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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
SPPI
2651
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$774K ﹤0.01%
103,935
-28,129
-21% -$184K
GNRT
2652
DELISTED
Gener8 Maritime, Inc.
GNRT
$774K ﹤0.01%
135,964
+59,551
+78% +$319K
OLP
2653
One Liberty Properties
OLP
$548M
$773K ﹤0.01%
32,993
+2,600
+9% +$61.2K
NUTR
2654
DELISTED
Nutraceutical International Co
NUTR
$772K ﹤0.01%
18,537
-13,444
-42% -$480K
CTRE icon
2655
CareTrust REIT
CTRE
$10.2B
$769K ﹤0.01%
41,452
-75,035
-64% -$1.36M
RVNC
2656
DELISTED
Revance Therapeutics, Inc.
RVNC
$769K ﹤0.01%
29,112
+1,711
+6% +$38.2K
PGNX
2657
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$768K ﹤0.01%
113,053
+11,804
+12% +$87.1K
ACRS icon
2658
Aclaris Therapeutics
ACRS
$730M
$766K ﹤0.01%
28,243
-27,154
-49% -$738K
ACIA
2659
DELISTED
Acacia Communications Inc
ACIA
$761K ﹤0.01%
18,350
+11,687
+175% +$562K
SPA
2660
DELISTED
Sparton
SPA
$761K ﹤0.01%
+34,607
New +$682K
CHFN
2661
DELISTED
Charter Financial Corp
CHFN
$759K ﹤0.01%
42,155
-30,772
-42% -$576K
ZUMZ icon
2662
Zumiez
ZUMZ
$320M
$757K ﹤0.01%
61,325
+18,251
+42% +$279K
ACTA
2663
DELISTED
Actua Corp
ACTA
$757K ﹤0.01%
53,910
+2,694
+5% +$38K
BSV icon
2664
Vanguard Short-Term Bond ETF
BSV
$44.6B
$756K ﹤0.01%
9,473
+73
+0.8% +$5.83K
NXRT
2665
NexPoint Residential Trust
NXRT
$665M
$756K ﹤0.01%
30,392
+2,342
+8% +$58.5K
PTHN
2666
DELISTED
Patheon N.V.
PTHN
$756K ﹤0.01%
21,672
-4,899
-18% -$151K
MIN
2667
Aberdeen Intermediate Income Fund
MIN
$273M
$753K ﹤0.01%
+174,375
New +$754K
HASI icon
2668
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
$752K ﹤0.01%
32,883
-11,356
-26% -$251K
INVH icon
2669
Invitation Homes
INVH
$17.7B
$747K ﹤0.01%
34,531
+10,258
+42% +$221K
JRVR icon
2670
James River Group Holdings
JRVR
$218M
$746K ﹤0.01%
18,772
+7,388
+65% +$303K
BHR
2671
Braemar Hotels & Resorts
BHR
$153M
$742K ﹤0.01%
72,787
+44,155
+154% +$451K
RDNT icon
2672
RadNet
RDNT
$4.84B
$742K ﹤0.01%
95,794
-63,670
-40% -$434K
ELP
2673
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$740K ﹤0.01%
252,193
-256,725
-50% -$889K
SBSW icon
2674
Sibanye-Stillwater
SBSW
$5.92B
$739K ﹤0.01%
169,317
+95,647
+130% +$634K
UBNK
2675
DELISTED
United Financial Bancorp, Inc.
UBNK
$739K ﹤0.01%
44,282
+12,481
+39% +$212K
105 106
107
108 109

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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.