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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
OLN icon
1826
Olin
OLN
$2.64B
$3.17M ﹤0.01%
104,863
-23,193
-18% -$710K
HAE icon
1827
Haemonetics
HAE
$3.58B
$3.17M ﹤0.01%
80,272
-224,827
-74% -$9.23M
MCY icon
1828
Mercury Insurance
MCY
$5.94B
$3.16M ﹤0.01%
58,483
-5,825
-9% -$330K
AVAL icon
1829
Grupo Aval
AVAL
$5.67B
$3.15M ﹤0.01%
381,013
+151,745
+66% +$1.25M
MTH icon
1830
Meritage Homes
MTH
$4.87B
$3.15M ﹤0.01%
149,198
-34,000
-19% -$675K
RGR icon
1831
Sturm, Ruger & Co
RGR
$610M
$3.15M ﹤0.01%
50,643
+18,882
+59% +$1.17M
DBI icon
1832
Designer Brands
DBI
$277M
$3.14M ﹤0.01%
177,333
+20,840
+13% +$389K
WBMD
1833
DELISTED
WebMD Health Corp.
WBMD
$3.14M ﹤0.01%
53,513
-1,562
-3% -$87K
FBC
1834
DELISTED
Flagstar Bancorp, Inc. New
FBC
$3.14M ﹤0.01%
101,827
+16,913
+20% +$499K
NSP icon
1835
Insperity
NSP
$1.85B
$3.13M ﹤0.01%
88,224
-8,972
-9% -$363K
WDFC icon
1836
WD-40
WDFC
$3.1B
$3.13M ﹤0.01%
28,344
-34
-0.1% -$3.62K
HTLF
1837
DELISTED
Heartland Financial USA, Inc.
HTLF
$3.12M ﹤0.01%
66,234
+22,570
+52% +$1.07M
PEI
1838
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$3.12M ﹤0.01%
18,376
+6,958
+61% +$1.3M
CZR icon
1839
Caesars Entertainment
CZR
$6.1B
$3.12M ﹤0.01%
155,932
+80,648
+107% +$1.61M
CDE icon
1840
Coeur Mining
CDE
$15.6B
$3.12M ﹤0.01%
363,413
+10,322
+3% +$93.8K
EWT icon
1841
iShares MSCI Taiwan ETF
EWT
$10B
$3.12M ﹤0.01%
87,187
+6,352
+8% +$218K
BCPC
1842
Balchem Corp
BCPC
$5.23B
$3.12M ﹤0.01%
40,105
+5,805
+17% +$463K
URBN icon
1843
Urban Outfitters
URBN
$5.99B
$3.11M ﹤0.01%
167,674
-45,165
-21% -$929K
CVBF icon
1844
CVB Financial
CVBF
$3.98B
$3.11M ﹤0.01%
138,526
+18,714
+16% +$400K
IOSP icon
1845
Innospec
IOSP
$2.09B
$3.1M ﹤0.01%
47,372
-5,948
-11% -$382K
CONN
1846
DELISTED
Conn's Inc.
CONN
$3.1M ﹤0.01%
162,463
+61,265
+61% +$991K
ORIT
1847
DELISTED
Oritani Financial Corp. New
ORIT
$3.1M ﹤0.01%
181,832
+73,490
+68% +$1.24M
CALY
1848
Callaway Golf Company
CALY
$3.26B
$3.09M ﹤0.01%
241,977
+23,445
+11% +$288K
MINI
1849
DELISTED
Mobile Mini Inc
MINI
$3.09M ﹤0.01%
103,509
+14,120
+16% +$407K
ADTN icon
1850
Adtran
ADTN
$798M
$3.09M ﹤0.01%
149,479
-2,468
-2% -$49.4K
72 73
74
75 76

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.