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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
SYK icon
176
Stryker
SYK
$122B
$95.6M 0.11%
688,963
+20,831
+3% +$2.86M
VEA icon
177
Vanguard FTSE Developed Markets ETF
VEA
$226B
$95.6M 0.11%
2,313,058
+357,019
+18% +$14.6M
NSC icon
178
Norfolk Southern
NSC
$78.3B
$95.4M 0.11%
783,849
+170,672
+28% +$20.1M
LUV icon
179
Southwest Airlines
LUV
$21.9B
$94.4M 0.11%
1,518,522
+417,637
+38% +$24.3M
SPG icon
180
Simon Property Group
SPG
$73B
$92.7M 0.11%
573,196
-8,935
-2% -$1.45M
HPE icon
181
Hewlett Packard
HPE
$63.1B
$92.2M 0.11%
7,163,422
+696,689
+11% +$9.7M
ISRG icon
182
Intuitive Surgical
ISRG
$119B
$91.5M 0.11%
880,569
+239,760
+37% +$23M
SPGI icon
183
S&P Global
SPGI
$124B
$90.8M 0.11%
621,835
+142,290
+30% +$19.8M
RF icon
184
Regions Financial
RF
$26.2B
$90.3M 0.11%
6,171,045
+2,389,171
+63% +$33.6M
ETN icon
185
Eaton
ETN
$161B
$89.5M 0.11%
1,150,284
+342,460
+42% +$26.1M
ADI icon
186
Analog Devices
ADI
$185B
$89.4M 0.11%
1,148,513
+426,815
+59% +$33.9M
WM icon
187
Waste Management
WM
$95.3B
$87.6M 0.1%
1,194,803
+266,847
+29% +$19.4M
AZO icon
188
AutoZone
AZO
$47.7B
$87.1M 0.1%
152,761
+94,163
+161% +$61.3M
MCK icon
189
McKesson
MCK
$96.5B
$86.8M 0.1%
527,583
+83,558
+19% +$12.7M
FITB
190
Fifth Third Bancorp
FITB
$51.8B
$86.4M 0.1%
3,329,921
+1,617,352
+94% +$40M
HAL icon
191
Halliburton
HAL
$27.3B
$86.4M 0.1%
2,023,184
+380,308
+23% +$17.5M
EG icon
192
Everest Group
EG
$14.9B
$86.2M 0.1%
338,434
-5,528
-2% -$1.36M
PEG icon
193
Public Service Enterprise Group
PEG
$39.8B
$85.5M 0.1%
1,989,037
+842,461
+73% +$37.2M
ZBH icon
194
Zimmer Biomet
ZBH
$17.3B
$85M 0.1%
681,906
+237,198
+53% +$28.1M
ED icon
195
Consolidated Edison
ED
$41.6B
$84.9M 0.1%
1,050,372
+390,357
+59% +$31.6M
UAL icon
196
United Airlines
UAL
$37.4B
$84.7M 0.1%
1,125,302
+589,040
+110% +$44.5M
AMP icon
197
Ameriprise Financial
AMP
$46.8B
$84.3M 0.1%
662,124
+271,393
+69% +$34.5M
D icon
198
Dominion Energy
D
$62.8B
$83.5M 0.1%
1,089,261
+57,301
+6% +$4.5M
ALXN
199
DELISTED
Alexion Pharmaceuticals
ALXN
$79.6M 0.1%
654,263
+325,900
+99% +$37.9M
KEY icon
200
KeyCorp
KEY
$24.4B
$79.1M 0.09%
4,222,680
+1,618,272
+62% +$29.3M
6 7
8
9 10

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MCM
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PSUF
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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.