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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
VC icon
801
Visteon
VC
$2.77B
$13.5M 0.02%
132,153
-15,447
-10% -$1.53M
PRAH
802
DELISTED
PRA Health Sciences, Inc.
PRAH
$13.5M 0.02%
179,610
+24,314
+16% +$1.69M
MPT
803
Medical Properties Trust
MPT
$2.89B
$13.4M 0.02%
1,041,427
+282,826
+37% +$3.77M
SNA icon
804
Snap-on
SNA
$20.9B
$13.4M 0.02%
84,796
+6,125
+8% +$1M
MAC icon
805
Macerich
MAC
$7.32B
$13.4M 0.02%
230,695
+21,311
+10% +$1.29M
OPLN
806
Openlane
OPLN
$4.17B
$13.4M 0.02%
843,112
+31,093
+4% +$506K
BDN
807
Brandywine Realty Trust
BDN
$551M
$13.4M 0.02%
763,807
-356,955
-32% -$6.13M
JHX icon
808
James Hardie Industries
JHX
$15.4B
$13.4M 0.02%
849,006
+48,535
+6% +$763K
DISH
809
DELISTED
DISH Network Corp.
DISH
$13.4M 0.02%
213,122
+54,894
+35% +$3.46M
GWB
810
DELISTED
Great Western Bancorp, Inc.
GWB
$13.4M 0.02%
327,704
+79,219
+32% +$3.19M
HYT icon
811
BlackRock Corporate High Yield Fund
HYT
$1.36B
$13.4M 0.02%
+1,218,972
New +$13.5M
EME icon
812
Emcor
EME
$33.1B
$13.4M 0.02%
204,227
-59,793
-23% -$3.85M
FULT icon
813
Fulton Financial
FULT
$4.7B
$13.3M 0.02%
702,627
-21,872
-3% -$398K
MGM icon
814
MGM Resorts International
MGM
$11.7B
$13.3M 0.02%
426,627
+5,189
+1% +$160K
PRGO icon
815
Perrigo
PRGO
$1.4B
$13.3M 0.02%
176,754
+75,668
+75% +$5.43M
THO icon
816
Thor Industries
THO
$3.99B
$13.3M 0.02%
127,543
-24,880
-16% -$2.41M
TWO
817
Two Harbors Investment
TWO
$1.27B
$13.3M 0.02%
167,881
-80,753
-32% -$6.46M
VYX icon
818
NCR Voyix
VYX
$1.06B
$13.3M 0.02%
530,363
-5,713
-1% -$145K
VSH icon
819
Vishay Intertechnology
VSH
$5.86B
$13.3M 0.02%
799,850
-338,763
-30% -$5.57M
FRT icon
820
Federal Realty Investment Trust
FRT
$10.9B
$13.3M 0.02%
105,022
-27,614
-21% -$3.56M
SIX
821
DELISTED
Six Flags Entertainment Corp.
SIX
$13.3M 0.02%
222,663
+8,647
+4% +$523K
HRC
822
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$13.3M 0.02%
166,643
-15,686
-9% -$1.18M
WOOF
823
DELISTED
VCA Inc.
WOOF
$13.3M 0.02%
143,697
+1,042
+0.7% +$95.8K
GSG icon
824
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.02B
$13.2M 0.02%
944,930
– –
SUPN icon
825
Supernus Pharmaceuticals
SUPN
$2.68B
$13.2M 0.02%
307,131
+28,446
+10% +$1.01M
31 32
33
34 35

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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.