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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
HMY icon
3101
Harmony Gold Mining
HMY
$9.92B
$279K ﹤0.01%
169,125
-3,875
-2% -$8.31K
CYTK icon
3102
Cytokinetics
CYTK
$11B
$278K ﹤0.01%
23,015
+9,682
+73% +$135K
IBA
3103
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$277K ﹤0.01%
4,769
+314
+7% +$17.3K
BHBK
3104
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$277K ﹤0.01%
+15,502
New +$281K
GMTA
3105
DELISTED
GATX Corporation 5.625% Senior Notes 5/30/2066
GMTA
$277K ﹤0.01%
10,642
-1,421
-12% -$36.3K
SCE.PRK
3106
DELISTED
SCE TRUST V
SCE.PRK
$276K ﹤0.01%
+9,567
New +$273K
COF.PRF
3107
DELISTED
Capital One Financial Corporation
COF.PRF
$276K ﹤0.01%
10,335
+2,360
+30% +$62.8K
SWJ.CL
3108
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$276K ﹤0.01%
10,781
-8,173
-43% -$208K
NEE.PRI
3109
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$276K ﹤0.01%
10,927
-1,474
-12% -$36.9K
INSM icon
3110
Insmed
INSM
$23.2B
$275K ﹤0.01%
16,035
+1,618
+11% +$27.6K
WFC.PRX
3111
DELISTED
Wells Fargo & Company Depositary Shares, each representing a 1/1,000th interest in a share of Non-Cu
WFC.PRX
$275K ﹤0.01%
10,753
-824
-7% -$20.8K
SNHNI
3112
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$275K ﹤0.01%
10,853
-5,988
-36% -$149K
CVGI icon
3113
Commercial Vehicle Group
CVGI
$157M
$274K ﹤0.01%
32,413
-11,209
-26% -$91.5K
RICK icon
3114
RCI Hospitality Holdings
RICK
$199M
$274K ﹤0.01%
11,510
-973
-8% -$19.1K
AFGH
3115
DELISTED
American Financial Group, Inc. 6.000% Subordinated Debentures due 2055
AFGH
$274K ﹤0.01%
9,980
-1,410
-12% -$37.9K
SNHNL
3116
DELISTED
Senior Housing Properties Trust 6.25% Senior Notes Due 2046
SNHNL
$274K ﹤0.01%
+10,160
New +$269K
GLRE icon
3117
Greenlight Captial
GLRE
$563M
$273K ﹤0.01%
13,056
-708
-5% -$14.8K
MS.PRF icon
3118
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$273K ﹤0.01%
9,334
-1,228
-12% -$35.8K
BAC.PRI.CL
3119
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$273K ﹤0.01%
10,556
-5,475
-34% -$142K
BKLN icon
3120
Invesco Senior Loan ETF
BKLN
$7.1B
$268K ﹤0.01%
11,602
-3,161
-21% -$73.5K
PSA.PRB
3121
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.40% Cumulative Preferred Share of
PSA.PRB
$268K ﹤0.01%
10,238
-1,317
-11% -$33.7K
WRB.PRB
3122
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$268K ﹤0.01%
10,265
+82
+0.8% +$2.06K
NEE.PRJ
3123
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$267K ﹤0.01%
10,486
-1,444
-12% -$36.1K
CTO
3124
CTO Realty Growth
CTO
$743M
$266K ﹤0.01%
17,212
+899
+6% +$13.4K
GOGO icon
3125
Gogo Inc
GOGO
$515M
$265K ﹤0.01%
22,953
+476
+2% +$5.79K
123 124
125
126 127

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.