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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
BA icon
51
Boeing
BA
$165B
$240M 0.29%
1,211,554
+165,652
+16% +$30.8M
BKNG icon
52
Booking.com
BKNG
$134B
$238M 0.29%
3,182,725
+856,175
+37% +$62.8M
ABBV icon
53
AbbVie
ABBV
$454B
$234M 0.28%
3,230,022
+568,995
+21% +$38.3M
QCOM icon
54
Qualcomm
QCOM
$180B
$230M 0.28%
4,167,306
+1,365,110
+49% +$76.3M
IEMG icon
55
iShares Core MSCI Emerging Markets ETF
IEMG
$152B
$229M 0.27%
4,575,705
+317,535
+7% +$15.7M
ABT icon
56
Abbott
ABT
$175B
$225M 0.27%
4,636,117
+1,318,616
+40% +$59.7M
CL icon
57
Colgate-Palmolive
CL
$72.1B
$225M 0.27%
3,031,387
+1,292,531
+74% +$96M
UNP icon
58
Union Pacific
UNP
$181B
$219M 0.26%
2,013,211
+322,239
+19% +$35.1M
HON icon
59
Honeywell
HON
$78B
$219M 0.26%
1,815,328
+129,451
+8% +$15.3M
ELV icon
60
Elevance Health
ELV
$82.3B
$218M 0.26%
1,156,337
+442,147
+62% +$79.4M
GILD icon
61
Gilead Sciences
GILD
$162B
$217M 0.26%
3,063,630
+843,143
+38% +$56.1M
USB icon
62
US Bancorp
USB
$98.7B
$213M 0.26%
4,110,853
+1,403,233
+52% +$72.3M
COST icon
63
Costco
COST
$411B
$204M 0.24%
1,273,360
+373,474
+42% +$64.4M
ITW icon
64
Illinois Tool Works
ITW
$79.7B
$198M 0.24%
1,384,210
+682,289
+97% +$95.2M
AGG icon
65
iShares Core US Aggregate Bond ETF
AGG
$137B
$195M 0.23%
1,782,961
+445,849
+33% +$48.7M
BIIB icon
66
Biogen
BIIB
$29.6B
$195M 0.23%
719,122
+335,221
+87% +$88.6M
TRV icon
67
Travelers Companies
TRV
$78.5B
$193M 0.23%
1,524,832
+562,194
+58% +$69.2M
AVGO icon
68
Broadcom
AVGO
$1.87T
$192M 0.23%
8,259,590
+1,844,380
+29% +$42.8M
MDT icon
69
Medtronic
MDT
$105B
$192M 0.23%
2,165,921
+188,096
+10% +$15.9M
GS icon
70
Goldman Sachs
GS
$317B
$189M 0.23%
853,563
+152,825
+22% +$34M
TWX
71
DELISTED
Time Warner Inc
TWX
$189M 0.23%
1,879,120
+313,546
+20% +$31.1M
IWD icon
72
iShares Russell 1000 Value ETF
IWD
$81.3B
$187M 0.22%
1,605,137
-2,811,678
-64% -$324M
ADBE icon
73
Adobe
ADBE
$84.3B
$186M 0.22%
1,313,416
+429,475
+49% +$58.8M
DD icon
74
DuPont de Nemours
DD
$18.6B
$178M 0.21%
1,113,281
+232,094
+26% +$36.9M
AIG icon
75
American International
AIG
$41.4B
$177M 0.21%
2,837,502
+867,640
+44% +$53.9M
1 2
3
4 5

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NIPH
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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.