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
RMR icon
2226
The RMR Group
RMR
$342M
$1.81M ﹤0.01%
37,124
-4,297
-10% -$217K
HAFC icon
2227
Hanmi Financial
HAFC
$943M
$1.8M ﹤0.01%
63,417
+29,067
+85% +$829K
PFBC icon
2228
Preferred Bank
PFBC
$1.22B
$1.8M ﹤0.01%
33,742
+11,348
+51% +$585K
UMH
2229
UMH Properties
UMH
$1.32B
$1.8M ﹤0.01%
105,395
+38,547
+58% +$635K
SAGE
2230
DELISTED
Sage Therapeutics
SAGE
$1.79M ﹤0.01%
22,535
-2,041
-8% -$148K
GG
2231
DELISTED
Goldcorp Inc
GG
$1.79M ﹤0.01%
138,887
+8,030
+6% +$112K
YZC
2232
DELISTED
Yanzhou Coal Mining
YZC
$1.79M ﹤0.01%
205,587
-1,713
-0.8% -$14.9K
PLAB icon
2233
Photronics
PLAB
$1.79B
$1.79M ﹤0.01%
190,475
-78,919
-29% -$834K
FSB
2234
DELISTED
Franklin Financial Network, Inc.
FSB
$1.78M ﹤0.01%
43,219
+12,125
+39% +$488K
AAOI icon
2235
Applied Optoelectronics
AAOI
$8.04B
$1.77M ﹤0.01%
28,686
-2,356
-8% -$138K
CUBI icon
2236
Customers Bancorp
CUBI
$2.59B
$1.77M ﹤0.01%
62,690
-103,299
-62% -$3.05M
DATA
2237
DELISTED
Tableau Software, Inc.
DATA
$1.77M ﹤0.01%
28,938
-20,527
-41% -$1.2M
MSEX icon
2238
Middlesex Water
MSEX
$1.05B
$1.77M ﹤0.01%
44,745
-127,521
-74% -$4.76M
HGV icon
2239
Hilton Grand Vacations
HGV
$3.84B
$1.77M ﹤0.01%
49,040
+12,137
+33% +$419K
MTCH icon
2240
Match Group
MTCH
$8.84B
$1.77M ﹤0.01%
101,687
+22,232
+28% +$408K
TITN icon
2241
Titan Machinery
TITN
$466M
$1.76M ﹤0.01%
98,135
-51,755
-35% -$851K
VUG icon
2242
Vanguard Growth ETF
VUG
$216B
$1.76M ﹤0.01%
83,178
-2,424
-3% -$50.8K
VTLE
2243
DELISTED
Vital Energy
VTLE
$1.76M ﹤0.01%
8,356
-1,006
-11% -$248K
ALJ
2244
DELISTED
Alon USA Energy Inc
ALJ
$1.75M ﹤0.01%
131,701
+10,969
+9% +$136K
AZZ icon
2245
AZZ Inc
AZZ
$4.5B
$1.75M ﹤0.01%
31,324
+3,958
+14% +$225K
ALRM icon
2246
Alarm.com
ALRM
$2.56B
$1.75M ﹤0.01%
46,427
+14,158
+44% +$474K
PRTK
2247
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$1.75M ﹤0.01%
+72,493
New +$1.6M
SCD
2248
LMP Capital and Income Fund
SCD
$353M
$1.74M ﹤0.01%
+122,468
New +$1.75M
SHEN icon
2249
Shenandoah Telecom
SHEN
$632M
$1.74M ﹤0.01%
56,651
+5,263
+10% +$163K
ASNA
2250
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.73M ﹤0.01%
40,260
-3,664
-8% -$211K
88 89
90
91 92

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.