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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
LEG icon
701
Leggett & Platt
LEG
$1.47B
$17M 0.02%
356,232
+34,484
+11% +$1.67M
COO icon
702
Cooper Companies
COO
$14.1B
$17M 0.02%
286,804
+42,708
+17% +$2.61M
VTRS icon
703
Viatris
VTRS
$20.8B
$17M 0.02%
540,966
-273,264
-34% -$9.28M
ICLR icon
704
Icon
ICLR
$13.9B
$16.9M 0.02%
148,738
-1,806
-1% -$192K
NICE icon
705
Nice
NICE
$5.94B
$16.9M 0.02%
207,981
+8,621
+4% +$670K
MRVL icon
706
Marvell Technology
MRVL
$157B
$16.9M 0.02%
943,989
+53,038
+6% +$883K
J icon
707
Jacobs Solutions
J
$16.6B
$16.9M 0.02%
350,374
+31,800
+10% +$1.42M
GRMN
708
Garmin
GRMN
$48.9B
$16.8M 0.02%
312,080
+29,397
+10% +$1.52M
PWR icon
709
Quanta Services
PWR
$88.3B
$16.8M 0.02%
449,926
+58,892
+15% +$2.07M
DVA icon
710
DaVita
DVA
$15.4B
$16.8M 0.02%
282,778
-64,347
-19% -$3.87M
EXR icon
711
Extra Space Storage
EXR
$32.2B
$16.8M 0.02%
210,029
+26,710
+15% +$2.08M
HTZ
712
DELISTED
Hertz Global Holdings, Inc.
HTZ
$16.7M 0.02%
861,262
+230,700
+37% +$3.64M
SAFM
713
DELISTED
Sanderson Farms Inc
SAFM
$16.7M 0.02%
103,221
-9,695
-9% -$1.34M
BIVV
714
DELISTED
Bioverativ Inc. Common Stock
BIVV
$16.6M 0.02%
290,298
+19,622
+7% +$1.15M
POR icon
715
Portland General Electric
POR
$5.92B
$16.5M 0.02%
360,858
+6,974
+2% +$321K
NBL
716
DELISTED
Noble Energy, Inc.
NBL
$16.4M 0.02%
579,674
-96,423
-14% -$2.54M
MLM icon
717
Martin Marietta Materials
MLM
$35B
$16.4M 0.02%
79,515
+3,858
+5% +$815K
MGM icon
718
MGM Resorts International
MGM
$11.8B
$16.3M 0.02%
501,098
+74,471
+17% +$2.4M
SHG icon
719
Shinhan Financial Group
SHG
$32.8B
$16.3M 0.02%
368,395
+26,907
+8% +$1.22M
THO icon
720
Thor Industries
THO
$4.13B
$16.3M 0.02%
129,587
+2,044
+2% +$220K
VC icon
721
Visteon
VC
$2.85B
$16.3M 0.02%
131,445
-708
-0.5% -$80.3K
FBIN icon
722
Fortune Brands Innovations
FBIN
$6.09B
$16.3M 0.02%
283,070
+35,989
+15% +$1.99M
AVT icon
723
Avnet
AVT
$7.07B
$16.3M 0.02%
413,581
+25,156
+6% +$963K
AIV
724
Aimco
AIV
$375M
$16.2M 0.02%
2,777,037
+177,138
+7% +$1.06M
CEO
725
DELISTED
CNOOC Limited
CEO
$16.2M 0.02%
124,784
+13,406
+12% +$1.55M
27 28
29
30 31

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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.