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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
SBAC icon
276
SBA Communications
SBAC
$18.5B
$57.1M 0.07%
423,077
-89,478
-17% -$11.6M
ES icon
277
Eversource Energy
ES
$28.2B
$56.5M 0.07%
930,318
+319,512
+52% +$19.4M
MSCI icon
278
MSCI
MSCI
$40.1B
$56.4M 0.07%
547,412
+83,330
+18% +$8.39M
ROST icon
279
Ross Stores
ROST
$76.7B
$56.1M 0.07%
971,740
+142,975
+17% +$8.92M
NVO
280
Novo Nordisk
NVO
$217B
$56.1M 0.07%
2,614,828
+216,292
+9% +$4.36M
WHR icon
281
Whirlpool
WHR
$2.44B
$56M 0.07%
292,065
+131,228
+82% +$24M
PCG icon
282
PG&E
PCG
$47.9B
$55.8M 0.07%
841,256
+105,727
+14% +$7.12M
JCI icon
283
Johnson Controls International
JCI
$86.9B
$55.7M 0.07%
1,283,946
+272,240
+27% +$11.4M
PH icon
284
Parker-Hannifin
PH
$123B
$55.5M 0.07%
347,455
+15,425
+5% +$2.44M
TT icon
285
Trane Technologies
TT
$106B
$55.5M 0.07%
607,193
+91,852
+18% +$8.06M
SYF icon
286
Synchrony
SYF
$23.6B
$55.4M 0.07%
1,856,322
+985,096
+113% +$29.2M
BCR
287
DELISTED
CR Bard Inc.
BCR
$55.3M 0.07%
174,890
+39,350
+29% +$11.7M
FTV icon
288
Fortive
FTV
$18.9B
$55M 0.07%
1,376,676
+288,145
+26% +$11.3M
BAY
289
DELISTED
BAYER AG SPONS ADR
BAY
$54.9M 0.07%
422,770
+42,969
+11% +$5.58M
AZN icon
290
AstraZeneca
AZN
$262B
$54.7M 0.07%
801,818
+69,782
+10% +$4.56M
STX icon
291
Seagate
STX
$190B
$54.2M 0.06%
1,399,530
+685,208
+96% +$29.9M
CMS icon
292
CMS Energy
CMS
$23.1B
$54.1M 0.06%
1,168,973
+258,785
+28% +$12M
CHD icon
293
Church & Dwight Co
CHD
$23B
$53.6M 0.06%
1,033,702
+397,393
+62% +$20.3M
VFC icon
294
VF Corp
VFC
$6.65B
$53.4M 0.06%
984,506
+325,171
+49% +$16.8M
BUD icon
295
AB InBev
BUD
$158B
$52.3M 0.06%
474,341
+37,541
+9% +$4.3M
AVB icon
296
AvalonBay Communities
AVB
$27.1B
$51.5M 0.06%
267,834
+24,197
+10% +$4.63M
ANDV
297
DELISTED
Andeavor
ANDV
$51.2M 0.06%
546,594
+307,700
+129% +$26M
SWKS icon
298
Skyworks Solutions
SWKS
$9.07B
$51.1M 0.06%
532,108
+295,653
+125% +$30.3M
XEL icon
299
Xcel Energy
XEL
$50.9B
$51M 0.06%
1,112,208
+186,072
+20% +$8.57M
NXPI icon
300
NXP Semiconductors
NXPI
$67.8B
$51M 0.06%
466,061
-43,097
-8% -$4.62M
10 11
12
13 14

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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.