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
CCJ icon
2026
Cameco
CCJ
$38.3B
$2.44M ﹤0.01%
267,541
-11,652
-4% -$116K
RSPP
2027
DELISTED
RSP Permian, Inc.
RSPP
$2.43M ﹤0.01%
75,407
-79,881
-51% -$2.97M
UHAL icon
2028
U-Haul Holding Co
UHAL
$14B
$2.43M ﹤0.01%
66,430
-14,950
-18% -$542K
ALOG
2029
DELISTED
Analogic Corp
ALOG
$2.42M ﹤0.01%
33,265
+67
+0.2% +$4.8K
AVX
2030
DELISTED
AVX Corporation
AVX
$2.41M ﹤0.01%
147,579
+19,497
+15% +$322K
ECPG icon
2031
Encore Capital Group
ECPG
$1.93B
$2.41M ﹤0.01%
59,984
+7,329
+14% +$263K
VRTV
2032
DELISTED
VERITIV CORPORATION
VRTV
$2.41M ﹤0.01%
53,520
+15,862
+42% +$728K
PEB icon
2033
Pebblebrook Hotel Trust
PEB
$2.16B
$2.4M ﹤0.01%
74,473
+9,672
+15% +$301K
SWBI icon
2034
Smith & Wesson
SWBI
$655M
$2.4M ﹤0.01%
140,796
+26,592
+23% +$458K
FOE
2035
DELISTED
Ferro Corporation
FOE
$2.39M ﹤0.01%
130,758
+26,294
+25% +$450K
MTRX icon
2036
Matrix Service
MTRX
$347M
$2.39M ﹤0.01%
255,752
+127,042
+99% +$1.43M
CROX icon
2037
Crocs
CROX
$6.69B
$2.39M ﹤0.01%
309,572
-32,222
-9% -$216K
VIPS icon
2038
Vipshop
VIPS
$6.84B
$2.39M ﹤0.01%
226,127
-149,865
-40% -$1.96M
TMP icon
2039
Tompkins Financial
TMP
$1.45B
$2.38M ﹤0.01%
30,274
+2,469
+9% +$199K
IBP icon
2040
Installed Building Products
IBP
$6.13B
$2.38M ﹤0.01%
44,881
-47,023
-51% -$2.42M
SAFE
2041
Safehold
SAFE
$1.19B
$2.37M ﹤0.01%
40,440
+2,283
+6% +$135K
HMHC
2042
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$2.37M ﹤0.01%
192,696
+55,573
+41% +$679K
IBTX
2043
DELISTED
Independent Bank Group, Inc.
IBTX
$2.36M ﹤0.01%
39,641
+3,678
+10% +$219K
XPRO icon
2044
Expro Ltd
XPRO
$1.79B
$2.35M ﹤0.01%
47,326
+32,885
+228% +$1.71M
NEO icon
2045
NeoGenomics
NEO
$1.81B
$2.35M ﹤0.01%
261,906
+159,370
+155% +$1.26M
TTSH
2046
DELISTED
Tile Shop Holdings
TTSH
$2.34M ﹤0.01%
113,494
-2,332
-2% -$47.4K
BAK icon
2047
Braskem
BAK
$980M
$2.34M ﹤0.01%
112,925
-9,665
-8% -$199K
CWEN icon
2048
Clearway Energy Class C
CWEN
$5B
$2.34M ﹤0.01%
132,941
+47,703
+56% +$835K
FN icon
2049
Fabrinet
FN
$17.1B
$2.34M ﹤0.01%
54,777
+12,696
+30% +$478K
BLUE
2050
DELISTED
bluebird bio
BLUE
$2.34M ﹤0.01%
1,717
-39
-2% -$47.1K
80 81
82
83 84

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.