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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
A icon
426
Agilent Technologies
A
$39.1B
$33.4M 0.04%
563,383
+47,003
+9% +$2.68M
LVS icon
427
Las Vegas Sands
LVS
$30.5B
$33.4M 0.04%
522,459
-14,838
-3% -$889K
AFG icon
428
American Financial Group
AFG
$11.9B
$33.4M 0.04%
335,911
-15,264
-4% -$1.49M
MRO
429
DELISTED
Marathon Oil Corporation
MRO
$33.4M 0.04%
2,816,555
+779,755
+38% +$10.9M
HIT
430
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$33.3M 0.04%
540,099
+11,159
+2% +$688K
NTRS icon
431
Northern Trust
NTRS
$22.2B
$33.3M 0.04%
342,494
+49,621
+17% +$4.46M
ANSS
432
DELISTED
Ansys
ANSS
$33.2M 0.04%
272,971
-6,303
-2% -$743K
ZION icon
433
Zions Bancorporation
ZION
$10.1B
$33M 0.04%
750,614
+223,711
+42% +$9.21M
ESS icon
434
Essex Property Trust
ESS
$18.9B
$32.9M 0.04%
127,814
+13,108
+11% +$3.3M
AVY icon
435
Avery Dennison
AVY
$12.3B
$32.8M 0.04%
371,681
+146,501
+65% +$12.3M
BPOP icon
436
Popular Inc
BPOP
$11B
$32.8M 0.04%
786,792
-98,951
-11% -$3.92M
CBRE icon
437
CBRE Group
CBRE
$40.8B
$32.7M 0.04%
898,852
+351,995
+64% +$12.2M
RSG icon
438
Republic Services
RSG
$66.7B
$32.6M 0.04%
511,583
+51,033
+11% +$3.23M
HP icon
439
Helmerich & Payne
HP
$3.53B
$32.6M 0.04%
599,933
+301,715
+101% +$17.7M
M icon
440
Macy's
M
$6.15B
$32.5M 0.04%
1,399,678
+570,449
+69% +$14.6M
BBVA icon
441
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$32.5M 0.04%
3,887,533
+503,984
+15% +$4.07M
VNQ icon
442
Vanguard Real Estate ETF
VNQ
$39.9B
$32.4M 0.04%
389,655
+6,163
+2% +$514K
LLL
443
DELISTED
L3 Technologies, Inc.
LLL
$32.3M 0.04%
193,261
+42,501
+28% +$7.09M
BBD icon
444
Banco Bradesco
BBD
$38.1B
$32.1M 0.04%
6,633,476
-1,559,827
-19% -$7.91M
LYG icon
445
Lloyds Banking Group
LYG
$87.4B
$32M 0.04%
9,053,283
+1,210,005
+15% +$4.3M
TMUS icon
446
T-Mobile US
TMUS
$193B
$31.8M 0.04%
524,720
+127,170
+32% +$8.29M
EMD
447
Western Asset Emerging Markets Debt Fund
EMD
$609M
$31.8M 0.04%
2,040,423
+2,000,393
+4,997% +$31.4M
TPR icon
448
Tapestry
TPR
$28.8B
$31.7M 0.04%
669,229
+94,015
+16% +$4.12M
VTRS icon
449
Viatris
VTRS
$20.1B
$31.6M 0.04%
814,230
+367,962
+82% +$14.1M
CC icon
450
Chemours
CC
$2.59B
$31.6M 0.04%
832,666
-286,790
-26% -$11.3M
16 17
18
19 20

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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.