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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
GTN icon
2926
Gray Television
GTN
$407M
$426K ﹤0.01%
31,097
+156
+0.5% +$2.11K
INSY
2927
DELISTED
Insys Therapeutics, Inc.
INSY
$426K ﹤0.01%
33,712
+8,000
+31% +$94.7K
CHUBA
2928
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$426K ﹤0.01%
24,458
-6,633
-21% -$109K
SPP
2929
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$426K ﹤0.01%
65,188
+1,355
+2% +$8.86K
STRL icon
2930
Sterling Infrastructure
STRL
$20.3B
$425K ﹤0.01%
32,546
+4,590
+16% +$46.8K
IWC icon
2931
iShares Micro-Cap ETF
IWC
$1.43B
$424K ﹤0.01%
4,764
+450
+10% +$38.8K
TLYS icon
2932
Tilly's
TLYS
$115M
$424K ﹤0.01%
41,820
+797
+2% +$7.58K
AFGE.CL
2933
DELISTED
American Financial Group, Inc 6 % Subordinated Debentures due 2054 Called for Redemption
AFGE.CL
$420K ﹤0.01%
15,564
-2,011
-11% -$53.8K
IIIN icon
2934
Insteel Industries
IIIN
$633M
$419K ﹤0.01%
12,712
-20,181
-61% -$673K
GLUU
2935
DELISTED
Glu Mobile Inc.
GLUU
$419K ﹤0.01%
167,454
+86,388
+107% +$216K
CAFD
2936
DELISTED
8point3 Energy Partners LP
CAFD
$417K ﹤0.01%
27,549
-4,963
-15% -$65.5K
GBLI icon
2937
Global Indemnity Group
GBLI
$394M
$416K ﹤0.01%
10,733
-787
-7% -$30.5K
MSBI icon
2938
Midland States Bancorp
MSBI
$669M
$416K ﹤0.01%
12,399
+585
+5% +$20K
XLK icon
2939
State Street Technology Select Sector SPDR ETF
XLK
$115B
$416K ﹤0.01%
15,196
+7,386
+95% +$203K
ADUS icon
2940
Addus HomeCare
ADUS
$2.14B
$415K ﹤0.01%
+11,145
New +$401K
ATRA icon
2941
Atara Biotherapeutics
ATRA
$71.2M
$415K ﹤0.01%
1,187
+171
+17% +$65.9K
SMRT
2942
DELISTED
Stein Mart Inc
SMRT
$415K ﹤0.01%
245,810
+57,244
+30% +$113K
FSAM
2943
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$415K ﹤0.01%
85,556
-4,282
-5% -$17.8K
C.PRL.CL
2944
DELISTED
Citigroup Inc.
C.PRL.CL
$414K ﹤0.01%
15,369
-2,057
-12% -$56.4K
MGP
2945
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$413K ﹤0.01%
+14,160
New +$401K
STT.PRG icon
2946
State Street Corp Series G Preferred Stock
STT.PRG
$424M
$412K ﹤0.01%
15,010
-1,958
-12% -$52.7K
JPM.PRA.CL
2947
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$412K ﹤0.01%
15,895
-2,073
-12% -$53.3K
ISG.CL
2948
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$410K ﹤0.01%
15,792
-2,026
-11% -$52.4K
RNR.PRE
2949
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$410K ﹤0.01%
16,003
-2,153
-12% -$54.9K
JAKK icon
2950
Jakks Pacific
JAKK
$280M
$409K ﹤0.01%
10,218
-9,362
-48% -$428K
116 117
118
119 120

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AF
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MCM
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PSUF
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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.