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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
EEM icon
301
iShares MSCI Emerging Markets ETF
EEM
$28.1B
$50.9M 0.06%
1,230,605
+375,779
+44% +$15.3M
DTE icon
302
DTE Energy
DTE
$31.1B
$50.7M 0.06%
563,336
+180,200
+47% +$16.3M
DHI icon
303
D.R. Horton
DHI
$40.7B
$50.4M 0.06%
1,459,230
+390,366
+37% +$13M
PFG icon
304
Principal Financial Group
PFG
$23.5B
$50M 0.06%
781,035
+224,668
+40% +$14.3M
SAN icon
305
Banco Santander
SAN
$194B
$50M 0.06%
7,800,101
+978,602
+14% +$6.08M
MUFG icon
306
Mitsubishi UFJ Financial
MUFG
$259B
$49.5M 0.06%
7,340,291
+531,086
+8% +$3.38M
DEO icon
307
Diageo
DEO
$46.3B
$49.5M 0.06%
413,357
+36,233
+10% +$4.32M
APTV icon
308
Aptiv
APTV
$12B
$49.3M 0.06%
562,736
+191,274
+51% +$16M
NWL icon
309
Newell Brands
NWL
$2.14B
$49.1M 0.06%
915,996
+194,854
+27% +$9.88M
QVCGA
310
DELISTED
QVC Group Inc Series A
QVCGA
$49M 0.06%
41,165
-1,640
-4% -$1.82M
HST icon
311
Host Hotels & Resorts
HST
$16.8B
$49M 0.06%
2,679,841
+972,247
+57% +$17.8M
PCAR icon
312
PACCAR
PCAR
$69.9B
$48.9M 0.06%
1,111,251
+88,780
+9% +$3.84M
AZ
313
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$48.7M 0.06%
2,463,970
+252,291
+11% +$4.99M
PGR icon
314
Progressive
PGR
$124B
$48.6M 0.06%
1,103,167
+98,287
+10% +$4.08M
VRTX icon
315
Vertex Pharmaceuticals
VRTX
$122B
$48.2M 0.06%
373,903
+76,339
+26% +$9.19M
BF
316
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$47.8M 0.06%
511,844
+33,916
+7% +$3.16M
APC
317
DELISTED
Anadarko Petroleum
APC
$47.5M 0.06%
1,046,759
+148,236
+16% +$7.86M
BHI
318
DELISTED
Baker Hughes
BHI
$47.3M 0.06%
868,517
+116,464
+15% +$6.7M
APA icon
319
APA Corp
APA
$12.9B
$47.3M 0.06%
986,997
+295,483
+43% +$14.6M
GPC icon
320
Genuine Parts
GPC
$17B
$47.3M 0.06%
509,484
+101,737
+25% +$9.35M
ING icon
321
ING
ING
$93.9B
$47.2M 0.06%
2,712,509
+208,780
+8% +$3.43M
KSS icon
322
Kohl's
KSS
$2.08B
$46.7M 0.06%
1,207,431
+640,239
+113% +$24.5M
CCL icon
323
Carnival Corporation Ltd
CCL
$36.1B
$46.4M 0.06%
706,959
-108,110
-13% -$6.74M
CNC icon
324
Centene
CNC
$31.2B
$45.7M 0.05%
1,144,788
+590,860
+107% +$22.3M
HSY icon
325
Hershey
HSY
$35.4B
$45.7M 0.05%
425,624
+234,363
+123% +$25.9M
11 12
13
14 15

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MCM
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PSUF
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IA
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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.