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
BMY icon
76
Bristol-Myers Squibb
BMY
$126B
$174M 0.21%
3,118,267
+205,113
+7% +$11.2M
MS icon
77
Morgan Stanley
MS
$338B
$173M 0.21%
3,875,980
+1,544,712
+66% +$66.6M
TJX icon
78
TJX Companies
TJX
$170B
$172M 0.21%
4,771,842
+1,805,810
+61% +$68.1M
ADP icon
79
Automatic Data Processing
ADP
$97.1B
$172M 0.21%
1,678,456
+722,313
+76% +$73.1M
SBUX icon
80
Starbucks
SBUX
$118B
$172M 0.21%
2,947,763
+590,269
+25% +$35.7M
CAT icon
81
Caterpillar
CAT
$412B
$169M 0.2%
1,569,069
+327,810
+26% +$33.3M
AXP icon
82
American Express
AXP
$233B
$169M 0.2%
2,000,998
+384,250
+24% +$30.4M
SHW icon
83
Sherwin-Williams
SHW
$76.6B
$168M 0.2%
1,437,831
+984,816
+217% +$110M
ACN icon
84
Accenture
ACN
$84.9B
$166M 0.2%
1,341,021
+199,569
+17% +$24.3M
NVDA icon
85
NVIDIA
NVDA
$5.06T
$166M 0.2%
45,846,360
+9,402,160
+26% +$29.9M
AET
86
DELISTED
Aetna Inc
AET
$165M 0.2%
1,088,122
+407,522
+60% +$57.6M
LLY icon
87
Eli Lilly
LLY
$1.06T
$163M 0.2%
1,984,056
+336,314
+20% +$27.4M
STT icon
88
State Street
STT
$50.6B
$162M 0.19%
1,805,378
+980,373
+119% +$81.5M
PYPL icon
89
PayPal
PYPL
$49.4B
$162M 0.19%
3,017,133
+1,030,123
+52% +$50.6M
LMT icon
90
Lockheed Martin
LMT
$131B
$161M 0.19%
579,509
+173,924
+43% +$47.8M
NOC icon
91
Northrop Grumman
NOC
$75.8B
$159M 0.19%
618,610
+172,623
+39% +$43.2M
MDLZ icon
92
Mondelez International
MDLZ
$77.1B
$155M 0.19%
3,591,666
+175,909
+5% +$7.93M
TMO icon
93
Thermo Fisher Scientific
TMO
$213B
$155M 0.19%
885,936
+50,547
+6% +$8.49M
KMB icon
94
Kimberly-Clark
KMB
$35.6B
$153M 0.18%
1,185,794
+401,148
+51% +$52.2M
NFLX icon
95
Netflix
NFLX
$287B
$153M 0.18%
10,214,910
+3,228,480
+46% +$49.7M
SLB icon
96
SLB Ltd
SLB
$70.6B
$150M 0.18%
2,284,371
-137,001
-6% -$9.82M
WBA
97
DELISTED
Walgreens Boots Alliance
WBA
$150M 0.18%
1,914,965
+265,595
+16% +$21.9M
AMAT icon
98
Applied Materials
AMAT
$447B
$149M 0.18%
3,609,737
+1,841,355
+104% +$78.3M
RTN
99
DELISTED
Raytheon Company
RTN
$149M 0.18%
922,577
+310,456
+51% +$49.2M
RAI
100
DELISTED
Reynolds American Inc
RAI
$148M 0.18%
2,280,853
-253,619
-10% -$16.6M
2 3
4
5 6

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.