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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
PAYX icon
376
Paychex
PAYX
$42.3B
$41.6M 0.05%
693,182
+36,202
+6% +$2.07M
NUE icon
377
Nucor
NUE
$60.5B
$41.3M 0.04%
737,059
+4,462
+0.6% +$252K
NTAP icon
378
NetApp
NTAP
$34.2B
$41.1M 0.04%
939,925
+50,739
+6% +$2.09M
RY icon
379
Royal Bank of Canada
RY
$295B
$41M 0.04%
530,570
+61,912
+13% +$4.62M
LH icon
380
Labcorp
LH
$25.8B
$41M 0.04%
315,918
+25,065
+9% +$3.34M
AXA
381
DELISTED
AXA ADS (1 ORD SHS)
AXA
$40.8M 0.04%
1,354,566
+103,828
+8% +$3.13M
ORLY icon
382
O'Reilly Automotive
ORLY
$75.6B
$40.7M 0.04%
2,836,575
+470,685
+20% +$6.21M
ANZ
383
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$40.7M 0.04%
1,741,001
+222,253
+15% +$5.19M
HBAN icon
384
Huntington Bancshares
HBAN
$35B
$40.3M 0.04%
2,883,251
+35,170
+1% +$462K
K
385
DELISTED
Kellanova
K
$40.1M 0.04%
685,053
-15,303
-2% -$966K
NOV icon
386
NOV
NOV
$7.11B
$40.1M 0.04%
1,122,145
+18,333
+2% +$599K
DOV icon
387
Dover
DOV
$27.4B
$39.8M 0.04%
539,643
-4,936
-0.9% -$343K
FDS icon
388
Factset
FDS
$10.1B
$39.7M 0.04%
220,389
-47,711
-18% -$7.79M
BBD icon
389
Banco Bradesco
BBD
$38.3B
$39.7M 0.04%
6,293,417
-340,059
-5% -$1.98M
GAP
390
The Gap Inc
GAP
$7.28B
$39.6M 0.04%
1,341,326
+127,214
+10% +$3.13M
A icon
391
Agilent Technologies
A
$39.7B
$39.6M 0.04%
616,303
+52,920
+9% +$3.3M
DOX icon
392
Amdocs
DOX
$5.83B
$39.6M 0.04%
614,961
-11,269
-2% -$728K
GT icon
393
Goodyear
GT
$2.12B
$39.3M 0.04%
1,182,952
-87,042
-7% -$2.83M
BBVA icon
394
Banco Bilbao Vizcaya Argentaria
BBVA
$147B
$39.3M 0.04%
4,406,209
+518,676
+13% +$4.59M
DGX icon
395
Quest Diagnostics
DGX
$26B
$39M 0.04%
416,567
+22,399
+6% +$2.38M
HIT
396
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$38.9M 0.04%
551,033
+10,934
+2% +$772K
MRO
397
DELISTED
Marathon Oil Corporation
MRO
$38.8M 0.04%
2,859,145
+42,590
+2% +$506K
DLTR icon
398
Dollar Tree
DLTR
$24.4B
$38.8M 0.04%
446,513
-167,255
-27% -$12.8M
CAG icon
399
Conagra Brands
CAG
$7.38B
$38.7M 0.04%
1,147,669
+96,669
+9% +$3.28M
CHRW icon
400
C.H. Robinson
CHRW
$20B
$38.6M 0.04%
507,801
+89,201
+21% +$6.18M
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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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.