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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
RIO icon
401
Rio Tinto
RIO
$148B
$36.6M 0.04%
864,059
+87,850
+11% +$3.52M
UL icon
402
Unilever
UL
$131B
$36.5M 0.04%
599,542
+52,557
+10% +$3.13M
SHPG
403
DELISTED
Shire pic
SHPG
$36.4M 0.04%
220,159
-16,718
-7% -$2.92M
IPG
404
DELISTED
Interpublic Group of Companies
IPG
$36.4M 0.04%
1,478,970
+632,553
+75% +$15.5M
NOV icon
405
NOV
NOV
$7.45B
$36.4M 0.04%
1,103,812
+215,523
+24% +$7.44M
OKE icon
406
Oneok
OKE
$58.7B
$35.8M 0.04%
686,418
+107,484
+19% +$5.56M
ILMN icon
407
Illumina
ILMN
$29.4B
$35.7M 0.04%
211,530
+27,581
+15% +$4.77M
NTAP icon
408
NetApp
NTAP
$32.9B
$35.6M 0.04%
889,186
+217,645
+32% +$8.68M
EPD icon
409
Enterprise Products Partners
EPD
$83.8B
$35.5M 0.04%
1,312,663
-137,733
-9% -$3.73M
MAN icon
410
ManpowerGroup
MAN
$2.39B
$35.3M 0.04%
316,069
-51,451
-14% -$5.31M
DOV icon
411
Dover
DOV
$27.2B
$35.3M 0.04%
544,579
+63,810
+13% +$4.16M
AER icon
412
AerCap
AER
$23.9B
$35.1M 0.04%
755,462
-19,874
-3% -$896K
WFM
413
DELISTED
Whole Foods Market Inc
WFM
$35.1M 0.04%
832,392
-73,430
-8% -$2.67M
YUMC icon
414
Yum China
YUMC
$14.9B
$35M 0.04%
887,900
+57,953
+7% +$2.09M
CBOE icon
415
Cboe Global Markets
CBOE
$29.8B
$34.8M 0.04%
381,274
+309,746
+433% +$26.4M
BCS icon
416
Barclays
BCS
$94.1B
$34.7M 0.04%
3,448,161
+562,678
+20% +$5.74M
MMP
417
DELISTED
Magellan Midstream Partners, L.P.
MMP
$34.7M 0.04%
487,338
-55,243
-10% -$4.06M
EXPD icon
418
Expeditors International
EXPD
$22.9B
$34.5M 0.04%
611,683
+240,253
+65% +$13.2M
ORLY icon
419
O'Reilly Automotive
ORLY
$72.4B
$34.5M 0.04%
2,365,890
-202,860
-8% -$3.31M
AXA
420
DELISTED
AXA ADS (1 ORD SHS)
AXA
$34.5M 0.04%
1,250,738
+104,100
+9% +$2.87M
EXPE icon
421
Expedia Group
EXPE
$31.2B
$34.4M 0.04%
230,954
+12,227
+6% +$1.72M
LVLT
422
DELISTED
Level 3 Communications Inc
LVLT
$34.2M 0.04%
577,441
+76,165
+15% +$4.59M
RY icon
423
Royal Bank of Canada
RY
$291B
$34M 0.04%
468,658
+8,308
+2% +$583K
ANZ
424
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$33.7M 0.04%
1,518,748
+26,656
+2% +$591K
URI icon
425
United Rentals
URI
$71.1B
$33.4M 0.04%
296,552
+116,485
+65% +$13M
15 16
17
18 19

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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.