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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
KHC icon
126
Kraft Heinz
KHC
$30.1B
$125M 0.15%
1,462,581
+209,057
+17% +$19M
VWO icon
127
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$125M 0.15%
3,063,219
-11,603
-0.4% -$470K
RDS.A
128
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$124M 0.15%
2,335,423
+188,589
+9% +$10.1M
HPQ icon
129
HP
HPQ
$22.4B
$124M 0.15%
7,106,123
+3,251,252
+84% +$59.7M
CHTR icon
130
Charter Communications
CHTR
$15.6B
$123M 0.15%
364,491
+34,586
+10% +$11.5M
AMT icon
131
American Tower
AMT
$76.7B
$123M 0.15%
926,524
+92,092
+11% +$11.8M
STZ icon
132
Constellation Brands
STZ
$22.1B
$123M 0.15%
632,506
+326,404
+107% +$58.1M
MRSH
133
Marsh
MRSH
$84.2B
$122M 0.15%
1,560,759
+557,461
+56% +$42.1M
PX
134
DELISTED
Praxair Inc
PX
$121M 0.14%
911,857
+294,996
+48% +$37.8M
CRM icon
135
Salesforce
CRM
$129B
$119M 0.14%
1,377,192
+274,063
+25% +$23.9M
MPC icon
136
Marathon Petroleum
MPC
$91.2B
$119M 0.14%
2,268,094
+1,034,180
+84% +$53.4M
ECL icon
137
Ecolab
ECL
$74.1B
$118M 0.14%
886,402
+335,876
+61% +$43.4M
DE icon
138
Deere & Co
DE
$165B
$118M 0.14%
951,426
+295,816
+45% +$34.7M
MTD icon
139
Mettler-Toledo International
MTD
$26.9B
$117M 0.14%
199,539
+142,647
+251% +$78.1M
STI
140
DELISTED
SunTrust Banks, Inc.
STI
$117M 0.14%
2,066,441
+851,769
+70% +$47.3M
PSX icon
141
Phillips 66
PSX
$83B
$117M 0.14%
1,411,009
+286,724
+26% +$22.5M
CME icon
142
CME Group
CME
$91.9B
$116M 0.14%
930,141
+284,854
+44% +$34.1M
CTSH icon
143
Cognizant
CTSH
$20.3B
$115M 0.14%
1,731,525
+482,880
+39% +$30.7M
EBAY icon
144
eBay
EBAY
$48.5B
$113M 0.14%
3,245,431
+1,199,636
+59% +$41M
CI icon
145
Cigna
CI
$75.7B
$113M 0.14%
674,295
+136,393
+25% +$21.9M
EMR icon
146
Emerson Electric
EMR
$81.2B
$113M 0.14%
1,891,958
+587,427
+45% +$34.8M
LYB icon
147
LyondellBasell Industries
LYB
$19.9B
$113M 0.14%
1,336,346
+695,954
+109% +$57.8M
HCA icon
148
HCA Healthcare
HCA
$83.5B
$113M 0.13%
1,292,118
+619,534
+92% +$52.4M
SCHW
149
Charles Schwab
SCHW
$177B
$113M 0.13%
2,618,995
+496,400
+23% +$19.9M
CCI icon
150
Crown Castle
CCI
$32.5B
$109M 0.13%
1,091,793
+463,827
+74% +$45.6M
4 5
6
7 8

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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.