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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
MMP
426
DELISTED
Magellan Midstream Partners, L.P.
MMP
$35.7M 0.04%
502,232
+14,894
+3% +$1.03M
M icon
427
Macy's
M
$6.62B
$35.7M 0.04%
1,634,912
+235,234
+17% +$5.17M
CBRE icon
428
CBRE Group
CBRE
$43.1B
$35.6M 0.04%
940,617
+41,765
+5% +$1.54M
NAD icon
429
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$35.6M 0.04%
2,509,429
+1,049,306
+72% +$15M
XRAY icon
430
Dentsply Sirona
XRAY
$2.7B
$35.6M 0.04%
595,208
-57,128
-9% -$3.4M
PHM icon
431
Pultegroup
PHM
$25.7B
$35.2M 0.04%
1,288,081
-246,147
-16% -$6.23M
ESS icon
432
Essex Property Trust
ESS
$18.9B
$35.1M 0.04%
138,279
+10,465
+8% +$2.73M
EPD icon
433
Enterprise Products Partners
EPD
$83.6B
$35M 0.04%
1,344,442
+31,779
+2% +$840K
DPZ icon
434
Domino's
DPZ
$11.6B
$35M 0.04%
176,310
-5,028
-3% -$979K
YUMC icon
435
Yum China
YUMC
$15.6B
$35M 0.04%
874,989
-12,911
-1% -$481K
HSIC icon
436
Henry Schein
HSIC
$9.76B
$35M 0.04%
543,737
-8,644
-2% -$590K
AYI icon
437
Acuity Brands
AYI
$10.3B
$34.9M 0.04%
203,801
-9,218
-4% -$1.72M
LVS icon
438
Las Vegas Sands
LVS
$32B
$34.8M 0.04%
543,142
+20,683
+4% +$1.28M
LHX icon
439
L3Harris
LHX
$56.9B
$34.6M 0.04%
262,576
+10,533
+4% +$1.26M
IWM icon
440
iShares Russell 2000 ETF
IWM
$80.4B
$34.4M 0.04%
232,001
-187,108
-45% -$26.3M
FAST icon
441
Fastenal
FAST
$55.2B
$34.2M 0.04%
3,000,112
+845,328
+39% +$9.11M
LLL
442
DELISTED
L3 Technologies, Inc.
LLL
$34.1M 0.04%
180,896
-12,365
-6% -$2.22M
UBS icon
443
UBS Group
UBS
$171B
$34.1M 0.04%
1,986,355
+311,053
+19% +$5.32M
NAVI icon
444
Navient
NAVI
$822M
$33.9M 0.04%
2,255,795
-9,720
-0.4% -$142K
NTRS icon
445
Northern Trust
NTRS
$22.2B
$33.8M 0.04%
367,826
+25,332
+7% +$2.29M
SKM icon
446
SK Telecom
SKM
$11.8B
$33.8M 0.04%
833,569
+93,463
+13% +$3.95M
CX icon
447
Cemex
CX
$17.3B
$33.7M 0.04%
3,712,133
-438,833
-11% -$4.16M
AFG icon
448
American Financial Group
AFG
$12B
$33.7M 0.04%
325,753
-10,158
-3% -$1.03M
TAP icon
449
Molson Coors Class B
TAP
$7.97B
$33.6M 0.04%
412,087
+79,102
+24% +$6.96M
MGA icon
450
Magna International
MGA
$18.8B
$33.6M 0.04%
630,125
+72,588
+13% +$3.52M
16 17
18
19 20

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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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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.