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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
SKM icon
451
SK Telecom
SKM
$13.7B
$31.3M 0.04%
740,106
-2,538
-0.3% -$102K
DCM
452
DELISTED
NTT DOCOMO, Inc.
DCM
$31.2M 0.04%
1,318,386
+80,272
+6% +$1.94M
BG icon
453
Bunge Global
BG
$23.6B
$30.9M 0.04%
414,746
-205,817
-33% -$15.7M
AMG icon
454
Affiliated Managers Group
AMG
$9.46B
$30.9M 0.04%
186,132
+24,047
+15% +$3.84M
BFH icon
455
Bread Financial
BFH
$4.21B
$30.7M 0.04%
149,875
+18,854
+14% +$3.75M
WU icon
456
Western Union
WU
$2.57B
$30.4M 0.04%
1,598,080
+471,795
+42% +$9.13M
COL
457
DELISTED
Rockwell Collins
COL
$30.3M 0.04%
288,337
+50,357
+21% +$5.22M
NAB
458
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$30.2M 0.04%
2,653,315
+128,786
+5% +$1.47M
VR
459
DELISTED
Validus Hold Ltd
VR
$30.2M 0.04%
580,215
+4,979
+0.9% +$268K
AES icon
460
AES
AES
$10.6B
$30M 0.04%
2,702,410
+985,919
+57% +$11.3M
HES
461
DELISTED
Hess
HES
$29.9M 0.04%
681,034
+156,124
+30% +$7.3M
JBLU icon
462
JetBlue
JBLU
$1.96B
$29.8M 0.04%
1,305,619
+878,245
+205% +$19.3M
RHT
463
DELISTED
Red Hat Inc
RHT
$29.6M 0.04%
309,293
+9,390
+3% +$838K
HII icon
464
Huntington Ingalls Industries
HII
$11.3B
$29.6M 0.04%
158,746
-49,478
-24% -$9.68M
KLAC icon
465
KLA
KLAC
$275B
$29.4M 0.04%
3,217,700
+816,400
+34% +$8.15M
BIDU icon
466
Baidu
BIDU
$35.8B
$29.2M 0.03%
163,106
-118,907
-42% -$21.5M
BXP icon
467
Boston Properties
BXP
$11B
$29.1M 0.03%
236,143
+7,521
+3% +$951K
MUR icon
468
Murphy Oil
MUR
$5.58B
$29M 0.03%
1,131,319
+267,180
+31% +$6.97M
ACGL icon
469
Arch Capital
ACGL
$36.1B
$28.9M 0.03%
930,633
-60,405
-6% -$1.92M
HUN icon
470
Huntsman Corp
HUN
$2.24B
$28.9M 0.03%
1,118,712
-113,371
-9% -$2.81M
WAT icon
471
Waters Corp
WAT
$36.8B
$28.8M 0.03%
156,683
+4,498
+3% +$782K
NRG icon
472
NRG Energy
NRG
$29.8B
$28.8M 0.03%
1,672,603
+496,652
+42% +$8.33M
NLY icon
473
Annaly Capital Management
NLY
$16.9B
$28.8M 0.03%
597,499
+34,190
+6% +$1.61M
TAP icon
474
Molson Coors Class B
TAP
$7.68B
$28.8M 0.03%
332,985
+84,865
+34% +$7.86M
CHRW icon
475
C.H. Robinson
CHRW
$22B
$28.7M 0.03%
418,600
+19,458
+5% +$1.38M
17 18
19
20 21

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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.