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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
BCS icon
401
Barclays
BCS
$91B
$38.6M 0.04%
3,902,530
+454,369
+13% +$4.5M
AIZ icon
402
Assurant
AIZ
$14B
$38.3M 0.04%
401,344
-445
-0.1% -$44.5K
IQV icon
403
IQVIA
IQV
$40.5B
$38.2M 0.04%
401,760
-50,881
-11% -$4.72M
NAB
404
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$38.1M 0.04%
3,075,557
+422,242
+16% +$5.24M
VIAB
405
DELISTED
Viacom Inc. Class B
VIAB
$38.1M 0.04%
1,369,740
+78,376
+6% +$2.42M
AVY icon
406
Avery Dennison
AVY
$12.9B
$38M 0.04%
386,686
+15,005
+4% +$1.41M
RCL icon
407
Royal Caribbean
RCL
$86.5B
$38M 0.04%
320,592
+59,583
+23% +$6.97M
EXPD icon
408
Expeditors International
EXPD
$22.4B
$37.8M 0.04%
631,358
+19,675
+3% +$1.13M
HII icon
409
Huntington Ingalls Industries
HII
$11.8B
$37.8M 0.04%
166,885
+8,139
+5% +$1.7M
IDXX icon
410
Idexx Laboratories
IDXX
$44.9B
$37.7M 0.04%
242,643
-24,331
-9% -$3.85M
RHT
411
DELISTED
Red Hat Inc
RHT
$37.6M 0.04%
339,521
+30,228
+10% +$3.09M
AER icon
412
AerCap
AER
$24.3B
$37.6M 0.04%
736,009
-19,453
-3% -$953K
ALK icon
413
Alaska Air
ALK
$5.42B
$37.2M 0.04%
487,106
+18,555
+4% +$1.52M
MAN icon
414
ManpowerGroup
MAN
$2.58B
$37.1M 0.04%
314,586
-1,483
-0.5% -$166K
HYG icon
415
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$37M 0.04%
417,201
+8
+0% +$706
EXPE icon
416
Expedia Group
EXPE
$35.5B
$36.8M 0.04%
255,708
+24,754
+11% +$3.67M
EFX icon
417
Equifax
EFX
$22B
$36.6M 0.04%
345,145
-84,648
-20% -$11.2M
KLAC icon
418
KLA
KLAC
$249B
$36.5M 0.04%
3,443,310
+225,610
+7% +$2.15M
NWL icon
419
Newell Brands
NWL
$2.24B
$36.3M 0.04%
849,824
-66,172
-7% -$3.24M
ZION icon
420
Zions Bancorporation
ZION
$10.1B
$36.2M 0.04%
767,154
+16,540
+2% +$736K
TMUS icon
421
T-Mobile US
TMUS
$196B
$36.2M 0.04%
586,917
+62,197
+12% +$3.9M
AMG icon
422
Affiliated Managers Group
AMG
$9.78B
$35.9M 0.04%
189,194
+3,062
+2% +$545K
LYG icon
423
Lloyds Banking Group
LYG
$87.2B
$35.8M 0.04%
9,788,783
+735,500
+8% +$2.56M
RSG icon
424
Republic Services
RSG
$66.6B
$35.8M 0.04%
541,970
+30,387
+6% +$1.98M
TSLA icon
425
Tesla
TSLA
$1.21T
$35.8M 0.04%
1,572,420
+43,650
+3% +$1.01M
15 16
17
18 19

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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.