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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
USAK
3401
DELISTED
USA Truck Inc
USAK
– –
-10,257
Closed -$75K
ALSK
3402
DELISTED
Alaska Communications Systems
ALSK
– –
-10,752
Closed -$20K
FBM
3403
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
– –
-78,654
Closed -$1.26M
SHOS
3404
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
– –
-17,065
Closed -$67K
HLTH
3405
DELISTED
Nobilis Health Corp.
HLTH
– –
-16,514
Closed -$28K
PCMI
3406
DELISTED
PCM, Inc
PCMI
– –
-7,476
Closed -$210K
TMK.PRC
3407
DELISTED
Torchmark Corporation
TMK.PRC
– –
-8,202
Closed -$212K
BOJA
3408
DELISTED
Bojangles', Inc. Common Stock
BOJA
– –
-28,153
Closed -$577K
KANG
3409
DELISTED
iKang Healthcare Group, Inc.
KANG
– –
-51,959
Closed -$759K
HDP
3410
DELISTED
Hortonworks, Inc.
HDP
– –
-36,431
Closed -$357K
SEP
3411
DELISTED
Spectra Engy Parters Lp
SEP
– –
-37,846
Closed -$1.65M
CTX.CL
3412
DELISTED
Qwest Corporation
CTX.CL
– –
-8,842
Closed -$223K
RSPP
3413
PUT
DELISTED
RSP Permian, Inc.
RSPP
– –
-2,500
Closed -$525K
VCO
3414
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
– –
-27,443
Closed -$933K
BBRG
3415
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
– –
-10,722
Closed -$55K
ERN
3416
DELISTED
Erin Energy Corp
ERN
– –
-29,495
Closed -$71K
WG
3417
DELISTED
Willbros Group
WG
– –
-10,852
Closed -$30K
PSB.PRT.CL
3418
DELISTED
PS Business Parks Inc
PSB.PRT.CL
– –
-13,500
Closed -$340K
ARH.PRC.CL
3419
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
– –
-10,915
Closed -$275K
SCHW.PRB.CL
3420
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
– –
-13,000
Closed -$335K
PN
3421
DELISTED
Patriot National, Inc.
PN
– –
-20,466
Closed -$58K
GS.PRI.CL
3422
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
– –
-18,455
Closed -$480K
MACK
3423
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-2,386
Closed -$58K
MBLY
3424
DELISTED
Mobileye N.V.
MBLY
– –
-135,356
Closed -$8.31M
CBPO
3425
DELISTED
China Biologic Products Holdings, Inc.
CBPO
– –
-92,315
Closed -$9.24M
135 136
137
138 139

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MCM
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PSUF
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BAM
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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.