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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
GE icon
26
GE Aerospace
GE
$354B
$469M 0.56%
3,623,838
+410,385
+13% +$56.3M
PEP icon
27
PepsiCo
PEP
$185B
$468M 0.56%
4,053,154
+1,281,034
+46% +$147M
V icon
28
Visa
V
$672B
$468M 0.56%
4,989,916
+1,249,124
+33% +$116M
INTC icon
29
Intel
INTC
$516B
$458M 0.55%
13,574,619
+3,696,787
+37% +$132M
ORCL icon
30
Oracle
ORCL
$362B
$454M 0.54%
9,060,166
+1,530,836
+20% +$69.8M
MMM icon
31
3M
MMM
$88.1B
$434M 0.52%
2,495,781
+836,276
+50% +$140M
CSCO icon
32
Cisco
CSCO
$442B
$410M 0.49%
13,107,360
+3,251,203
+33% +$106M
KO icon
33
Coca-Cola
KO
$354B
$390M 0.47%
8,691,100
+1,824,955
+27% +$80.6M
AMGN icon
34
Amgen
AMGN
$198B
$387M 0.46%
2,248,615
+734,381
+48% +$119M
VZ icon
35
Verizon
VZ
$185B
$378M 0.45%
8,454,744
+1,355,628
+19% +$63.1M
WMT icon
36
Walmart Inc
WMT
$870B
$362M 0.43%
14,335,461
+4,753,383
+50% +$121M
IBM icon
37
IBM
IBM
$193B
$358M 0.43%
2,437,666
+531,707
+28% +$80.2M
DIS icon
38
Walt Disney
DIS
$166B
$350M 0.42%
3,295,957
+518,590
+19% +$56.8M
MA icon
39
Mastercard
MA
$470B
$342M 0.41%
2,818,285
+1,043,644
+59% +$124M
MCD icon
40
McDonald's
MCD
$187B
$321M 0.38%
2,098,661
+347,380
+20% +$50.2M
MO icon
41
Altria Group
MO
$121B
$315M 0.38%
4,228,996
-410,650
-9% -$30M
CVS icon
42
CVS Health
CVS
$138B
$311M 0.37%
3,865,435
+1,562,749
+68% +$123M
CELG
43
DELISTED
Celgene Corp
CELG
$305M 0.37%
2,352,127
+746,464
+46% +$91.5M
UPS icon
44
United Parcel Service
UPS
$98.5B
$282M 0.34%
2,550,393
+1,363,890
+115% +$146M
IEFA icon
45
iShares Core MSCI EAFE ETF
IEFA
$187B
$280M 0.34%
4,604,023
+3,934,695
+588% +$237M
TXN icon
46
Texas Instruments
TXN
$268B
$278M 0.33%
3,612,286
+1,257,787
+53% +$101M
RTX icon
47
RTX Corp
RTX
$262B
$266M 0.32%
3,465,002
+1,100,845
+47% +$82.5M
LOW icon
48
Lowe's Companies
LOW
$115B
$264M 0.32%
3,409,292
+1,615,681
+90% +$132M
BDX icon
49
Becton Dickinson
BDX
$42.2B
$254M 0.3%
1,332,911
+904,976
+211% +$165M
NKE icon
50
Nike
NKE
$62.6B
$253M 0.3%
4,288,208
+1,453,795
+51% +$78.4M
1
2
3 4 5

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.