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
HI
1326
DELISTED
Hillenbrand
HI
$6.02M 0.01%
166,825
-10,100
-6% -$368K
TSE
1327
DELISTED
Trinseo
TSE
$6M 0.01%
87,359
-320
-0.4% -$20.9K
FHI icon
1328
Federated Hermes
FHI
$4.4B
$5.97M 0.01%
211,369
+26,636
+14% +$711K
WLH
1329
DELISTED
WILLIAM LYON HOMES
WLH
$5.97M 0.01%
247,307
-20,756
-8% -$464K
BGY icon
1330
BlackRock Enhanced International Dividend Trust
BGY
$512M
$5.97M 0.01%
+950,073
New +$5.84M
NVRI icon
1331
Enviri
NVRI
$621M
$5.96M 0.01%
370,499
-42,939
-10% -$619K
UTF icon
1332
Cohen & Steers Infrastructure Fund
UTF
$3.14B
$5.96M 0.01%
+252,124
New +$5.76M
SHO icon
1333
Sunstone Hotel Investors
SHO
$2.19B
$5.95M 0.01%
368,899
+17,655
+5% +$278K
CCMP
1334
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$5.94M 0.01%
80,467
+13,579
+20% +$1.03M
MSA icon
1335
Mine Safety
MSA
$6.74B
$5.93M 0.01%
73,019
-15,612
-18% -$1.21M
SEM
1336
DELISTED
Select Medical
SEM
$5.93M 0.01%
716,485
+13,419
+2% +$101K
EIM
1337
Eaton Vance Municipal Bond Fund
EIM
$492M
$5.89M 0.01%
+464,097
New +$5.87M
BKH icon
1338
Black Hills Corp
BKH
$5.73B
$5.88M 0.01%
87,095
+4,002
+5% +$275K
JJSF icon
1339
J&J Snack Foods
JJSF
$1.43B
$5.87M 0.01%
44,451
-2,541
-5% -$339K
MRC
1340
DELISTED
MRC Global
MRC
$5.86M 0.01%
354,750
-16,898
-5% -$309K
SCSC icon
1341
Scansource
SCSC
$1.12B
$5.84M 0.01%
144,945
+7,976
+6% +$310K
PSB
1342
DELISTED
PS Business Parks, Inc.
PSB
$5.83M 0.01%
44,026
+6,598
+18% +$824K
DK icon
1343
Delek US
DK
$3.87B
$5.81M 0.01%
219,728
+8,723
+4% +$215K
WIN
1344
DELISTED
Windstream Holdings Inc
WIN
$5.8M 0.01%
299,124
-19,260
-6% -$466K
NHY
1345
DELISTED
NORSK HYDRO A. S. ADR
NHY
$5.79M 0.01%
1,047,068
+50,021
+5% +$277K
TWOU
1346
DELISTED
2U Inc
TWOU
$5.78M 0.01%
4,109
+119
+3% +$156K
GRUB
1347
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$5.78M 0.01%
66,316
+7,382
+13% +$612K
LCII icon
1348
LCI Industries
LCII
$2.51B
$5.78M 0.01%
56,448
-3,439
-6% -$330K
ASR icon
1349
Grupo Aeroportuario del Sureste
ASR
$8.03B
$5.76M 0.01%
27,402
+1,406
+5% +$273K
MSM icon
1350
MSC Industrial Direct
MSM
$7.02B
$5.75M 0.01%
66,929
-568
-0.8% -$50K
52 53
54
55 56

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.