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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
MOS icon
476
The Mosaic Company
MOS
$7.09B
$28.6M 0.03%
1,251,093
+336,981
+37% +$8.27M
RCL icon
477
Royal Caribbean
RCL
$78.7B
$28.5M 0.03%
261,009
+52,350
+25% +$5.56M
KT icon
478
KT
KT
$8.84B
$28.5M 0.03%
1,710,732
+5,397
+0.3% +$88K
UBS icon
479
UBS Group
UBS
$170B
$28.4M 0.03%
1,675,302
+88,562
+6% +$1.44M
PAA icon
480
Plains All American Pipeline
PAA
$17.4B
$28.4M 0.03%
1,080,987
-34,182
-3% -$946K
TEVA icon
481
Teva Pharmaceuticals
TEVA
$35.9B
$28.4M 0.03%
854,300
+94,660
+12% +$2.93M
SONY icon
482
Sony
SONY
$123B
$28.3M 0.03%
3,707,120
+365,520
+11% +$2.59M
WYNN icon
483
Wynn Resorts
WYNN
$10.1B
$28.1M 0.03%
209,462
+36,276
+21% +$4.57M
XRX icon
484
Xerox
XRX
$337M
$27.9M 0.03%
972,529
-11,425
-1% -$323K
IEX icon
485
IDEX
IEX
$16.5B
$27.6M 0.03%
244,532
-76,788
-24% -$8.07M
JNPR
486
DELISTED
Juniper Networks
JNPR
$27.6M 0.03%
990,967
+286,708
+41% +$8.34M
XL
487
DELISTED
XL Group Ltd.
XL
$27.6M 0.03%
629,934
+86,704
+16% +$3.65M
INCY icon
488
Incyte
INCY
$23.5B
$27.5M 0.03%
218,555
+42,898
+24% +$5.46M
LHX icon
489
L3Harris
LHX
$55.9B
$27.5M 0.03%
252,043
+52,633
+26% +$5.8M
CINF icon
490
Cincinnati Financial
CINF
$28.3B
$27.5M 0.03%
379,265
+40,256
+12% +$2.86M
PPLI
491
People Inc
PPLI
$3.1B
$27.3M 0.03%
1,481,412
+33,746
+2% +$573K
BMO icon
492
Bank of Montreal
BMO
$125B
$27.2M 0.03%
370,598
+4,343
+1% +$307K
CXO
493
DELISTED
CONCHO RESOURCES INC.
CXO
$27.2M 0.03%
223,574
+64,630
+41% +$8.17M
PKG icon
494
Packaging Corp of America
PKG
$22.7B
$27.1M 0.03%
243,630
+9,843
+4% +$991K
CCK icon
495
Crown Holdings
CCK
$12.8B
$27M 0.03%
453,358
+80,485
+22% +$4.54M
AXS icon
496
AXIS Capital
AXS
$8.59B
$27M 0.03%
417,314
+33,501
+9% +$2.19M
NEA icon
497
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$26.9M 0.03%
+1,964,854
New +$26.7M
NLSN
498
DELISTED
Nielsen Holdings plc
NLSN
$26.9M 0.03%
694,555
-101,751
-13% -$4.04M
IX icon
499
ORIX
IX
$44B
$26.8M 0.03%
1,718,030
+69,265
+4% +$1.08M
XLNX
500
DELISTED
Xilinx Inc
XLNX
$26.8M 0.03%
416,201
+28,372
+7% +$1.79M
18 19
20
21 22

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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.