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
KND
1201
DELISTED
Kindred Healthcare
KND
$7.21M 0.01%
618,775
+63,718
+11% +$628K
TWNK
1202
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$7.18M 0.01%
446,016
+85,575
+24% +$1.38M
LBRDK icon
1203
Liberty Broadband Class C
LBRDK
$4.15B
$7.18M 0.01%
82,763
+13,713
+20% +$1.2M
SUI icon
1204
Sun Communities
SUI
$15B
$7.16M 0.01%
81,690
+6,338
+8% +$543K
BAP icon
1205
Credicorp
BAP
$30.9B
$7.16M 0.01%
39,923
-399,637
-91% -$66.7M
ACC
1206
DELISTED
American Campus Communities, Inc.
ACC
$7.14M 0.01%
150,992
-12,496
-8% -$594K
ST icon
1207
Sensata Technologies
ST
$6.65B
$7.14M 0.01%
167,065
-8,630
-5% -$355K
CPA icon
1208
Copa Holdings
CPA
$5.56B
$7.13M 0.01%
60,975
-339,133
-85% -$39M
AWH
1209
DELISTED
Allied World Assurance Co Hld Lt
AWH
$7.13M 0.01%
134,866
-93,391
-41% -$4.93M
KALU icon
1210
Kaiser Aluminum
KALU
$2.67B
$7.13M 0.01%
80,528
-35,936
-31% -$2.98M
JHG
1211
DELISTED
Janus Henderson
JHG
$7.11M 0.01%
+214,866
New +$7.03M
AMH icon
1212
American Homes 4 Rent
AMH
$12B
$7.11M 0.01%
315,175
+1,195
+0.4% +$27.2K
WCN
1213
Waste Connections
WCN
$42.8B
$7.09M 0.01%
110,046
+10,245
+10% +$637K
SWFT
1214
DELISTED
Swift Transportation Company
SWFT
$7.08M 0.01%
266,987
-76,413
-22% -$1.84M
AFB
1215
AllianceBernstein National Municipal Income Fund
AFB
$312M
$7.06M 0.01%
+515,958
New +$7.01M
FANG icon
1216
Diamondback Energy
FANG
$57.6B
$7.06M 0.01%
79,514
-7,980
-9% -$775K
RL icon
1217
Ralph Lauren
RL
$22.2B
$7.06M 0.01%
95,614
+10,550
+12% +$791K
SBNY
1218
DELISTED
Signature Bank
SBNY
$7.04M 0.01%
49,018
-9,470
-16% -$1.34M
SPB icon
1219
Spectrum Brands
SPB
$2.04B
$7.01M 0.01%
56,104
-22,043
-28% -$2.95M
MBI icon
1220
MBIA
MBI
$288M
$7M 0.01%
742,853
+28,343
+4% +$241K
DY icon
1221
Dycom Industries
DY
$12.9B
$7M 0.01%
78,200
-2,807
-3% -$272K
SYKE
1222
DELISTED
SYKES Enterprises Inc
SYKE
$6.98M 0.01%
208,090
+7,805
+4% +$247K
SINA
1223
DELISTED
Sina Corp
SINA
$6.97M 0.01%
82,073
-28,290
-26% -$2.38M
CXP
1224
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$6.97M 0.01%
311,419
+33,627
+12% +$748K
CAVM
1225
DELISTED
Cavium, Inc.
CAVM
$6.97M 0.01%
112,128
-62,674
-36% -$4.38M
47 48
49
50 51

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.