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
COLM icon
1376
Columbia Sportswear
COLM
$3.19B
$5.62M 0.01%
96,870
-5,007
-5% -$283K
CABO icon
1377
Cable One
CABO
$213M
$5.62M 0.01%
7,910
-2,610
-25% -$1.79M
ENS icon
1378
EnerSys
ENS
$6.95B
$5.62M 0.01%
77,498
-4,173
-5% -$329K
RRD
1379
DELISTED
RR Donnelley & Sons Co.
RRD
$5.6M 0.01%
446,428
-165,973
-27% -$2.04M
SFLY
1380
DELISTED
Shutterfly, Inc.
SFLY
$5.58M 0.01%
117,493
+9,279
+9% +$462K
THRM icon
1381
Gentherm
THRM
$1.31B
$5.58M 0.01%
143,800
+5,162
+4% +$193K
MNRO icon
1382
Monro
MNRO
$525M
$5.57M 0.01%
133,424
-1,056
-0.8% -$52.6K
BDC icon
1383
Belden
BDC
$4B
$5.57M 0.01%
73,788
+3,134
+4% +$224K
NEOG icon
1384
Neogen
NEOG
$2.05B
$5.56M 0.01%
214,603
-1,909
-0.9% -$45.7K
DXJ icon
1385
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
$5.56M 0.01%
106,847
-7,523
-7% -$385K
DEI icon
1386
Douglas Emmett
DEI
$2.06B
$5.55M 0.01%
145,162
-3,964
-3% -$153K
CBM
1387
DELISTED
Cambrex Corporation
CBM
$5.55M 0.01%
92,814
+3,838
+4% +$216K
MMSI icon
1388
Merit Medical Systems
MMSI
$4.43B
$5.53M 0.01%
144,886
+33,547
+30% +$1.12M
VIAV icon
1389
Viavi Solutions
VIAV
$9.75B
$5.53M 0.01%
524,833
-32,330
-6% -$348K
CARS icon
1390
Cars.com
CARS
$641M
$5.52M 0.01%
+207,175
New +$5.58M
VMI icon
1391
Valmont Industries
VMI
$9.44B
$5.52M 0.01%
36,872
-36,842
-50% -$5.54M
EEFT icon
1392
Euronet Worldwide
EEFT
$3.02B
$5.51M 0.01%
63,125
+939
+2% +$80.4K
OIS icon
1393
Oil States International
OIS
$522M
$5.51M 0.01%
203,038
-90,081
-31% -$2.67M
CPRI icon
1394
Capri Holdings
CPRI
$1.77B
$5.5M 0.01%
151,855
-76,473
-33% -$2.78M
AMKR icon
1395
Amkor Technology
AMKR
$16.1B
$5.5M 0.01%
563,401
-52,640
-9% -$596K
PLNT icon
1396
Planet Fitness
PLNT
$4.23B
$5.49M 0.01%
235,138
+24,461
+12% +$513K
HSNI
1397
DELISTED
HSN, Inc.
HSNI
$5.47M 0.01%
171,624
+93,636
+120% +$3.24M
LHCG
1398
DELISTED
LHC Group LLC
LHCG
$5.47M 0.01%
80,608
+11,984
+17% +$716K
FET icon
1399
Forum Energy Technologies
FET
$654M
$5.45M 0.01%
17,471
+4,396
+34% +$1.51M
VISN
1400
Vistance Networks Inc
VISN
$2.66B
$5.44M 0.01%
143,140
-57,080
-29% -$2.2M
54 55
56
57 58

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.