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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
LKQ icon
551
LKQ Corp
LKQ
$6.58B
$23.1M 0.03%
700,263
-13,014
-2% -$402K
HAS icon
552
Hasbro
HAS
$12.6B
$23.1M 0.03%
206,886
+6,685
+3% +$689K
MHK icon
553
Mohawk Industries
MHK
$6.9B
$23M 0.03%
95,235
+16,335
+21% +$3.85M
CTRA
554
DELISTED
Coterra Energy
CTRA
$23M 0.03%
915,606
-108,782
-11% -$2.57M
CE icon
555
Celanese
CE
$5.09B
$23M 0.03%
241,751
+74,807
+45% +$6.67M
MKL icon
556
Markel Group
MKL
$25B
$22.8M 0.03%
23,369
-920
-4% -$893K
LGND icon
557
Ligand Pharmaceuticals
LGND
$6.02B
$22.8M 0.03%
300,713
+37,500
+14% +$2.62M
CDNS icon
558
Cadence Design Systems
CDNS
$90B
$22.7M 0.03%
678,297
+41,176
+6% +$1.37M
FMC icon
559
FMC
FMC
$1.42B
$22.7M 0.03%
358,407
+183,452
+105% +$11.8M
CTAS icon
560
Cintas
CTAS
$82.4B
$22.6M 0.03%
717,792
+45,828
+7% +$1.43M
QGEN icon
561
Qiagen
QGEN
$8.53B
$22.6M 0.03%
635,576
+20,862
+3% +$705K
AGNC icon
562
AGNC Investment
AGNC
$12.3B
$22.6M 0.03%
1,059,926
-33,698
-3% -$700K
ERIC icon
563
Ericsson
ERIC
$30.7B
$22.5M 0.03%
3,139,312
+26,337
+0.8% +$179K
DVA icon
564
DaVita
DVA
$15.1B
$22.5M 0.03%
347,125
+3,868
+1% +$256K
TXT icon
565
Textron
TXT
$16.6B
$22.5M 0.03%
476,762
+66,915
+16% +$3.15M
BIO icon
566
Bio-Rad Laboratories Class A
BIO
$8.42B
$22.2M 0.03%
98,185
+7,330
+8% +$1.6M
AWK icon
567
American Water Works
AWK
$26.3B
$22.1M 0.03%
282,876
+32,925
+13% +$2.59M
CUK
568
DELISTED
Carnival PLC
CUK
$22M 0.03%
333,261
+405
+0.1% +$25.2K
LM
569
DELISTED
Legg Mason, Inc.
LM
$22M 0.03%
576,283
+7,040
+1% +$267K
AGCO icon
570
AGCO
AGCO
$8.78B
$22M 0.03%
326,309
-59,073
-15% -$3.77M
BWA icon
571
BorgWarner
BWA
$13.2B
$21.9M 0.03%
588,520
-154,498
-21% -$5.6M
TECD
572
DELISTED
Tech Data Corp
TECD
$21.9M 0.03%
217,134
-13,238
-6% -$1.27M
AMD icon
573
Advanced Micro Devices
AMD
$851B
$21.8M 0.03%
1,749,566
+767,580
+78% +$9.38M
CRH icon
574
CRH
CRH
$66.7B
$21.7M 0.03%
611,775
+51,861
+9% +$1.86M
DRI icon
575
Darden Restaurants
DRI
$22.5B
$21.6M 0.03%
239,293
+27,320
+13% +$2.39M
21 22
23
24 25

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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.