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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
LNG icon
1001
Cheniere Energy
LNG
$54.2B
$10.3M 0.01%
229,542
-13,729
-6% -$607K
WTRG icon
1002
Essential Utilities
WTRG
$11.5B
$10.3M 0.01%
311,174
+26,331
+9% +$882K
OMCL icon
1003
Omnicell
OMCL
$1.88B
$10.3M 0.01%
201,769
+28,568
+16% +$1.37M
HXL icon
1004
Hexcel
HXL
$7.97B
$10.3M 0.01%
178,943
+41,638
+30% +$2.24M
MOG.A icon
1005
Moog Inc Class A
MOG.A
$12.4B
$10.3M 0.01%
122,959
+6,696
+6% +$507K
LULU icon
1006
lululemon athletica
LULU
$13.5B
$10.2M 0.01%
164,611
+26,291
+19% +$1.58M
DISH
1007
DELISTED
DISH Network Corp.
DISH
$10.2M 0.01%
188,430
-24,692
-12% -$1.46M
ATI icon
1008
ATI
ATI
$24.3B
$10.2M 0.01%
427,059
-30,816
-7% -$610K
ZD icon
1009
Ziff Davis
ZD
$2B
$10.2M 0.01%
158,807
+39,201
+33% +$2.65M
SBS icon
1010
Sabesp
SBS
$18.4B
$10.2M 0.01%
5,026,676
-513,100
-9% -$1.04M
TECH icon
1011
Bio-Techne
TECH
$11.2B
$10.2M 0.01%
337,008
+25,484
+8% +$756K
PK icon
1012
Park Hotels & Resorts
PK
$3.08B
$10.2M 0.01%
369,084
+268,842
+268% +$7.19M
WIT icon
1013
Wipro
WIT
$19.5B
$10.2M 0.01%
4,773,595
+333,472
+8% +$730K
ODFL icon
1014
Old Dominion Freight Line
ODFL
$46.3B
$10.2M 0.01%
276,813
+7,002
+3% +$231K
DST
1015
DELISTED
DST Systems Inc.
DST
$10.1M 0.01%
184,754
+20,143
+12% +$1.1M
AABA
1016
DELISTED
Altaba Inc
AABA
$10.1M 0.01%
152,866
+29,556
+24% +$1.81M
CFR icon
1017
Cullen/Frost Bankers
CFR
$10.5B
$10.1M 0.01%
106,477
-14,224
-12% -$1.29M
IIM icon
1018
Invesco Value Municipal Income Trust
IIM
$585M
$10M 0.01%
671,597
+400,681
+148% +$6.09M
HZNP
1019
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$10M 0.01%
790,633
+384,699
+95% +$4.89M
KAMN
1020
DELISTED
Kaman Corp
KAMN
$10M 0.01%
179,525
+16,899
+10% +$853K
CDP icon
1021
COPT Defense Properties
CDP
$4.32B
$9.99M 0.01%
304,274
+7,741
+3% +$258K
USFD icon
1022
US Foods
USFD
$22.5B
$9.98M 0.01%
373,932
-1,420
-0.4% -$38.9K
NSIT icon
1023
Insight Enterprises
NSIT
$3.85B
$9.97M 0.01%
217,101
-12,422
-5% -$511K
EHI
1024
Western Asset Global High Income Fund
EHI
$174M
$9.95M 0.01%
967,192
-20,029
-2% -$204K
HOUS
1025
DELISTED
Anywhere Real Estate
HOUS
$9.95M 0.01%
301,990
-18,817
-6% -$636K
39 40
41
42 43

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AF
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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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ACI
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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.