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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
+4.61%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$92.1B
AUM Growth
+$8.55B
Cap. Flow
+$4.9B
Cap. Flow %
5.32%
Top 10 Hldgs %
13.73%
Holding
4,165
New
166
Increased
2,440
Reduced
1,384
Closed
127

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$362M
2
DD icon
DuPont de Nemours
DD
+$190M
3
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$173M
4
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$105M
5
AAPL icon
Apple
AAPL
+$74.4M

Top Sells

Rank Stock Value
1
RAI
Reynolds American Inc
RAI
+$148M
2
DD
Du Pont De Nemours E I
DD
+$145M
3
IWD icon
iShares Russell 1000 Value ETF
IWD
+$127M
4
BHI
Baker Hughes
BHI
+$47.3M
5
WFM
Whole Foods Market Inc
WFM
+$35.1M

Sector Composition

Rank Sector Weight
1 Financials 14.61%
2 Technology 12.69%
3 Healthcare 11.56%
4 Industrials 8.88%
5 Consumer Discretionary 7.71%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DVN icon
276
Devon Energy
DVN
$49B
$61.5M 0.07%
1,674,222
+490,300
+41% +$15.9M
AZN icon
277
AstraZeneca
AZN
$266B
$61.4M 0.07%
900,741
+98,923
+12% +$6.25M
AZ
278
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$61.3M 0.07%
2,735,650
+271,680
+11% +$6.08M
IWD icon
279
iShares Russell 1000 Value ETF
IWD
$82.3B
$61.1M 0.07%
515,686
-1,089,451
-68% -$127M
KSS icon
280
Kohl's
KSS
$2.17B
$61M 0.07%
1,335,761
+128,330
+11% +$5.26M
AAL icon
281
American Airlines Group
AAL
$10.2B
$61M 0.07%
1,283,784
-26,047
-2% -$1.26M
EEM icon
282
iShares MSCI Emerging Markets ETF
EEM
$28.1B
$60.9M 0.07%
1,358,547
+127,942
+10% +$5.63M
BF
283
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$60.4M 0.07%
567,004
+55,160
+11% +$5.87M
SAN icon
284
Banco Santander
SAN
$200B
$59.8M 0.06%
8,991,670
+1,191,569
+15% +$7.61M
APTV icon
285
Aptiv
APTV
$12.5B
$59.4M 0.06%
603,803
+41,067
+7% +$3.87M
PCG icon
286
PG&E
PCG
$39.7B
$59.3M 0.06%
870,562
+29,306
+3% +$2.01M
GSK icon
287
GSK
GSK
$108B
$59M 0.06%
1,161,974
+73,700
+7% +$3.74M
KDP icon
288
Keurig Dr Pepper
KDP
$42.1B
$59M 0.06%
666,547
-83,194
-11% -$7.55M
BCR
289
DELISTED
CR Bard Inc.
BCR
$58.9M 0.06%
183,859
+8,969
+5% +$2.87M
ES icon
290
Eversource Energy
ES
$28.6B
$58.8M 0.06%
972,937
+42,619
+5% +$2.63M
SBAC icon
291
SBA Communications
SBAC
$19B
$58.6M 0.06%
407,111
-15,966
-4% -$2.27M
TROW icon
292
T. Rowe Price
TROW
$26B
$58.5M 0.06%
644,970
+125,848
+24% +$10.4M
TSCO icon
293
Tractor Supply
TSCO
$16.6B
$58.4M 0.06%
4,613,745
-670,030
-13% -$7.6M
EW icon
294
Edwards Lifesciences
EW
$48.5B
$58.3M 0.06%
1,600,881
+108,132
+7% +$4.12M
CMS icon
295
CMS Energy
CMS
$23.3B
$58.3M 0.06%
1,258,685
+89,712
+8% +$4.23M
CNC icon
296
Centene
CNC
$31.3B
$58.2M 0.06%
1,202,746
+57,958
+5% +$2.5M
ILMN icon
297
Illumina
ILMN
$29B
$57.9M 0.06%
298,591
+87,061
+41% +$16.2M
TT icon
298
Trane Technologies
TT
$103B
$57.8M 0.06%
648,342
+41,149
+7% +$3.64M
WELL icon
299
Welltower
WELL
$174B
$56.2M 0.06%
799,323
+35,063
+5% +$2.55M
APC
300
DELISTED
Anadarko Petroleum
APC
$56M 0.06%
1,146,643
+99,884
+10% +$4.4M
10 11
12
13 14

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MCM
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PSUF
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BAM
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Parametric Portfolio Associates's Q3 2017 Portfolio in Review

As of Q3 2017, Parametric Portfolio Associates held 4,165 positions worth $92.1B, up 10% from $83.5B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $4.9B of net new capital in Q3 2017, opening 166 new positions and adding to 2,440 existing holdings. Its largest new stake was Baker Hughes: 618,721 shares worth $22.7M.

By sector, the portfolio is most concentrated in Financials at 15% 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 $127M trimmed.

  • Parametric Portfolio Associates's largest Q3 2017 buy was Baker Hughes: 618,721 shares worth $22.7M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q3 2017, an estimated $362M increase.
  • Parametric Portfolio Associates's biggest Q3 2017 reduction was iShares Russell 1000 Value ETF, cutting an estimated $127M.
  • Parametric Portfolio Associates fully exited Reynolds American Inc in Q3 2017, selling an estimated $148M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $92.1B portfolio in Q3 2017.
  • Parametric Portfolio Associates opened 166 new positions and closed 127 in Q3 2017.
  • Parametric Portfolio Associates's portfolio value rose 10% quarter-over-quarter to $92.1B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2017, filed 14 Nov 2017.