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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
WCN
1176
Waste Connections
WCN
$43.6B
$8.1M 0.01%
115,713
+5,667
+5% +$374K
BFAM icon
1177
Bright Horizons
BFAM
$4.35B
$8.09M 0.01%
93,863
-4,879
-5% -$389K
SEO
1178
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$8.08M 0.01%
569,882
+71,259
+14% +$1.01M
LECO icon
1179
Lincoln Electric
LECO
$14.1B
$8.08M 0.01%
88,114
-2,150
-2% -$192K
PLCE icon
1180
Children's Place
PLCE
$53.8M
$8.06M 0.01%
68,229
-2,984
-4% -$321K
NAV
1181
DELISTED
Navistar International
NAV
$8.06M 0.01%
182,886
+19,074
+12% +$632K
COHR icon
1182
Coherent
COHR
$43.4B
$8.05M 0.01%
195,733
+12,778
+7% +$476K
WBD icon
1183
Warner Bros
WBD
$64.3B
$8.04M 0.01%
377,480
-42,150
-10% -$993K
ODP
1184
DELISTED
ODP
ODP
$8.04M 0.01%
176,989
-36,107
-17% -$1.78M
MOH icon
1185
Molina Healthcare
MOH
$10.4B
$8.02M 0.01%
116,669
-19,668
-14% -$1.28M
KALU icon
1186
Kaiser Aluminum
KALU
$2.48B
$8.01M 0.01%
77,645
-2,883
-4% -$278K
RUSHA icon
1187
Rush Enterprises Class A
RUSHA
$6.34B
$8.01M 0.01%
389,099
+81,148
+26% +$1.46M
WR
1188
DELISTED
Westar Energy Inc
WR
$8M 0.01%
161,328
-1,405
-0.9% -$71.4K
SWN
1189
DELISTED
Southwestern Energy Company
SWN
$8M 0.01%
1,308,711
-433,827
-25% -$2.46M
WAFD icon
1190
WaFd
WAFD
$2.71B
$7.98M 0.01%
237,156
-12,208
-5% -$397K
BX icon
1191
Blackstone
BX
$104B
$7.92M 0.01%
237,429
-51,938
-18% -$1.71M
VGR
1192
DELISTED
Vector Group Ltd.
VGR
$7.92M 0.01%
601,537
-83,943
-12% -$1.09M
LAMR icon
1193
Lamar Advertising Co
LAMR
$16.7B
$7.92M 0.01%
115,574
+195
+0.2% +$13.2K
EEFT icon
1194
Euronet Worldwide
EEFT
$3.19B
$7.91M 0.01%
83,430
+20,305
+32% +$1.92M
CALD
1195
DELISTED
Callidus Software, Inc.
CALD
$7.9M 0.01%
320,464
-64,729
-17% -$1.57M
ENR icon
1196
Energizer
ENR
$1.47B
$7.89M 0.01%
171,256
+5,608
+3% +$253K
NHY
1197
DELISTED
NORSK HYDRO A. S. ADR
NHY
$7.88M 0.01%
1,079,137
+32,069
+3% +$234K
ZEN
1198
DELISTED
ZENDESK INC
ZEN
$7.87M 0.01%
270,391
+251,202
+1,309% +$7.05M
JGH icon
1199
Nuveen Global High Income Fund
JGH
$348M
$7.86M 0.01%
452,211
-194,134
-30% -$3.33M
B
1200
Barrick Mining
B
$60.9B
$7.85M 0.01%
488,036
+23,418
+5% +$392K
46 47
48
49 50

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MCM
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PSUF
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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.