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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
OKS
3426
DELISTED
Oneok Partners LP
OKS
– –
-466,234
Closed -$25.2M
CST
3427
DELISTED
CST Brands, Inc.
CST
– –
-139,543
Closed -$6.71M
PVTB
3428
DELISTED
PrivateBancorp Inc
PVTB
– –
-73,514
Closed -$4.37M
CIE
3429
DELISTED
Cobalt International Energy, Inc
CIE
– –
-6,082
Closed -$49K
YHOO
3430
DELISTED
Yahoo Inc
YHOO
– –
-1,463,374
Closed -$67.9M
BNCN
3431
DELISTED
BNC Bancorp
BNCN
– –
-8,771
Closed -$307K
MJN
3432
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-248,204
Closed -$22.1M
JIVE
3433
DELISTED
Jive Software, Inc.
JIVE
– –
-13,412
Closed -$58K
EVER
3434
DELISTED
Everbank Financial Corp
EVER
– –
-174,223
Closed -$3.39M
APFH
3435
DELISTED
AdvancePierre Foods Holdings
APFH
– –
-65,492
Closed -$2.04M
VAL
3436
DELISTED
Valspar
VAL
– –
-128,074
Closed -$14.2M
JNS
3437
DELISTED
Janus Capital Group Inc
JNS
– –
-454,497
Closed -$6M
CACB
3438
DELISTED
Cascade Bancorp
CACB
– –
-15,350
Closed -$118K
UTEK
3439
DELISTED
Ultratech Inc.
UTEK
– –
-15,448
Closed -$458K
SALE
3440
DELISTED
RetailMeNot, Inc. Series 1
SALE
– –
-162,972
Closed -$1.32M
INVN
3441
DELISTED
Invensense Inc
INVN
– –
-25,002
Closed -$316K
SYUT
3442
DELISTED
Synutra International, Inc.
SYUT
– –
-22,474
Closed -$134K
EXAR
3443
DELISTED
Exar Corporation
EXAR
– –
-224,422
Closed -$2.92M
MBVT
3444
DELISTED
Merchants Bancshares Inc
MBVT
– –
-10,636
Closed -$518K
FNBC
3445
DELISTED
First NBC Bank Holding Company
FNBC
– –
-59,409
Closed -$238K
SBY
3446
DELISTED
Silver Bay Realty Trust Corp.
SBY
– –
-13,068
Closed -$281K
HW
3447
DELISTED
Headwaters Inc
HW
– –
-152,730
Closed -$3.59M
SWC
3448
DELISTED
Stillwater Mining Co
SWC
– –
-206,853
Closed -$3.57M
ISLE
3449
DELISTED
Isle of Capri Casinos Inc
ISLE
– –
-81,928
Closed -$2.16M
ZLTQ
3450
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-90,910
Closed -$5.06M
136 137
138
139 140

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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.