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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
DFS
151
DELISTED
Discover Financial Services
DFS
$109M 0.13%
1,745,424
+828,579
+90% +$51.3M
ICE icon
152
Intercontinental Exchange
ICE
$81B
$108M 0.13%
1,638,647
+613,352
+60% +$37.6M
COR icon
153
Cencora
COR
$59.4B
$107M 0.13%
1,136,926
+618,829
+119% +$55.1M
BNY
154
Bank of New York Mellon
BNY
$109B
$107M 0.13%
2,091,525
+180,571
+9% +$8.64M
MON
155
DELISTED
Monsanto Co
MON
$107M 0.13%
901,013
+134,713
+18% +$15.7M
IP icon
156
International Paper
IP
$20.1B
$106M 0.13%
1,979,092
+986,582
+99% +$49.9M
SHY icon
157
iShares 1-3 Year Treasury Bond ETF
SHY
$25.3B
$106M 0.13%
1,254,320
+583,940
+87% +$49.4M
SO icon
158
Southern Company
SO
$109B
$105M 0.13%
2,187,642
+488,645
+29% +$24.5M
BLK icon
159
Blackrock
BLK
$161B
$105M 0.13%
247,495
+25,630
+12% +$10.2M
EA icon
160
Electronic Arts
EA
$52.4B
$105M 0.13%
988,611
+491,220
+99% +$50.6M
GD icon
161
General Dynamics
GD
$103B
$101M 0.12%
510,815
+22,164
+5% +$4.34M
ZTS icon
162
Zoetis
ZTS
$31.3B
$101M 0.12%
1,621,969
+620,350
+62% +$36.6M
EOG icon
163
EOG Resources
EOG
$77.5B
$101M 0.12%
1,116,550
+93,913
+9% +$8.65M
OMC icon
164
Omnicom Group
OMC
$22.2B
$101M 0.12%
1,216,855
+643,633
+112% +$53.7M
KR icon
165
Kroger
KR
$34.2B
$100M 0.12%
4,302,207
+2,472,083
+135% +$70.1M
AEP icon
166
American Electric Power
AEP
$73.4B
$99.5M 0.12%
1,432,710
+448,205
+46% +$31.1M
MU icon
167
Micron Technology
MU
$1.12T
$99.5M 0.12%
3,331,571
+1,312,968
+65% +$38.4M
SYY icon
168
Sysco
SYY
$39.1B
$98.9M 0.12%
1,966,002
+668,381
+52% +$35.7M
BP icon
169
BP
BP
$113B
$98.7M 0.12%
3,213,478
+295,551
+10% +$9.2M
EQIX icon
170
Equinix
EQIX
$102B
$98M 0.12%
228,328
+109,744
+93% +$46.5M
HUM icon
171
Humana
HUM
$47.4B
$97M 0.12%
403,225
+128,777
+47% +$29.2M
BAX icon
172
Baxter International
BAX
$11.2B
$96.4M 0.12%
1,592,975
+638,558
+67% +$36.3M
ATVI
173
DELISTED
Activision Blizzard
ATVI
$96.3M 0.12%
1,673,225
+888,328
+113% +$49.1M
HSBC icon
174
HSBC
HSBC
$349B
$96.3M 0.12%
2,271,652
+223,128
+11% +$8.66M
CMI icon
175
Cummins
CMI
$91.8B
$96M 0.12%
592,090
+159,194
+37% +$24.7M
5 6
7
8 9

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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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ACI
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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.