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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
AON icon
251
Aon
AON
$76.8B
$63M 0.08%
473,984
+31,120
+7% +$3.93M
WMB icon
252
Williams Companies
WMB
$91.5B
$63M 0.08%
2,080,060
+310,745
+18% +$9.26M
EMN icon
253
Eastman Chemical
EMN
$7.84B
$62.9M 0.08%
748,795
+531,177
+244% +$42.8M
TM icon
254
Toyota
TM
$211B
$62.7M 0.08%
596,612
-10,559
-2% -$1.13M
VAR
255
DELISTED
Varian Medical Systems, Inc.
VAR
$62.5M 0.07%
605,860
+368,864
+156% +$35.5M
LEA icon
256
Lear
LEA
$7.25B
$62.2M 0.07%
437,714
-69,098
-14% -$9.78M
VOYA icon
257
Voya Financial
VOYA
$8.9B
$61.9M 0.07%
1,677,742
-199,247
-11% -$7.25M
HIG icon
258
Hartford Financial Services
HIG
$38.4B
$61.6M 0.07%
1,172,360
+324,238
+38% +$16.1M
MSI icon
259
Motorola Solutions
MSI
$68.6B
$61.6M 0.07%
710,268
+213,627
+43% +$18.1M
FCX icon
260
Freeport-McMoran
FCX
$90.1B
$61.6M 0.07%
5,126,647
+1,394,137
+37% +$16.9M
LUMN icon
261
Lumen
LUMN
$6.75B
$61.3M 0.07%
2,566,440
+1,086,461
+73% +$27.3M
ADM icon
262
Archer Daniels Midland
ADM
$41.6B
$60.9M 0.07%
1,471,121
+431,389
+41% +$18.5M
WEC icon
263
WEC Energy
WEC
$37.6B
$60.6M 0.07%
986,859
+336,843
+52% +$20.8M
TTE icon
264
TotalEnergies
TTE
$191B
$60.3M 0.07%
1,216,713
-6,801
-0.6% -$350K
ADSK icon
265
Autodesk
ADSK
$44.9B
$59.1M 0.07%
586,102
+254,010
+76% +$25.1M
EFX icon
266
Equifax
EFX
$20.4B
$59.1M 0.07%
429,793
+267,426
+165% +$36.7M
IWM icon
267
iShares Russell 2000 ETF
IWM
$81.6B
$59.1M 0.07%
419,109
-400,057
-49% -$55.4M
EW icon
268
Edwards Lifesciences
EW
$49.1B
$58.8M 0.07%
1,492,749
+446,496
+43% +$16.3M
GSK icon
269
GSK
GSK
$103B
$58.7M 0.07%
1,088,274
+148,933
+16% +$7.94M
BABA icon
270
Alibaba
BABA
$272B
$58.4M 0.07%
414,340
+68,506
+20% +$8.46M
FE icon
271
FirstEnergy
FE
$28.7B
$57.8M 0.07%
1,983,135
+1,114,303
+128% +$33.1M
CAH icon
272
Cardinal Health
CAH
$53.5B
$57.4M 0.07%
736,966
+166,833
+29% +$12.6M
TSCO icon
273
Tractor Supply
TSCO
$16B
$57.3M 0.07%
5,283,775
+4,031,440
+322% +$48M
WELL icon
274
Welltower
WELL
$176B
$57.2M 0.07%
764,260
+100,931
+15% +$7.38M
SI
275
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$57.2M 0.07%
826,799
+64,155
+8% +$4.44M
9 10
11
12 13

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AF
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MCM
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PSUF
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IA
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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.