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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$973B
$2.12B 2.54%
9,538,854
-422,226
-4% -$92.9M
AAPL icon
2
Apple
AAPL
$4.8T
$1.67B 2%
46,518,416
+7,082,380
+18% +$262M
MSFT icon
3
Microsoft
MSFT
$2.99T
$1.28B 1.54%
18,609,655
+4,169,810
+29% +$286M
IVV icon
4
iShares Core S&P 500 ETF
IVV
$879B
$1.14B 1.37%
4,697,132
+466,339
+11% +$113M
JNJ icon
5
Johnson & Johnson
JNJ
$599B
$1.03B 1.23%
7,773,084
+2,383,976
+44% +$304M
META icon
6
Meta Platforms (Facebook)
META
$1.64T
$926M 1.11%
6,132,628
+951,799
+18% +$142M
JPM icon
7
JPMorgan Chase
JPM
$901B
$870M 1.04%
9,520,499
+2,685,644
+39% +$232M
AMZN icon
8
Amazon
AMZN
$2.69T
$848M 1.02%
17,519,620
+4,126,540
+31% +$197M
XOM icon
9
ExxonMobil
XOM
$615B
$758M 0.91%
9,390,364
+1,725,965
+23% +$141M
GOOGL icon
10
Alphabet (Google) Class A
GOOGL
$4.3T
$703M 0.84%
15,119,840
+3,927,140
+35% +$184M
UNH icon
11
UnitedHealth
UNH
$383B
$651M 0.78%
3,509,316
+1,487,843
+74% +$261M
PFE icon
12
Pfizer
PFE
$141B
$584M 0.7%
18,321,833
+5,107,778
+39% +$161M
T icon
13
AT&T
T
$153B
$583M 0.7%
20,462,162
+4,464,273
+28% +$132M
BAC icon
14
Bank of America
BAC
$424B
$568M 0.68%
23,394,979
+7,749,142
+50% +$181M
WFC icon
15
Wells Fargo
WFC
$261B
$563M 0.67%
10,152,841
+2,175,155
+27% +$117M
CVX icon
16
Chevron
CVX
$378B
$546M 0.65%
5,229,729
+1,307,486
+33% +$139M
PG icon
17
Procter & Gamble
PG
$347B
$537M 0.64%
6,166,325
+1,304,162
+27% +$115M
GOOG icon
18
Alphabet (Google) Class C
GOOG
$4.29T
$518M 0.62%
11,406,460
+1,802,100
+19% +$82.5M
BRK.B icon
19
Berkshire Hathaway Class B
BRK.B
$1.06T
$504M 0.6%
2,976,283
+367,250
+14% +$61.1M
MRK icon
20
Merck
MRK
$307B
$493M 0.59%
8,066,364
+1,944,372
+32% +$118M
C icon
21
Citigroup
C
$216B
$489M 0.59%
7,307,885
+2,854,211
+64% +$175M
HD icon
22
Home Depot
HD
$332B
$487M 0.58%
3,175,477
+760,213
+31% +$117M
SPY icon
23
State Street SPDR S&P 500 ETF Trust
SPY
$781B
$487M 0.58%
2,012,241
+154,286
+8% +$37M
PM icon
24
Philip Morris
PM
$300B
$479M 0.57%
4,079,633
+66,633
+2% +$7.72M
CMCSA icon
25
Comcast
CMCSA
$84.9B
$476M 0.57%
12,227,924
+1,274,042
+12% +$50.2M
1
2 3 4 5

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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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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.