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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
ESRX
201
DELISTED
Express Scripts Holding Company
ESRX
$78.8M 0.09%
1,233,648
+217,677
+21% +$13.7M
TGT icon
202
Target
TGT
$61.1B
$78.5M 0.09%
1,501,502
+403,390
+37% +$22M
BBY icon
203
Best Buy
BBY
$17.8B
$78.3M 0.09%
1,365,918
+750,306
+122% +$40.1M
EIX icon
204
Edison International
EIX
$30.6B
$77.3M 0.09%
988,590
+301,496
+44% +$24.2M
GIS icon
205
General Mills
GIS
$19B
$76.5M 0.09%
1,381,024
+115,121
+9% +$6.57M
EFA icon
206
iShares MSCI EAFE ETF
EFA
$76.1B
$75.2M 0.09%
1,153,696
+465,092
+68% +$30.1M
SJM icon
207
J.M. Smucker
SJM
$12.4B
$75.1M 0.09%
634,571
+451,547
+247% +$57.1M
WDC icon
208
Western Digital
WDC
$192B
$75.1M 0.09%
1,121,086
+340,841
+44% +$22.6M
TSN icon
209
Tyson Foods
TSN
$20B
$74.9M 0.09%
1,196,551
+688,216
+135% +$42.2M
LNC icon
210
Lincoln National
LNC
$7.81B
$74M 0.09%
1,095,080
+508,613
+87% +$33.6M
ETR icon
211
Entergy
ETR
$54B
$73.5M 0.09%
1,916,006
+778,046
+68% +$30.1M
MAR icon
212
Marriott International
MAR
$96.1B
$73.2M 0.09%
729,513
+78,869
+12% +$7.89M
BSX icon
213
Boston Scientific
BSX
$64.8B
$73M 0.09%
2,632,515
+637,437
+32% +$16.9M
TSM icon
214
TSMC
TSM
$2.16T
$72.8M 0.09%
2,081,164
-407,061
-16% -$14.1M
REGN icon
215
Regeneron Pharmaceuticals
REGN
$68.3B
$72.2M 0.09%
147,083
+18,894
+15% +$8.27M
BTI icon
216
British American Tobacco
BTI
$129B
$72M 0.09%
1,050,233
+55,260
+6% +$3.84M
TFC icon
217
Truist Financial
TFC
$62.5B
$71.3M 0.09%
1,569,638
+291,783
+23% +$12.7M
SCZ icon
218
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$70.9M 0.08%
+1,225,668
New +$69.8M
PARA
219
DELISTED
Paramount Global Class B
PARA
$70.1M 0.08%
1,099,854
+160,410
+17% +$10.3M
SNY icon
220
Sanofi
SNY
$104B
$69.8M 0.08%
1,456,682
-3,598
-0.2% -$172K
SWK icon
221
Stanley Black & Decker
SWK
$13.6B
$69.3M 0.08%
492,434
+109,959
+29% +$15.1M
FISV
222
Fiserv Inc
FISV
$26.6B
$69M 0.08%
1,127,458
+230,302
+26% +$13.9M
ROP icon
223
Roper Technologies
ROP
$35.8B
$68.9M 0.08%
297,796
+136,499
+85% +$30.2M
TFCFA
224
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$68.9M 0.08%
2,430,787
+151,188
+7% +$4.35M
CLX icon
225
Clorox
CLX
$11.3B
$68.8M 0.08%
516,337
+142,093
+38% +$19.2M
7 8
9
10 11

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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.