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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
HRB icon
651
H&R Block
HRB
$5.18B
$17.7M 0.02%
572,768
+223,854
+64% +$5.88M
FLR icon
652
Fluor
FLR
$7.29B
$17.7M 0.02%
386,693
+99,899
+35% +$4.78M
ACM icon
653
Aecom
ACM
$9.07B
$17.7M 0.02%
547,542
+237,982
+77% +$7.89M
BF.B icon
654
Brown-Forman Class B
BF.B
$12B
$17.7M 0.02%
569,017
+53,395
+10% +$1.68M
CPB icon
655
Campbell Soup
CPB
$6.51B
$17.7M 0.02%
339,271
+78,888
+30% +$4.47M
XEC
656
DELISTED
CIMAREX ENERGY CO
XEC
$17.7M 0.02%
187,762
+52,614
+39% +$5.79M
JEF icon
657
Jefferies Financial Group
JEF
$12.9B
$17.7M 0.02%
753,770
+183,838
+32% +$4.19M
SIVB
658
DELISTED
SVB Financial Group
SIVB
$17.6M 0.02%
100,399
+37,365
+59% +$6.69M
RELX icon
659
RELX
RELX
$60.1B
$17.6M 0.02%
805,398
+21,025
+3% +$443K
AME icon
660
Ametek
AME
$55.5B
$17.6M 0.02%
290,005
+16,307
+6% +$961K
GXP
661
DELISTED
Great Plains Energy Incorporated
GXP
$17.5M 0.02%
598,428
+105,575
+21% +$3.07M
HLF icon
662
Herbalife
HLF
$1.23B
$17.5M 0.02%
491,078
-49,470
-9% -$1.67M
G icon
663
Genpact
G
$5.3B
$17.5M 0.02%
628,845
-4,040
-0.6% -$105K
ALB icon
664
Albemarle
ALB
$13.5B
$17.3M 0.02%
164,244
+28,530
+21% +$3.1M
PHG icon
665
Philips
PHG
$25.4B
$17.3M 0.02%
637,140
+73,578
+13% +$1.93M
CXT icon
666
Crane NXT
CXT
$3.04B
$17.3M 0.02%
627,282
+136,528
+28% +$3.69M
SDX
667
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$17.2M 0.02%
664,233
+59,426
+10% +$1.54M
Y
668
DELISTED
Alleghany Corp
Y
$17.2M 0.02%
28,908
-1,316
-4% -$783K
KKR icon
669
KKR & Co
KKR
$89.2B
$17.1M 0.02%
920,920
-151,276
-14% -$2.77M
UHS icon
670
Universal Health Services
UHS
$9.43B
$17.1M 0.02%
139,833
+22,604
+19% +$2.69M
BNL
671
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$17M 0.02%
567,292
+29,013
+5% +$871K
JLL icon
672
Jones Lang LaSalle
JLL
$15.1B
$17M 0.02%
135,895
+18,078
+15% +$2.08M
DHC
673
Diversified Healthcare Trust
DHC
$2.26B
$17M 0.02%
830,877
+225,997
+37% +$4.82M
TUP
674
DELISTED
Tupperware Brands Corporation
TUP
$16.9M 0.02%
241,335
-46,692
-16% -$3.25M
DB icon
675
Deutsche Bank
DB
$66.3B
$16.9M 0.02%
950,688
+91,592
+11% +$1.62M
25 26
27
28 29

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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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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.