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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
DELL icon
376
Dell
DELL
$283B
$39.9M 0.05%
2,324,379
+715,951
+45% +$13.1M
MKC icon
377
McCormick & Company Non-Voting
MKC
$13.4B
$39.7M 0.05%
814,588
+405,596
+99% +$20.5M
GPN icon
378
Global Payments
GPN
$22.1B
$39.7M 0.05%
439,246
+267,985
+156% +$23.2M
HSIC icon
379
Henry Schein
HSIC
$9.74B
$39.6M 0.05%
552,381
+10,264
+2% +$715K
CFG icon
380
Citizens Financial Group
CFG
$30.4B
$39.5M 0.05%
1,106,471
+370,995
+50% +$13.2M
CX icon
381
Cemex
CX
$17.4B
$39.1M 0.05%
4,150,966
-3,544,556
-46% -$31.2M
IWN icon
382
iShares Russell 2000 Value ETF
IWN
$14.4B
$38.8M 0.05%
326,102
+14,296
+5% +$1.68M
TROW icon
383
T. Rowe Price
TROW
$25B
$38.5M 0.05%
519,122
+85,640
+20% +$6.12M
LH icon
384
Labcorp
LH
$24.3B
$38.5M 0.05%
290,853
+73,647
+34% +$9.02M
HBAN icon
385
Huntington Bancshares
HBAN
$35.1B
$38.5M 0.05%
2,848,081
+750,187
+36% +$9.71M
INGR icon
386
Ingredion
INGR
$6.38B
$38.4M 0.05%
321,845
-5,937
-2% -$705K
DPZ icon
387
Domino's
DPZ
$11B
$38.4M 0.05%
181,338
+15,285
+9% +$3.02M
ROK icon
388
Rockwell Automation
ROK
$51.4B
$38.2M 0.05%
235,649
+28,612
+14% +$4.51M
MNST icon
389
Monster Beverage
MNST
$91.4B
$38.2M 0.05%
1,536,334
+315,916
+26% +$7.61M
TEL icon
390
TE Connectivity
TEL
$58.8B
$38.1M 0.05%
483,890
+30,973
+7% +$2.37M
CMA
391
DELISTED
Comerica
CMA
$38M 0.05%
518,461
+64,543
+14% +$4.53M
VRSN icon
392
VeriSign
VRSN
$25.5B
$37.9M 0.05%
408,069
+143,861
+54% +$13M
DVN icon
393
Devon Energy
DVN
$51.9B
$37.9M 0.05%
1,183,922
+498,644
+73% +$18.2M
NAVI icon
394
Navient
NAVI
$774M
$37.7M 0.05%
2,265,515
+792,338
+54% +$12M
PHM icon
395
Pultegroup
PHM
$24.5B
$37.6M 0.05%
1,534,228
+900,014
+142% +$21M
CAG icon
396
Conagra Brands
CAG
$7.07B
$37.6M 0.05%
1,051,000
+200,707
+24% +$7.77M
PAYX icon
397
Paychex
PAYX
$40.4B
$37.4M 0.04%
656,980
+41,460
+7% +$2.43M
CERN
398
DELISTED
Cerner Corp
CERN
$36.9M 0.04%
554,845
-20,405
-4% -$1.3M
HYG icon
399
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$36.9M 0.04%
417,193
-33
-0% -$2.9K
TSLA icon
400
Tesla
TSLA
$1.24T
$36.9M 0.04%
1,528,770
+66,540
+5% +$1.46M
14 15
16
17 18

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AF
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MCM
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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.