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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
KMI icon
226
Kinder Morgan
KMI
$73.6B
$68.8M 0.08%
3,590,408
+356,857
+11% +$7.09M
KDP icon
227
Keurig Dr Pepper
KDP
$40.4B
$68.3M 0.08%
749,741
+374,119
+100% +$35M
SAP icon
228
SAP
SAP
$184B
$67.8M 0.08%
648,202
-21,468
-3% -$2.21M
GEN icon
229
Gen Digital
GEN
$15.5B
$67.8M 0.08%
2,400,808
+1,350,030
+128% +$40.8M
PPL
230
PPL Corp
PPL
$27.6B
$67.7M 0.08%
1,750,730
+301,899
+21% +$11.7M
APH icon
231
Amphenol
APH
$190B
$67.7M 0.08%
3,667,180
+777,696
+27% +$14.2M
PSA icon
232
Public Storage
PSA
$60B
$67.5M 0.08%
323,838
+34,829
+12% +$7.49M
GGG icon
233
Graco
GGG
$12.9B
$67.2M 0.08%
1,845,045
-102,954
-5% -$3.65M
YUM icon
234
Yum! Brands
YUM
$40.9B
$67.1M 0.08%
909,479
+136,885
+18% +$9.52M
IWF icon
235
iShares Russell 1000 Growth ETF
IWF
$122B
$67.1M 0.08%
2,253,500
+2,222,056
+7,067% +$65.2M
APD icon
236
Air Products & Chemicals
APD
$66.1B
$67M 0.08%
468,450
+27,180
+6% +$3.86M
PLD icon
237
Prologis
PLD
$137B
$66.5M 0.08%
1,134,335
+178,470
+19% +$9.94M
F icon
238
Ford
F
$57.3B
$66.5M 0.08%
5,938,646
+514,571
+9% +$5.75M
FIS icon
239
Fidelity National Information Services
FIS
$21.4B
$66M 0.08%
772,919
+88,701
+13% +$7.42M
AAL icon
240
American Airlines Group
AAL
$9.35B
$65.9M 0.08%
1,309,831
+677,256
+107% +$31.5M
PPG icon
241
PPG Industries
PPG
$25.8B
$65.6M 0.08%
596,980
+16,593
+3% +$1.8M
MCHP icon
242
Microchip Technology
MCHP
$42.7B
$65.4M 0.08%
1,694,258
+802,770
+90% +$31.6M
GWW icon
243
W.W. Grainger
GWW
$64.5B
$64.7M 0.08%
358,536
+262,431
+273% +$49.5M
UN
244
DELISTED
Unilever NV New York Registry Shares
UN
$64.2M 0.08%
1,161,123
+142,661
+14% +$7.7M
ASML icon
245
ASML
ASML
$678B
$63.8M 0.08%
489,357
-7,547
-2% -$999K
LRCX icon
246
Lam Research
LRCX
$388B
$63.7M 0.08%
4,502,800
+1,504,600
+50% +$22.1M
PXD
247
DELISTED
Pioneer Natural Resource Co.
PXD
$63.2M 0.08%
396,233
+74,067
+23% +$12.7M
EL icon
248
Estee Lauder
EL
$29B
$63.2M 0.08%
658,296
+123,007
+23% +$11.3M
IVZ icon
249
Invesco
IVZ
$13.3B
$63.2M 0.08%
1,795,103
+314,258
+21% +$10.2M
DXC icon
250
DXC Technology
DXC
$1.59B
$63.1M 0.08%
+951,297
New +$63.1M
8 9
10
11 12

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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.