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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
NEM icon
351
Newmont
NEM
$99.5B
$42.6M 0.05%
1,316,497
+297,223
+29% +$10M
RNR icon
352
RenaissanceRe
RNR
$13.8B
$42.4M 0.05%
305,214
+9,981
+3% +$1.4M
NUE icon
353
Nucor
NUE
$56.4B
$42.4M 0.05%
732,597
+44,606
+6% +$2.62M
XRAY icon
354
Dentsply Sirona
XRAY
$2.59B
$42.3M 0.05%
652,336
+185,467
+40% +$11.7M
ITUB icon
355
Itaú Unibanco
ITUB
$91.3B
$42.3M 0.05%
7,883,128
-1,450,500
-16% -$8.13M
BHP icon
356
BHP
BHP
$213B
$42.1M 0.05%
1,326,471
+81,257
+7% +$2.58M
ALK icon
357
Alaska Air
ALK
$5.15B
$42.1M 0.05%
468,551
+287,330
+159% +$25.2M
AIZ icon
358
Assurant
AIZ
$13.7B
$41.7M 0.05%
401,789
+247,827
+161% +$24.7M
MIDD icon
359
Middleby
MIDD
$6.05B
$41.5M 0.05%
341,522
+22,208
+7% +$2.93M
NTT
360
DELISTED
Nippon Telegraph & Telephone
NTT
$41.5M 0.05%
880,362
+45,041
+5% +$2.12M
TIF
361
DELISTED
Tiffany & Co.
TIF
$41.4M 0.05%
441,087
+232,462
+111% +$21.3M
VO icon
362
Vanguard Mid-Cap ETF
VO
$106B
$41.3M 0.05%
1,160,120
+12,868
+1% +$455K
ENB icon
363
Enbridge
ENB
$124B
$41.3M 0.05%
1,037,901
-280,582
-21% -$11.3M
RGA icon
364
Reinsurance Group of America
RGA
$15.7B
$41M 0.05%
319,650
-15,006
-4% -$1.89M
TNL icon
365
Travel + Leisure Co
TNL
$4.54B
$41M 0.05%
904,546
+400,394
+79% +$17.4M
WRK
366
DELISTED
WestRock Company
WRK
$40.7M 0.05%
718,153
+160,294
+29% +$8.69M
WBK
367
DELISTED
Westpac Banking Corporation
WBK
$40.5M 0.05%
1,732,697
+15,138
+0.9% +$367K
IQV icon
368
IQVIA
IQV
$34.7B
$40.5M 0.05%
452,641
-165,617
-27% -$14M
EQR icon
369
Equity Residential
EQR
$25.4B
$40.5M 0.05%
614,748
+50,366
+9% +$3.29M
AEE icon
370
Ameren
AEE
$31.5B
$40.5M 0.05%
739,951
+229,559
+45% +$12.7M
RDS.B
371
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$40.4M 0.05%
741,871
+146,705
+25% +$8.17M
DOX icon
372
Amdocs
DOX
$5.53B
$40.4M 0.05%
626,230
-61,857
-9% -$3.9M
SMFG icon
373
Sumitomo Mitsui Financial
SMFG
$166B
$40.2M 0.05%
5,113,086
+283,818
+6% +$2.11M
PBR icon
374
Petrobras
PBR
$121B
$40M 0.05%
5,011,605
-750,389
-13% -$6.69M
UNM icon
375
Unum
UNM
$13.8B
$40M 0.05%
856,868
+352,190
+70% +$16.2M
13 14
15
16 17

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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.