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
CHL
526
DELISTED
China Mobile Limited
CHL
$24.9M 0.03%
469,798
+18,294
+4% +$994K
OSK icon
527
Oshkosh
OSK
$9.67B
$24.9M 0.03%
362,081
-15,854
-4% -$1.07M
CHK
528
DELISTED
Chesapeake Energy Corporation
CHK
$24.8M 0.03%
24,991
+9,218
+58% +$9.9M
ETFC
529
DELISTED
E*Trade Financial Corporation
ETFC
$24.8M 0.03%
652,071
+137,774
+27% +$4.87M
CHKP icon
530
Check Point Software Technologies
CHKP
$13.3B
$24.7M 0.03%
226,126
-9,882
-4% -$1.07M
KSU
531
DELISTED
Kansas City Southern
KSU
$24.5M 0.03%
233,647
-44,070
-16% -$4.13M
VNO icon
532
Vornado Realty Trust
VNO
$7.47B
$24.4M 0.03%
321,875
+6,289
+2% +$487K
HMC icon
533
Honda
HMC
$36.5B
$24.4M 0.03%
890,874
-23,929
-3% -$677K
KMX icon
534
CarMax
KMX
$8.27B
$24.4M 0.03%
386,419
+8,998
+2% +$544K
BALL icon
535
Ball Corp
BALL
$17B
$24.3M 0.03%
576,745
+102,363
+22% +$4.04M
FRC
536
DELISTED
First Republic Bank
FRC
$24.3M 0.03%
242,431
+43,689
+22% +$4.13M
RS icon
537
Reliance Steel & Aluminium
RS
$20.8B
$24.2M 0.03%
331,924
-168,893
-34% -$12.6M
PBCT
538
DELISTED
People's United Financial Inc
PBCT
$24.2M 0.03%
1,367,742
+229,838
+20% +$3.99M
LEN icon
539
Lennar Class A
LEN
$20.4B
$23.9M 0.03%
471,772
-21,029
-4% -$1.03M
SLM icon
540
SLM Corp
SLM
$4.57B
$23.9M 0.03%
2,081,498
-151,205
-7% -$1.72M
ARW icon
541
Arrow Electronics
ARW
$10.9B
$23.9M 0.03%
304,938
-89,841
-23% -$6.71M
MPLX icon
542
MPLX
MPLX
$59.5B
$23.9M 0.03%
715,073
-44,130
-6% -$1.53M
TD icon
543
Toronto Dominion Bank
TD
$198B
$23.9M 0.03%
473,551
-13,028
-3% -$628K
DLR icon
544
Digital Realty Trust
DLR
$73.7B
$23.7M 0.03%
209,998
+25,046
+14% +$2.87M
UGI icon
545
UGI
UGI
$8B
$23.5M 0.03%
485,834
+4,043
+0.8% +$201K
BPL
546
DELISTED
Buckeye Partners, L.P.
BPL
$23.5M 0.03%
367,367
-40,619
-10% -$2.67M
DOC icon
547
Healthpeak Properties
DOC
$15.4B
$23.5M 0.03%
734,296
+299,278
+69% +$9.49M
FAST icon
548
Fastenal
FAST
$54B
$23.4M 0.03%
2,154,784
+138,520
+7% +$1.55M
SVC
549
Service Properties Trust
SVC
$1.1B
$23.1M 0.03%
158,599
-24,884
-14% -$3.8M
CNQ icon
550
Canadian Natural Resources
CNQ
$96.9B
$23.1M 0.03%
1,634,351
-45,680
-3% -$687K
20 21
22
23 24

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.