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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
OKE icon
351
Oneok
OKE
$55.9B
$45.1M 0.05%
814,448
+128,030
+19% +$6.92M
CERN
352
DELISTED
Cerner Corp
CERN
$45.1M 0.05%
632,386
+77,541
+14% +$5.15M
TEL icon
353
TE Connectivity
TEL
$62.1B
$45.1M 0.05%
542,983
+59,093
+12% +$4.75M
RIO icon
354
Rio Tinto
RIO
$149B
$45.1M 0.05%
954,715
+90,656
+10% +$4.21M
MTB icon
355
M&T Bank
MTB
$36.6B
$45M 0.05%
279,187
+7,568
+3% +$1.19M
ULTA icon
356
Ulta Beauty
ULTA
$21.6B
$44.8M 0.05%
198,278
+47,253
+31% +$11.4M
EQR icon
357
Equity Residential
EQR
$25.5B
$44.5M 0.05%
674,830
+60,082
+10% +$4.02M
PBR icon
358
Petrobras
PBR
$116B
$44.4M 0.05%
4,417,839
-593,766
-12% -$5.39M
VRSN icon
359
VeriSign
VRSN
$25.4B
$44M 0.05%
413,642
+5,573
+1% +$561K
TNL icon
360
Travel + Leisure Co
TNL
$4.81B
$44M 0.05%
924,610
+20,064
+2% +$915K
ENB icon
361
Enbridge
ENB
$121B
$43.8M 0.05%
1,047,171
+9,270
+0.9% +$377K
CA
362
DELISTED
CA, Inc.
CA
$43.8M 0.05%
1,310,912
+51,724
+4% +$1.71M
NEA icon
363
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.37B
$43.6M 0.05%
3,149,878
+1,185,024
+60% +$16.5M
NTT
364
DELISTED
Nippon Telegraph & Telephone
NTT
$43.5M 0.05%
952,375
+72,013
+8% +$3.29M
BIDU icon
365
Baidu
BIDU
$35.7B
$43.2M 0.05%
174,497
+11,391
+7% +$2.48M
CBOE icon
366
Cboe Global Markets
CBOE
$31.1B
$43.1M 0.05%
400,811
+19,537
+5% +$1.92M
VTR icon
367
Ventas
VTR
$47.7B
$43.1M 0.05%
661,299
+43,668
+7% +$2.94M
CMA
368
DELISTED
Comerica
CMA
$43M 0.05%
563,216
+44,755
+9% +$3.21M
URI icon
369
United Rentals
URI
$67.9B
$42.9M 0.05%
309,464
+12,912
+4% +$1.54M
WRK
370
DELISTED
WestRock Company
WRK
$42.9M 0.05%
756,684
+38,531
+5% +$2.2M
INGR icon
371
Ingredion
INGR
$6.47B
$42.8M 0.05%
354,442
+32,597
+10% +$3.97M
GPC icon
372
Genuine Parts
GPC
$17.9B
$42.5M 0.05%
443,997
-65,487
-13% -$5.57M
NRG icon
373
NRG Energy
NRG
$26.9B
$42.3M 0.05%
1,652,031
-20,572
-1% -$486K
COL
374
DELISTED
Rockwell Collins
COL
$41.7M 0.05%
319,246
+30,909
+11% +$3.76M
RNR icon
375
RenaissanceRe
RNR
$13.9B
$41.7M 0.05%
308,427
+3,213
+1% +$452K
13 14
15
16 17

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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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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.