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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
LOXO
1976
DELISTED
Loxo Oncology, Inc
LOXO
$2.6M ﹤0.01%
32,379
-5,300
-14% -$294K
KTOS icon
1977
Kratos Defense & Security Solutions
KTOS
$9.14B
$2.6M ﹤0.01%
218,580
+56,035
+34% +$535K
CTBI icon
1978
Community Trust Bancorp
CTBI
$1.39B
$2.59M ﹤0.01%
59,301
+1,717
+3% +$75.2K
PGRE
1979
DELISTED
Paramount Group
PGRE
$2.59M ﹤0.01%
162,022
+5,247
+3% +$85.2K
TFCF
1980
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$2.59M ﹤0.01%
92,818
-29,306
-24% -$831K
NWLI
1981
DELISTED
National Western Life Group, Inc. Class A
NWLI
$2.58M ﹤0.01%
8,083
+3,042
+60% +$948K
REGI
1982
DELISTED
Renewable Energy Group, Inc.
REGI
$2.57M ﹤0.01%
198,477
+50,814
+34% +$572K
ATNI icon
1983
ATN International
ATNI
$363M
$2.56M ﹤0.01%
37,459
+4,207
+13% +$285K
EBF icon
1984
Ennis
EBF
$550M
$2.56M ﹤0.01%
134,189
-13,749
-9% -$231K
AHT
1985
Ashford Hospitality Trust
AHT
$20.9M
$2.56M ﹤0.01%
426
+53
+14% +$331K
HY icon
1986
Hyster-Yale Materials Handling
HY
$596M
$2.56M ﹤0.01%
36,466
+1,995
+6% +$136K
HPP
1987
Hudson Pacific Properties
HPP
$824M
$2.56M ﹤0.01%
10,702
+350
+3% +$84K
HVT icon
1988
Haverty Furniture Companies
HVT
$408M
$2.56M ﹤0.01%
101,783
+18,536
+22% +$452K
ARR
1989
Armour Residential REIT
ARR
$2.03B
$2.54M ﹤0.01%
20,359
+990
+5% +$125K
AVDL
1990
DELISTED
Avadel Pharmaceuticals
AVDL
$2.54M ﹤0.01%
230,601
-21,472
-9% -$216K
MAGN
1991
Magnera Corp
MAGN
$490M
$2.54M ﹤0.01%
10,007
-541
-5% -$138K
WNS
1992
DELISTED
WNS Holdings
WNS
$2.54M ﹤0.01%
73,955
+2,025
+3% +$64.5K
AORT icon
1993
Artivion
AORT
$1.26B
$2.54M ﹤0.01%
127,206
+52,560
+70% +$942K
KIO
1994
KKR Income Opportunities Fund
KIO
$452M
$2.54M ﹤0.01%
+144,977
New +$2.53M
RNST icon
1995
Renasant Corp
RNST
$4.05B
$2.54M ﹤0.01%
57,989
+1,954
+3% +$81.9K
RSX
1996
DELISTED
VanEck Russia ETF
RSX
$2.53M ﹤0.01%
131,950
-60,000
-31% -$1.2M
PRSU
1997
Pursuit Attractions and Hospitality Inc
PRSU
$1.44B
$2.53M ﹤0.01%
53,453
+8,353
+19% +$374K
HIBB
1998
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.52M ﹤0.01%
121,639
+21,701
+22% +$534K
PTR
1999
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.52M ﹤0.01%
41,065
-36,620
-47% -$2.48M
HLI icon
2000
Houlihan Lokey
HLI
$9.82B
$2.51M ﹤0.01%
72,030
+7,716
+12% +$262K
78 79
80
81 82

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
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BAM
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ACI
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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.