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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
OC icon
501
Owens Corning
OC
$11.5B
$29.2M 0.03%
377,090
-1,609
-0.4% -$113K
WYNN icon
502
Wynn Resorts
WYNN
$10.3B
$29M 0.03%
194,880
-14,582
-7% -$1.99M
CAJ
503
DELISTED
Canon, Inc.
CAJ
$28.9M 0.03%
843,481
+97,986
+13% +$3.38M
AV
504
DELISTED
Aviva Plc
AV
$28.9M 0.03%
2,054,748
+231,127
+13% +$3.25M
MDY icon
505
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$28.8M 0.03%
88,339
+28,410
+47% +$9.03M
PBCT
506
DELISTED
People's United Financial Inc
PBCT
$28.8M 0.03%
1,586,436
+218,694
+16% +$3.77M
MAS icon
507
Masco
MAS
$16.5B
$28.7M 0.03%
736,811
+40,248
+6% +$1.52M
IEX icon
508
IDEX
IEX
$16.6B
$28.7M 0.03%
236,311
-8,221
-3% -$960K
AA icon
509
Alcoa
AA
$11.7B
$28.6M 0.03%
613,306
+198,895
+48% +$7.95M
BRK.A icon
510
Berkshire Hathaway Class A
BRK.A
$1.1T
$28.6M 0.03%
104
+95
+1,056% +$25.2M
CXO
511
DELISTED
CONCHO RESOURCES INC.
CXO
$28.6M 0.03%
216,926
-6,648
-3% -$800K
DT
512
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$28.5M 0.03%
1,529,654
+117,468
+8% +$2.19M
GL icon
513
Globe Life
GL
$13.9B
$28.5M 0.03%
356,294
+24,260
+7% +$1.89M
ALGN icon
514
Align Technology
ALGN
$12.6B
$28.4M 0.03%
152,654
+13,658
+10% +$2.34M
AKZOY
515
DELISTED
Akzo Nobel NV
AKZOY
$28.4M 0.03%
925,876
+54,601
+6% +$1.68M
JBHT icon
516
JB Hunt Transport Services
JBHT
$26.1B
$28.4M 0.03%
255,395
+46,834
+22% +$4.53M
L icon
517
Loews
L
$24.6B
$28.2M 0.03%
588,583
+30,973
+6% +$1.47M
BWA icon
518
BorgWarner
BWA
$13B
$28.1M 0.03%
624,185
+35,665
+6% +$1.46M
KT icon
519
KT
KT
$8.95B
$27.9M 0.03%
2,013,602
+302,870
+18% +$4.97M
CNQ icon
520
Canadian Natural Resources
CNQ
$92.2B
$27.9M 0.03%
1,700,110
+65,759
+4% +$1.01M
CDNS icon
521
Cadence Design Systems
CDNS
$95.1B
$27.9M 0.03%
706,097
+27,800
+4% +$1.02M
INCY icon
522
Incyte
INCY
$26B
$27.6M 0.03%
236,789
+18,234
+8% +$2.31M
LKQ icon
523
LKQ Corp
LKQ
$6.77B
$27.5M 0.03%
765,328
+65,065
+9% +$2.22M
LGND icon
524
Ligand Pharmaceuticals
LGND
$5.94B
$27.5M 0.03%
323,852
+23,139
+8% +$1.83M
CTAS icon
525
Cintas
CTAS
$86B
$27.4M 0.03%
760,700
+42,908
+6% +$1.43M
19 20
21
22 23

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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.