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
QADA
2201
DELISTED
QAD Inc.
QADA
$1.84M ﹤0.01%
57,506
-5,196
-8% -$159K
CALM icon
2202
Cal-Maine
CALM
$4.28B
$1.84M ﹤0.01%
46,496
+8,643
+23% +$331K
EGHT icon
2203
8x8 Inc
EGHT
$247M
$1.84M ﹤0.01%
126,165
-22,069
-15% -$313K
LQ
2204
DELISTED
La Quinta Holdings Inc.
LQ
$1.83M ﹤0.01%
124,165
+2,167
+2% +$30.6K
TAHO
2205
DELISTED
Tahoe Resources Inc
TAHO
$1.83M ﹤0.01%
212,502
+87,816
+70% +$765K
UBA
2206
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.83M ﹤0.01%
92,504
+21,619
+30% +$426K
SYBT icon
2207
Stock Yards Bancorp
SYBT
$2.41B
$1.83M ﹤0.01%
47,073
+668
+1% +$25.9K
NPKI
2208
NPK International
NPKI
$1.21B
$1.83M ﹤0.01%
249,152
-106,013
-30% -$809K
CUB
2209
DELISTED
Cubic Corporation
CUB
$1.83M ﹤0.01%
39,538
-1,360
-3% -$65.3K
GSM icon
2210
FerroAtlántica
GSM
$628M
$1.83M ﹤0.01%
152,996
-19,827
-11% -$201K
OCLR
2211
DELISTED
Oclaro Inc.
OCLR
$1.82M ﹤0.01%
195,082
-59,365
-23% -$537K
DX
2212
Dynex Capital
DX
$2.99B
$1.82M ﹤0.01%
85,451
-7,298
-8% -$152K
SHOE
2213
Shoe Station Group
SHOE
$395M
$1.82M ﹤0.01%
174,316
+42,882
+33% +$473K
ACOR
2214
DELISTED
Acorda Therapeutics
ACOR
$1.82M ﹤0.01%
769
+139
+22% +$275K
CBI
2215
DELISTED
Chicago Bridge & Iron Nv
CBI
$1.82M ﹤0.01%
92,149
-177,223
-66% -$4.11M
SFNC icon
2216
Simmons First National
SFNC
$3.35B
$1.81M ﹤0.01%
68,614
+18,864
+38% +$498K
NETI
2217
DELISTED
Eneti Inc.
NETI
$1.81M ﹤0.01%
27,506
-5,010
-15% -$328K
XOXO
2218
DELISTED
Xo Group Inc
XOXO
$1.81M ﹤0.01%
102,973
+55,597
+117% +$956K
CSR
2219
Centerspace
CSR
$936M
$1.81M ﹤0.01%
29,196
+2,424
+9% +$146K
RMBS icon
2220
Rambus
RMBS
$10.4B
$1.81M ﹤0.01%
158,633
+23,340
+17% +$287K
MCHB
2221
Mechanics Bancorp
MCHB
$3.47B
$1.81M ﹤0.01%
65,469
+18,991
+41% +$517K
MED icon
2222
Medifast
MED
$108M
$1.81M ﹤0.01%
43,638
+6,549
+18% +$285K
JTD
2223
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$1.81M ﹤0.01%
+112,397
New +$1.76M
XOG
2224
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$1.81M ﹤0.01%
134,423
+74,292
+124% +$1.16M
LION
2225
DELISTED
Fidelity Southern Corporation
LION
$1.81M ﹤0.01%
79,093
+11,696
+17% +$259K
87 88
89
90 91

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.