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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
NMIH icon
3226
NMI Holdings
NMIH
$3.25B
$183K ﹤0.01%
16,005
-137
-0.8% -$1.54K
SBLK icon
3227
Star Bulk Carriers
SBLK
$3.14B
$183K ﹤0.01%
18,603
-98,977
-84% -$920K
PMBC
3228
DELISTED
Pacific Mercantile Bancorp
PMBC
$183K ﹤0.01%
20,823
-703
-3% -$5.56K
LXRX icon
3229
Lexicon Pharmaceuticals
LXRX
$1.02B
$182K ﹤0.01%
+11,066
New +$171K
FRBK
3230
DELISTED
Republic First Bancorp Inc
FRBK
$180K ﹤0.01%
19,406
+328
+2% +$2.92K
KVHI icon
3231
KVH Industries
KVHI
$177M
$179K ﹤0.01%
18,838
-1,666
-8% -$14.8K
NEX
3232
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$179K ﹤0.01%
+11,192
New +$165K
KPTI icon
3233
Karyopharm Therapeutics
KPTI
$168M
$177K ﹤0.01%
1,306
-560
-30% -$82.9K
AREX
3234
DELISTED
Approach Resources Inc.
AREX
$177K ﹤0.01%
52,422
+5,881
+13% +$15.3K
GAIN icon
3235
Gladstone Investment Corp
GAIN
$635M
$176K ﹤0.01%
18,727
+148
+0.8% +$1.38K
QUOT
3236
DELISTED
Quotient Technology Inc
QUOT
$174K ﹤0.01%
15,160
-845
-5% -$9.32K
PDS
3237
Precision Drilling
PDS
$1.09B
$173K ﹤0.01%
2,540
-114
-4% -$8.83K
FPI
3238
Farmland Partners
FPI
$419M
$170K ﹤0.01%
19,005
-18,616
-49% -$188K
HRTG icon
3239
Heritage Insurance Holdings
HRTG
$842M
$170K ﹤0.01%
13,040
-17,474
-57% -$219K
NGVC icon
3240
Vitamin Cottage Natural Grocers
NGVC
$691M
$166K ﹤0.01%
20,067
-3,717
-16% -$36.5K
ADXS
3241
DELISTED
Advaxis Inc
ADXS
$166K ﹤0.01%
1,704
-4,068
-70% -$476K
MCBC
3242
DELISTED
Macatawa Bank Corp
MCBC
$165K ﹤0.01%
+17,311
New +$166K
RNWK
3243
DELISTED
RealNetworks Inc
RNWK
$165K ﹤0.01%
38,062
-929
-2% -$4.06K
SRGA
3244
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$164K ﹤0.01%
935
-40
-4% -$5.69K
AFH
3245
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
$164K ﹤0.01%
+11,010
New +$155K
MGNI icon
3246
Magnite
MGNI
$2.65B
$163K ﹤0.01%
31,718
+5,794
+22% +$31.8K
SPNS
3247
DELISTED
Sapiens International
SPNS
$163K ﹤0.01%
14,597
-4,549
-24% -$56.7K
FFNW
3248
DELISTED
First Financial Northwest, Inc
FFNW
$163K ﹤0.01%
10,075
-5,799
-37% -$93.9K
PFSW
3249
DELISTED
PFSweb, Inc.
PFSW
$163K ﹤0.01%
19,734
-3,769
-16% -$27K
CWCO icon
3250
Consolidated Water Co
CWCO
$469M
$161K ﹤0.01%
13,019
-328,758
-96% -$3.92M
128 129
130
131 132

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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
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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.