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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
HIL
2951
DELISTED
Hill International, Inc. Common Stock
HIL
$409K ﹤0.01%
78,634
-13,366
-15% -$60.7K
BKCC
2952
DELISTED
BlackRock Capital Investment Corporation
BKCC
$408K ﹤0.01%
54,535
+223
+0.4% +$1.67K
PSB.PRU.CL
2953
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$407K ﹤0.01%
16,168
+7,390
+84% +$187K
FRO icon
2954
Frontline
FRO
$8.75B
$405K ﹤0.01%
70,710
+44,173
+166% +$271K
CRCM
2955
DELISTED
CARE.COM, INC.
CRCM
$403K ﹤0.01%
26,666
+3,396
+15% +$47.5K
AVHI
2956
DELISTED
A V Homes, Inc.
AVHI
$402K ﹤0.01%
20,074
+2,266
+13% +$38.9K
DFP
2957
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$423M
$401K ﹤0.01%
+15,245
New +$388K
ARQ icon
2958
Arq
ARQ
$86.7M
$401K ﹤0.01%
+43,829
New +$411K
JCAP
2959
DELISTED
Jernigan Capital, Inc.
JCAP
$401K ﹤0.01%
18,231
-6,733
-27% -$154K
KIM.PRJ.CL
2960
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
$401K ﹤0.01%
16,001
-2,077
-11% -$52.2K
SOJB
2961
DELISTED
The Southern Company Series 2016A 5.25% Junior Subordinated Notes due October 1, 2076
SOJB
$400K ﹤0.01%
15,982
-2,213
-12% -$54.7K
VIG icon
2962
Vanguard Dividend Appreciation ETF
VIG
$111B
$399K ﹤0.01%
4,301
+1,251
+41% +$115K
VOE icon
2963
Vanguard Mid-Cap Value ETF
VOE
$23.7B
$397K ﹤0.01%
3,860
-3,024
-44% -$309K
DCO icon
2964
Ducommun
DCO
$2.68B
$396K ﹤0.01%
12,532
-1,524
-11% -$47.3K
MBB icon
2965
iShares MBS ETF
MBB
$39B
$396K ﹤0.01%
3,711
-16
-0.4% -$1.71K
VICR icon
2966
Vicor
VICR
$9.62B
$395K ﹤0.01%
22,042
+797
+4% +$14.2K
EMP
2967
Entergy Mississippi First Mortgage Bonds 4.90% Series due October 1 2066
EMP
$391K ﹤0.01%
16,108
-2,188
-12% -$51.6K
ENT
2968
DELISTED
Global Eagle Entertainment Inc.
ENT
$391K ﹤0.01%
4,394
-709
-14% -$54.7K
KIM.PRK.CL
2969
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$391K ﹤0.01%
15,641
-2,025
-11% -$51K
IBCP icon
2970
Independent Bank Corp
IBCP
$776M
$390K ﹤0.01%
17,939
+4,863
+37% +$103K
FBNK
2971
DELISTED
First Connecticut Bancorp, Inc
FBNK
$390K ﹤0.01%
15,223
+5,312
+54% +$135K
AGYS icon
2972
Agilysys
AGYS
$2.78B
$389K ﹤0.01%
38,403
-3
-0% -$29
CTBB
2973
DELISTED
Qwest Corp 6.5% Notes due 2056
CTBB
$389K ﹤0.01%
15,568
-2,149
-12% -$53.5K
CCV.CL
2974
DELISTED
Comcast Corporation
CCV.CL
$388K ﹤0.01%
15,157
-2,050
-12% -$53K
CNR
2975
DELISTED
Cornerstone Building Brands, Inc.
CNR
$387K ﹤0.01%
23,189
+9,393
+68% +$159K
117 118
119
120 121

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.