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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
UAM
3451
DELISTED
Universal American Corp
UAM
– –
-99,045
Closed -$987K
CWEI
3452
DELISTED
Clayton Williams Energy, Inc.
CWEI
– –
-10,593
Closed -$1.4M
CHMT
3453
DELISTED
Chemtura Corporation
CHMT
– –
-190,691
Closed -$6.37M
XXIA
3454
DELISTED
Ixia
XXIA
– –
-149,937
Closed -$2.95M
NMBL
3455
DELISTED
Nimble Storage, Inc.
NMBL
– –
-81,192
Closed -$1.01M
BEAV
3456
DELISTED
B/E Aerospace Inc
BEAV
– –
-197,617
Closed -$12.7M
CBR
3457
DELISTED
CIBER Inc.
CBR
– –
-234,368
Closed -$94K
JOY
3458
DELISTED
Joy Global Inc
JOY
– –
-512,783
Closed -$14.5M
CEB
3459
DELISTED
CEB Inc.
CEB
– –
-110,080
Closed -$8.65M
SCNB
3460
DELISTED
Suffolk Bancorp
SCNB
– –
-25,869
Closed -$1.04M
CSC
3461
DELISTED
Computer Sciences
CSC
– –
-234,324
Closed -$16.2M
OIBR
3462
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
– –
-707,478
Closed -$891K
TACO
3463
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-87,553
Closed -$1.16M
MESA
3464
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
20,200
– –
ROS
3465
DELISTED
ROSTELEKOM
ROS
– –
-49,261
Closed -$405K
ADVNB
3466
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
12,265
– –
GM
3467
DELISTED
GEN MOTORS CORP
GM
– –
-21,078
Closed -$745K
NPSN
3468
DELISTED
NASPERS LTD
NPSN
– –
-880,968
Closed -$15.3M
NTP
3469
DELISTED
Nam Tai Property Inc.
NTP
– –
-12,392
Closed -$86K
ERUS
3470
DELISTED
iShares MSCI Russia ETF
ERUS
– –
-11,149
Closed -$358K
VNO.PRK
3471
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
– –
-9,446
Closed -$241K
AEB
3472
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
– –
-10,114
Closed -$251K
CTY
3473
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
– –
-8,784
Closed -$218K
NIHD
3474
DELISTED
NII Holdings, Inc. Common Stock
NIHD
– –
-39,640
Closed -$52K
GFA
3475
DELISTED
Gafisa S.A.
GFA
– –
-11,972
Closed -$239K
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.