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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
PUB
901
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$11.4M 0.01%
609,117
+39,738
+7% +$745K
ARE icon
902
Alexandria Real Estate Equities
ARE
$8.88B
$11.4M 0.01%
94,742
+478
+0.5% +$55.6K
NFG icon
903
National Fuel Gas
NFG
$7.84B
$11.4M 0.01%
204,249
-6,852
-3% -$386K
GATX icon
904
GATX Corp
GATX
$6.55B
$11.4M 0.01%
177,007
+2,500
+1% +$153K
WF icon
905
Woori Financial
WF
$15.8B
$11.4M 0.01%
233,355
+30,206
+15% +$1.26M
BNDX icon
906
Vanguard Total International Bond ETF
BNDX
$82B
$11.3M 0.01%
208,611
+6,181
+3% +$337K
CFR icon
907
Cullen/Frost Bankers
CFR
$10.3B
$11.3M 0.01%
120,701
+1,493
+1% +$138K
FCF icon
908
First Commonwealth Financial
FCF
$2.12B
$11.3M 0.01%
891,233
+71,100
+9% +$907K
BGB
909
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$11.3M 0.01%
+708,892
New +$11.4M
MANH icon
910
Manhattan Associates
MANH
$8.97B
$11.3M 0.01%
234,756
+14,422
+7% +$684K
MTZ icon
911
MasTec
MTZ
$26.7B
$11.3M 0.01%
249,819
+23,243
+10% +$1.01M
BBL
912
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$11.3M 0.01%
366,498
+144,569
+65% +$4.44M
MPWR icon
913
Monolithic Power Systems
MPWR
$65.5B
$11.3M 0.01%
116,856
-10,798
-8% -$1.03M
GME icon
914
GameStop
GME
$9.5B
$11.2M 0.01%
2,075,440
-728,176
-26% -$4.11M
CBSH icon
915
Commerce Bancshares
CBSH
$8.5B
$11.2M 0.01%
304,827
+16,102
+6% +$575K
STM icon
916
STMicroelectronics
STM
$46B
$11.1M 0.01%
772,432
+40,038
+5% +$632K
TSS
917
DELISTED
Total System Services, Inc.
TSS
$11.1M 0.01%
190,495
+15,669
+9% +$896K
DDS icon
918
Dillards
DDS
$8.87B
$11.1M 0.01%
192,280
-6,099
-3% -$323K
EAD
919
Allspring Income Opportunities Fund
EAD
$372M
$11.1M 0.01%
+1,295,124
New +$11.1M
ESL
920
DELISTED
Esterline Technologies
ESL
$11.1M 0.01%
116,922
+12,855
+12% +$1.19M
LSXMK
921
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$11.1M 0.01%
348,829
+58,143
+20% +$1.74M
TTEK icon
922
Tetra Tech
TTEK
$8.23B
$11.1M 0.01%
1,210,210
-564,940
-32% -$5.03M
MTN icon
923
Vail Resorts
MTN
$5.19B
$11.1M 0.01%
54,584
+4,247
+8% +$856K
KEX icon
924
Kirby Corp
KEX
$7.95B
$11.1M 0.01%
165,292
-27,383
-14% -$1.87M
DXCM icon
925
DexCom
DXCM
$27.6B
$11M 0.01%
602,556
-100,884
-14% -$1.86M
35 36
37
38 39

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MCM
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PSUF
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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.