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
ENOC
2451
DELISTED
EnerNOC, Inc.
ENOC
$1.18M ﹤0.01%
152,744
-50,356
-25% -$295K
CSFL
2452
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$1.18M ﹤0.01%
47,599
+10,808
+29% +$269K
HSII
2453
DELISTED
Heidrick & Struggles
HSII
$1.18M ﹤0.01%
54,285
-3,422
-6% -$78.1K
EEMS icon
2454
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$354M
$1.18M ﹤0.01%
25,234
-577
-2% -$26.9K
PRO
2455
DELISTED
PROS Holdings
PRO
$1.18M ﹤0.01%
43,095
+29,775
+224% +$778K
GTS
2456
DELISTED
Triple-S Management Corporation
GTS
$1.17M ﹤0.01%
72,950
+4,768
+7% +$78.3K
CATM
2457
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$1.17M ﹤0.01%
35,716
-20,060
-36% -$751K
TVPT
2458
DELISTED
Travelport Worldwide Limited
TVPT
$1.17M ﹤0.01%
85,333
-27,719
-25% -$368K
ARAY icon
2459
Accuray
ARAY
$28.4M
$1.17M ﹤0.01%
246,711
-122,703
-33% -$539K
ACAD icon
2460
Acadia Pharmaceuticals
ACAD
$4.25B
$1.17M ﹤0.01%
41,797
-23,646
-36% -$705K
SABA
2461
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.16M ﹤0.01%
86,493
– –
EXAC
2462
DELISTED
Exactech Inc
EXAC
$1.16M ﹤0.01%
38,814
-295
-0.8% -$8.66K
BRG
2463
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$1.16M ﹤0.01%
89,584
+29,623
+49% +$377K
EVG
2464
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$1.15M ﹤0.01%
+82,161
New +$1.16M
MB
2465
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$1.15M ﹤0.01%
42,442
-1,453
-3% -$40K
DPLO
2466
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$1.15M ﹤0.01%
77,472
+21,573
+39% +$360K
EHTH icon
2467
eHealth
EHTH
$42.5M
$1.14M ﹤0.01%
60,855
+811
+1% +$12.9K
ESGR
2468
DELISTED
Enstar Group
ESGR
$1.14M ﹤0.01%
5,761
-26
-0.4% -$4.97K
FGL
2469
DELISTED
Fidelity & Guaranty Life
FGL
$1.14M ﹤0.01%
36,844
-8,053
-18% -$236K
NIE
2470
Virtus Equity & Convertible Income Fund
NIE
$718M
$1.14M ﹤0.01%
+57,874
New +$1.14M
BKT icon
2471
BlackRock Income Trust
BKT
$330M
$1.14M ﹤0.01%
+59,748
New +$1.12M
BLX icon
2472
Bladex Inc
BLX
$2.24B
$1.14M ﹤0.01%
41,670
-26,382
-39% -$733K
SPSC icon
2473
SPS Commerce
SPSC
$2.25B
$1.14M ﹤0.01%
35,790
-166
-0.5% -$4.92K
GORO icon
2474
Goldgroup Mining Inc.
GORO
$151M
$1.14M ﹤0.01%
279,063
+52,826
+23% +$201K
PNNT
2475
Pennant Park Investment Corp
PNNT
$215M
$1.14M ﹤0.01%
154,128
+48,729
+46% +$376K
97 98
99
100 101

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.