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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
NXST icon
876
Nexstar Media Group
NXST
$6.04B
$12.4M 0.01%
199,135
+25,530
+15% +$1.58M
B
877
DELISTED
Barnes Group Inc.
B
$12.4M 0.01%
176,065
-9,837
-5% -$611K
FULT icon
878
Fulton Financial
FULT
$4.66B
$12.4M 0.01%
660,755
-41,872
-6% -$753K
TCF
879
DELISTED
TCF Financial Corporation
TCF
$12.4M 0.01%
725,363
+5,251
+0.7% +$82.8K
CPT icon
880
Camden Property Trust
CPT
$11.5B
$12.4M 0.01%
135,104
+13,052
+11% +$1.17M
DAR icon
881
Darling Ingredients
DAR
$9.32B
$12.3M 0.01%
704,873
+27,045
+4% +$458K
BDN
882
Brandywine Realty Trust
BDN
$521M
$12.3M 0.01%
705,815
-57,992
-8% -$986K
LPX icon
883
Louisiana-Pacific
LPX
$5.24B
$12.3M 0.01%
455,434
+68,963
+18% +$1.76M
MIK
884
DELISTED
Michaels Stores, Inc
MIK
$12.3M 0.01%
572,700
+518,984
+966% +$10.6M
BOE icon
885
BlackRock Enhanced Global Dividend Trust
BOE
$660M
$12.3M 0.01%
904,227
-8,142
-0.9% -$108K
MUSA icon
886
Murphy USA
MUSA
$11.5B
$12.3M 0.01%
177,665
-10,350
-6% -$720K
GME icon
887
GameStop
GME
$9.8B
$12.3M 0.01%
2,371,724
+296,284
+14% +$1.53M
ERIC icon
888
Ericsson
ERIC
$32.4B
$12.2M 0.01%
2,127,906
-1,011,406
-32% -$6.25M
FHN icon
889
First Horizon
FHN
$12.3B
$12.2M 0.01%
638,656
-21,408
-3% -$375K
SIGI icon
890
Selective Insurance
SIGI
$5.69B
$12.2M 0.01%
226,812
-76,454
-25% -$3.89M
TAL icon
891
TAL Education Group
TAL
$6.07B
$12.2M 0.01%
361,300
-13,190
-4% -$372K
EQM
892
DELISTED
EQM Midstream Partners, LP
EQM
$12.2M 0.01%
162,414
+3,000
+2% +$226K
FCF icon
893
First Commonwealth Financial
FCF
$2.25B
$12.2M 0.01%
860,336
-30,897
-3% -$399K
BT
894
DELISTED
BT Group plc (ADR)
BT
$12.2M 0.01%
631,475
+207,379
+49% +$4.05M
MNDT
895
DELISTED
Mandiant, Inc. Common Stock
MNDT
$12.1M 0.01%
724,232
+140,397
+24% +$2.16M
BERY
896
DELISTED
Berry Global Group, Inc.
BERY
$12.1M 0.01%
232,635
+38,804
+20% +$2.03M
AKRX
897
DELISTED
Akorn Inc
AKRX
$12.1M 0.01%
363,940
-47,825
-12% -$1.59M
SLGN icon
898
Silgan Holdings
SLGN
$4.49B
$12.1M 0.01%
410,370
-64,593
-14% -$1.96M
CMG icon
899
Chipotle Mexican Grill
CMG
$43.9B
$12.1M 0.01%
1,960,300
-240,900
-11% -$1.62M
CPRT icon
900
Copart
CPRT
$28.8B
$12.1M 0.01%
1,404,184
+86,156
+7% +$690K
34 35
36
37 38

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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.