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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
DSPG
3126
DELISTED
DSP Group Inc
DSPG
$262K ﹤0.01%
22,581
+3,760
+20% +$45.6K
GHDX
3127
DELISTED
Genomic Health, Inc.
GHDX
$262K ﹤0.01%
8,045
+435
+6% +$13.8K
GABC icon
3128
German American Bancorp
GABC
$1.82B
$261K ﹤0.01%
+7,657
New +$245K
BREW
3129
DELISTED
Craft Brew Alliance, Inc.
BREW
$261K ﹤0.01%
15,474
-1,432
-8% -$22.1K
COBZ
3130
DELISTED
CoBiz Financial,Inc
COBZ
$261K ﹤0.01%
14,992
+2,105
+16% +$34.7K
HOV icon
3131
Hovnanian Enterprises
HOV
$785M
$260K ﹤0.01%
3,719
+1,935
+108% +$114K
NEWS
3132
DELISTED
NewStar Financial, Inc.
NEWS
$260K ﹤0.01%
24,732
+7,228
+41% +$73.2K
CASH icon
3133
Pathward Financial
CASH
$1.81B
$258K ﹤0.01%
+8,706
New +$253K
USB.PRO
3134
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$257K ﹤0.01%
9,839
-1,289
-12% -$33.8K
NCSM icon
3135
NCS Multistage Holdings
NCSM
$124M
$256K ﹤0.01%
+508
New +$239K
BLMT
3136
DELISTED
BSB Bancorp, Inc.
BLMT
$255K ﹤0.01%
8,715
+586
+7% +$17.1K
NOAH
3137
Noah Holdings
NOAH
$588M
$254K ﹤0.01%
8,871
-12,270
-58% -$326K
KBE icon
3138
State Street SPDR S&P Bank ETF
KBE
$1.64B
$253K ﹤0.01%
5,811
-254
-4% -$10.8K
IPLDP
3139
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$253K ﹤0.01%
9,824
-1,280
-12% -$33.3K
AMNB
3140
DELISTED
American National Bankshares Inc
AMNB
$253K ﹤0.01%
6,849
-1,048
-13% -$38.7K
QNST icon
3141
QuinStreet
QNST
$870M
$252K ﹤0.01%
60,415
+21,736
+56% +$87.2K
JAG
3142
DELISTED
Jagged Peak Energy Inc.
JAG
$252K ﹤0.01%
+18,891
New +$238K
FLY
3143
DELISTED
Fly Leasing Limited
FLY
$252K ﹤0.01%
18,704
+1,310
+8% +$17K
MUX icon
3144
McEwen Inc
MUX
$1.03B
$250K ﹤0.01%
9,494
+5,257
+124% +$149K
SGBK
3145
DELISTED
Stonegate Bank
SGBK
$249K ﹤0.01%
5,389
+198
+4% +$9.08K
ESTE
3146
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$249K ﹤0.01%
24,916
+9,519
+62% +$118K
EWZ icon
3147
iShares MSCI Brazil ETF
EWZ
$9.05B
$248K ﹤0.01%
7,253
-645
-8% -$23.2K
MCRB icon
3148
Seres Therapeutics
MCRB
$48M
$247K ﹤0.01%
1,095
+28
+3% +$5.75K
SHAK icon
3149
Shake Shack
SHAK
$2.3B
$247K ﹤0.01%
+7,076
New +$253K
VOXX
3150
DELISTED
VOXX International Corporation Class A
VOXX
$247K ﹤0.01%
30,108
-3,073
-9% -$19.5K
124 125
126
127 128

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NIPH
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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
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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.