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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
FLWS icon
3026
1-800-Flowers.com
FLWS
$245M
$338K ﹤0.01%
34,618
+6,985
+25% +$71.1K
VIRT icon
3027
Virtu Financial
VIRT
$5.2B
$336K ﹤0.01%
19,021
+94
+0.5% +$1.53K
PSA.PRA.CL
3028
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.875% Cumulative Preferred Share of
PSA.PRA.CL
$336K ﹤0.01%
+12,428
New +$329K
EWJ icon
3029
iShares MSCI Japan ETF
EWJ
$21.7B
$333K ﹤0.01%
6,202
+2,018
+48% +$107K
LXFT
3030
DELISTED
Luxoft Holding, Inc.
LXFT
$333K ﹤0.01%
5,478
-53,432
-91% -$3.35M
ZOES
3031
DELISTED
Zoe's Kitchen, Inc.
ZOES
$333K ﹤0.01%
27,977
+16,411
+142% +$263K
INF
3032
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$332K ﹤0.01%
+24,161
New +$330K
BAS
3033
DELISTED
Basis Energy Services, Inc.
BAS
$332K ﹤0.01%
13,350
+6,905
+107% +$192K
RPD icon
3034
Rapid7
RPD
$634M
$331K ﹤0.01%
+19,670
New +$339K
TFIN icon
3035
Triumph Financial Inc
TFIN
$1.84B
$331K ﹤0.01%
13,501
+4,160
+45% +$96.4K
ZIXI
3036
DELISTED
Zix Corporation
ZIXI
$328K ﹤0.01%
57,565
+44,788
+351% +$251K
FLXN
3037
DELISTED
Flexion Therapeutics, Inc.
FLXN
$328K ﹤0.01%
16,197
-11,403
-41% -$238K
PSA.PRV.CL
3038
DELISTED
PUBLIC STORAGE Depositary Shares Each Representing 1/1,000 of a 5.375% Cumulative Preferred Share of
PSA.PRV.CL
$327K ﹤0.01%
+12,948
New +$325K
CO
3039
DELISTED
Global Cord Blood Corporation
CO
$327K ﹤0.01%
34,542
+15,620
+83% +$125K
WHG icon
3040
Westwood Holdings Group
WHG
$182M
$326K ﹤0.01%
5,743
+1,114
+24% +$61.6K
C.PRJ
3041
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$326K ﹤0.01%
10,891
+955
+10% +$28.3K
MEDP icon
3042
Medpace
MEDP
$16.8B
$325K ﹤0.01%
+11,217
New +$315K
VV icon
3043
Vanguard Large-Cap ETF
VV
$51.9B
$325K ﹤0.01%
2,926
-3,354
-53% -$369K
AKH
3044
DELISTED
AIR France-KLM
AKH
$325K ﹤0.01%
22,541
-1,484
-6% -$21.4K
KE
3045
Kimball Electronics
KE
$598M
$324K ﹤0.01%
17,948
+6,410
+56% +$110K
QHC
3046
DELISTED
Quorum Health Corporation
QHC
$322K ﹤0.01%
77,545
+10,449
+16% +$42.9K
KDNY
3047
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$321K ﹤0.01%
5,625
+2,540
+82% +$127K
NEE.PRH.CL
3048
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$320K ﹤0.01%
12,708
-1,676
-12% -$42.4K
PCW
3049
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$319K ﹤0.01%
56,512
-1,201
-2% -$6.78K
AMFW
3050
DELISTED
AMEC Foster Wheeler plc
AMFW
$319K ﹤0.01%
52,953
+3,074
+6% +$20.6K
120 121
122
123 124

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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.