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
CXW icon
826
CoreCivic
CXW
$3.1B
$13.2M 0.02%
478,130
-90,689
-16% -$2.83M
MDU icon
827
MDU Resources
MDU
$4.44B
$13.1M 0.02%
1,318,461
-332,923
-20% -$3.41M
IFF icon
828
International Flavors & Fragrances
IFF
$19.4B
$13.1M 0.02%
96,900
-8,437
-8% -$1.14M
HWM icon
829
Howmet Aerospace
HWM
$116B
$13.1M 0.02%
752,478
+19,188
+3% +$391K
SAFM
830
DELISTED
Sanderson Farms Inc
SAFM
$13.1M 0.02%
112,916
+11,047
+11% +$1.28M
LPNT
831
DELISTED
LifePoint Health, Inc.
LPNT
$13M 0.02%
193,534
+5,757
+3% +$364K
HAWK
832
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$13M 0.02%
297,609
+77,974
+36% +$3.26M
AMCR
833
DELISTED
AMCOR LTD ADR
AMCR
$13M 0.02%
260,080
+29,453
+13% +$1.47M
TRI icon
834
Thomson Reuters
TRI
$39.4B
$12.9M 0.02%
240,814
-86,621
-26% -$4.44M
VVV icon
835
Valvoline
VVV
$4.97B
$12.9M 0.02%
544,998
+412,951
+313% +$9.57M
ATO icon
836
Atmos Energy
ATO
$29.9B
$12.9M 0.02%
155,757
-49,088
-24% -$4.03M
EQNR icon
837
Equinor
EQNR
$95.9B
$12.9M 0.02%
779,394
+51,050
+7% +$876K
PWR icon
838
Quanta Services
PWR
$93.9B
$12.9M 0.02%
391,034
-90,540
-19% -$3.02M
VVC
839
DELISTED
Vectren Corporation
VVC
$12.8M 0.02%
219,599
-4,733
-2% -$284K
HE icon
840
Hawaiian Electric Industries
HE
$2.33B
$12.8M 0.02%
395,305
+96,428
+32% +$3.21M
ACWI icon
841
iShares MSCI ACWI ETF
ACWI
$32.6B
$12.7M 0.02%
194,548
+23,021
+13% +$1.49M
AMN icon
842
AMN Healthcare
AMN
$1.28B
$12.7M 0.02%
324,572
-29,769
-8% -$1.14M
TYL icon
843
Tyler Technologies
TYL
$12.2B
$12.6M 0.02%
71,913
+4,721
+7% +$784K
EFOR
844
Everforth Inc
EFOR
$845M
$12.6M 0.02%
232,639
-8,091
-3% -$416K
BAH icon
845
Booz Allen Hamilton
BAH
$8.7B
$12.6M 0.02%
387,100
-57,583
-13% -$2.07M
UDR icon
846
UDR
UDR
$12.9B
$12.6M 0.02%
322,579
+38,398
+14% +$1.46M
NDAQ icon
847
Nasdaq
NDAQ
$51.5B
$12.5M 0.02%
526,092
+42,225
+9% +$971K
PANW icon
848
Palo Alto Networks
PANW
$264B
$12.5M 0.01%
559,404
+128,862
+30% +$2.6M
ZBRA icon
849
Zebra Technologies
ZBRA
$12.4B
$12.4M 0.01%
123,508
-43,647
-26% -$4.32M
CACI icon
850
CACI
CACI
$10.8B
$12.4M 0.01%
99,207
+3,904
+4% +$474K
32 33
34
35 36

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.