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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
ENIA
1576
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$4.47M 0.01%
474,195
-886,731
-65% -$8.71M
SPN
1577
DELISTED
Superior Energy Services, Inc.
SPN
$4.47M 0.01%
42,854
+10,044
+31% +$1.17M
BMCH
1578
DELISTED
BMC Stock Holdings, Inc
BMCH
$4.47M 0.01%
204,448
+58,585
+40% +$1.28M
KN icon
1579
Knowles
KN
$3.22B
$4.46M 0.01%
263,495
-42,140
-14% -$758K
PAC icon
1580
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$4.45M 0.01%
39,616
-982
-2% -$102K
DO
1581
DELISTED
Diamond Offshore Drilling
DO
$4.45M 0.01%
410,442
+19,879
+5% +$264K
KRG icon
1582
Kite Realty
KRG
$5.95B
$4.44M 0.01%
234,702
+66,543
+40% +$1.31M
PIPR icon
1583
Piper Sandler
PIPR
$5.14B
$4.44M 0.01%
296,096
-48,720
-14% -$735K
STAG icon
1584
STAG Industrial
STAG
$7.86B
$4.44M 0.01%
160,710
+32,746
+26% +$876K
RBC icon
1585
RBC Bearings
RBC
$18.8B
$4.42M 0.01%
43,401
-14,879
-26% -$1.49M
RYN icon
1586
Rayonier
RYN
$6.49B
$4.4M 0.01%
168,693
+49,941
+42% +$1.29M
PDLI
1587
DELISTED
PDL BioPharma, Inc.
PDLI
$4.4M 0.01%
1,780,394
+152,236
+9% +$350K
EGN
1588
DELISTED
Energen
EGN
$4.4M 0.01%
89,069
+168
+0.2% +$8.96K
WPX
1589
DELISTED
WPX Energy, Inc.
WPX
$4.39M 0.01%
454,940
-20,292
-4% -$231K
ENDP
1590
DELISTED
Endo International plc
ENDP
$4.39M 0.01%
393,317
+58,040
+17% +$681K
EXLS icon
1591
EXL Service
EXLS
$4.23B
$4.39M 0.01%
394,765
+63,130
+19% +$637K
INWK
1592
DELISTED
InnerWorkings, Inc.
INWK
$4.38M 0.01%
377,417
-57,372
-13% -$617K
CENX icon
1593
Century Aluminum
CENX
$4.57B
$4.37M 0.01%
280,643
+12,898
+5% +$180K
AR icon
1594
Antero Resources
AR
$10.9B
$4.37M 0.01%
202,163
+7,519
+4% +$161K
FMBI
1595
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.36M 0.01%
187,236
+21,948
+13% +$504K
CRC
1596
DELISTED
California Resources Corporation
CRC
$4.36M 0.01%
510,169
-42,894
-8% -$505K
INGN icon
1597
Inogen
INGN
$167M
$4.36M 0.01%
45,661
+17,559
+62% +$1.5M
AEO icon
1598
American Eagle Outfitters
AEO
$2.85B
$4.36M 0.01%
361,414
-70,610
-16% -$886K
OSG
1599
Octave Specialty Group
OSG
$252M
$4.35M 0.01%
250,582
+31,311
+14% +$556K
CBD
1600
DELISTED
Companhia Brasileira de Distribuicao
CBD
$4.34M 0.01%
222,193
-21,267
-9% -$441K
62 63
64
65 66

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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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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.