We are live on ! Find out more
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
QRVO icon
626
Qorvo
QRVO
$7.63B
$18.9M 0.02%
299,036
+95,063
+47% +$6.8M
TRIP icon
627
TripAdvisor
TRIP
$1.59B
$18.9M 0.02%
494,489
+337,653
+215% +$14M
CCEP icon
628
Coca-Cola Europacific Partners
CCEP
$46.5B
$18.8M 0.02%
462,265
-185,682
-29% -$7.35M
CDW icon
629
CDW
CDW
$17.1B
$18.7M 0.02%
299,565
+24,247
+9% +$1.45M
HOLX
630
DELISTED
Hologic
HOLX
$18.7M 0.02%
412,303
+96,980
+31% +$4.28M
RHI icon
631
Robert Half
RHI
$3.61B
$18.7M 0.02%
390,058
+90,877
+30% +$4.25M
STLA icon
632
Stellantis
STLA
$16.5B
$18.7M 0.02%
1,765,621
+81,668
+5% +$869K
SIG icon
633
Signet Jewelers
SIG
$3.55B
$18.7M 0.02%
295,324
+90,883
+44% +$5.57M
LW icon
634
Lamb Weston
LW
$6.82B
$18.4M 0.02%
417,121
+2,370
+0.6% +$104K
SCG
635
DELISTED
Scana
SCG
$18.4M 0.02%
274,005
+27,442
+11% +$1.84M
EWY icon
636
iShares MSCI South Korea ETF
EWY
$21.7B
$18.3M 0.02%
270,485
-18,289
-6% -$1.19M
MT icon
637
ArcelorMittal
MT
$50.4B
$18.3M 0.02%
806,721
-3,739
-0.5% -$83.7K
FUJI
638
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$18.3M 0.02%
509,053
+31,342
+7% +$1.13M
CMG icon
639
Chipotle Mexican Grill
CMG
$40.8B
$18.3M 0.02%
2,201,200
+390,550
+22% +$3.62M
NVR icon
640
NVR
NVR
$17.2B
$18.2M 0.02%
7,564
+1,066
+16% +$2.4M
EQT icon
641
EQT Corp
EQT
$33.2B
$18.2M 0.02%
570,488
+100,514
+21% +$3.18M
KNBWY
642
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$18.1M 0.02%
887,070
+71,876
+9% +$1.47M
KYO
643
DELISTED
Kyocera Adr
KYO
$18.1M 0.02%
310,802
+31,357
+11% +$1.81M
IRM icon
644
Iron Mountain
IRM
$38.2B
$18.1M 0.02%
525,910
+129,891
+33% +$4.54M
REP
645
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$18M 0.02%
1,169,222
+87,280
+8% +$1.35M
DINO icon
646
HF Sinclair
DINO
$15.9B
$18M 0.02%
654,103
+37,317
+6% +$996K
CP icon
647
Canadian Pacific Kansas City
CP
$82B
$17.9M 0.02%
556,275
+15,930
+3% +$494K
CSL icon
648
Carlisle Companies
CSL
$13.6B
$17.8M 0.02%
186,468
-97,085
-34% -$9.81M
WTW icon
649
Willis Towers Watson
WTW
$27.9B
$17.8M 0.02%
122,285
+29,572
+32% +$4.13M
PC
650
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$17.8M 0.02%
1,304,170
+95,589
+8% +$1.3M
24 25
26
27 28

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.