+12,852
+184% +$1.37M
KEM
2555
DELISTED
KEMET Corporation
KEM
$975K ﹤0.01%
76,191
+23,936
+46% +$304K
CBPX
2556
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$974K ﹤0.01%
41,805
+2,674
+7% +$64.7K
SPNT icon
2557
SiriusPoint
SPNT
$2.98B
$973K ﹤0.01%
70,000
+11,618
+20% +$148K
CRMT icon
2558
America's Car Mart
CRMT
$25.3M
$971K ﹤0.01%
24,963
+1,995
+9% +$73.6K
ENSG icon
2559
The Ensign Group
ENSG
$10.1B
$966K ﹤0.01%
47,442
-104,698
-69% -$1.9M
IRT icon
2560
Independence Realty Trust
IRT
$3.92B
$964K ﹤0.01%
97,624
+27,737
+40% +$263K
NGHC
2561
DELISTED
National General Holdings Corp
NGHC
$964K ﹤0.01%
45,680
-78,799
-63% -$1.74M
MS.PRE icon
2562
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$961K ﹤0.01%
32,429
-4,317
-12% -$127K
RUN icon
2563
Sunrun
RUN
$2.37B
$958K ﹤0.01%
134,490
+49,740
+59% +$268K
TR icon
2564
Tootsie Roll Industries
TR
$2.82B
$956K ﹤0.01%
35,795
+1,597
+5% +$44.4K
WOW
2565
DELISTED
WideOpenWest
WOW
$956K ﹤0.01%
+54,916
New +$954K
LKFN icon
2566
Lakeland Financial Corp
LKFN
$1.52B
$952K ﹤0.01%
20,749
+187
+0.9% +$8.33K
OCFC icon
2567
OceanFirst Financial
OCFC
$1.7B
$946K ﹤0.01%
34,890
-16,783
-32% -$458K
CSS
2568
DELISTED
CSS Industries, Inc.
CSS
$945K ﹤0.01%
36,120
+4,858
+16% +$128K
CRR
2569
DELISTED
Carbo Ceramics Inc.
CRR
$943K ﹤0.01%
137,661
+15,748
+13% +$129K
STS
2570
DELISTED
Supreme Industries Inc Class A
STS
$943K ﹤0.01%
57,325
+30,733
+116% +$567K
CDZI icon
2571
Cadiz
CDZI
$266M
$941K ﹤0.01%
69,729
-11,346
-14% -$168K
TRUP icon
2572
Trupanion
TRUP
$1.05B
$934K ﹤0.01%
41,738
+5,032
+14% +$90.8K
GBDC icon
2573
Golub Capital BDC
GBDC
$3.33B
$929K ﹤0.01%
49,611
+644
+1% +$12.6K
DERM
2574
DELISTED
Dermira, Inc.
DERM
$929K ﹤0.01%
31,868
+11,437
+56% +$348K
CZZ
2575
DELISTED
Cosan Limited
CZZ
$927K ﹤0.01%
144,582
-40,663
-22% -$299K
101 102
103
104 105

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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
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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.