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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
PAM icon
3376
Pampa Energía
PAM
$4.64B
– –
-419,007
Closed -$22.7M
SB icon
3377
Safe Bulkers
SB
$781M
– –
-95,934
Closed -$211K
SENS icon
3378
Senseonics Holdings Inc
SENS
$254M
– –
-2,992
Closed -$107K
SGMO
3379
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-111,136
Closed -$578K
SPIB icon
3380
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
– –
-650,443
Closed -$22.2M
SPTI icon
3381
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
– –
-1,757,142
Closed -$52.6M
TGS icon
3382
Transportadora de Gas del Sur
TGS
$4.59B
– –
-152,455
Closed -$2.09M
TLPH icon
3383
Talphera
TLPH
$70.1M
– –
-662
Closed -$42K
TOVX icon
3384
Theriva Biologics
TOVX
$10.2M
– –
-9
Closed -$52K
TTNP
3385
DELISTED
Titan Pharmaceuticals
TTNP
– –
-4
Closed -$44K
VANI icon
3386
Vivani Medical
VANI
$110M
– –
-482
Closed -$14K
VB icon
3387
Vanguard Small-Cap ETF
VB
$79.5B
– –
-1,797
Closed -$240K
VNCE icon
3388
Vince Holding Corp
VNCE
$76.2M
– –
-2,233
Closed -$35K
WHLR
3389
Wheeler Real Estate Investment Trust
WHLR
$1.15M
– –
0
– -$76K
XLRE icon
3390
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.69B
– –
-120,869
Closed -$3.82M
YRD
3391
Yiren Digital
YRD
$103M
– –
-14,419
Closed -$362K
ZDGE icon
3392
Zedge
ZDGE
$38.9M
– –
-21,536
Closed -$66K
ONC
3393
BeOne Medicines Ltd
ONC
$33.8B
– –
-10,796
Closed -$395K
ITCI
3394
DELISTED
Intra-Cellular Therapies Inc.
ITCI
– –
-92,971
Closed -$1.51M
AY
3395
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
– –
-69,941
Closed -$1.47M
PRMW
3396
DELISTED
Primo Water Corporation
PRMW
– –
-14,576
Closed -$180K
AVGR
3397
DELISTED
Avinger, Inc. Common Stock
AVGR
– –
0
– -$31K
NS
3398
DELISTED
NuStar Energy L.P.
NS
– –
-10,101
Closed -$525K
NM
3399
DELISTED
Navios Maritime Holdings Inc.
NM
– –
-277,623
Closed -$5.19M
ISEE
3400
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-15,005
Closed -$55K
134 135
136
137 138

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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.