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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
ANSS
451
DELISTED
Ansys
ANSS
$33.5M 0.04%
273,043
+72
+0% +$9.04K
BXP icon
452
Boston Properties
BXP
$11.2B
$33.4M 0.04%
271,919
+35,776
+15% +$4.33M
CF icon
453
CF Industries
CF
$18.9B
$33.2M 0.04%
944,519
+18,275
+2% +$564K
GPN icon
454
Global Payments
GPN
$23.9B
$33.2M 0.04%
349,288
-89,958
-20% -$8.48M
PPLI
455
People Inc
PPLI
$3.13B
$33.1M 0.04%
1,576,909
+95,497
+6% +$1.85M
WU icon
456
Western Union
WU
$2.58B
$33M 0.04%
1,716,140
+118,060
+7% +$2.25M
VNQ icon
457
Vanguard Real Estate ETF
VNQ
$40B
$32.7M 0.04%
393,812
+4,157
+1% +$347K
DCM
458
DELISTED
NTT DOCOMO, Inc.
DCM
$32.6M 0.04%
1,432,351
+113,965
+9% +$2.65M
CS
459
DELISTED
Credit Suisse Group
CS
$32.5M 0.04%
2,057,652
+254,174
+14% +$3.86M
XRX icon
460
Xerox
XRX
$360M
$32.4M 0.04%
971,869
-660
-0.1% -$20.8K
TFX icon
461
Teleflex
TFX
$5.94B
$32.3M 0.04%
133,455
+9,399
+8% +$2.04M
LVLT
462
DELISTED
Level 3 Communications Inc
LVLT
$32.2M 0.03%
603,749
+26,308
+5% +$1.47M
JNPR
463
DELISTED
Juniper Networks
JNPR
$32.2M 0.03%
1,155,610
+164,643
+17% +$4.61M
AES icon
464
AES
AES
$10.6B
$32.1M 0.03%
2,913,485
+211,075
+8% +$2.36M
TRIP icon
465
TripAdvisor
TRIP
$1.74B
$32.1M 0.03%
791,075
+296,586
+60% +$12M
NLSN
466
DELISTED
Nielsen Holdings plc
NLSN
$32M 0.03%
773,230
+78,675
+11% +$3.14M
EMD
467
Western Asset Emerging Markets Debt Fund
EMD
$613M
$32M 0.03%
2,033,228
-7,195
-0.4% -$112K
STLA icon
468
Stellantis
STLA
$16.7B
$32M 0.03%
1,784,716
+19,095
+1% +$264K
DLR icon
469
Digital Realty Trust
DLR
$71.5B
$31.6M 0.03%
267,167
+57,169
+27% +$6.61M
CC icon
470
Chemours
CC
$2.57B
$31.6M 0.03%
623,992
-208,674
-25% -$9.84M
IPG
471
DELISTED
Interpublic Group of Companies
IPG
$31.6M 0.03%
1,518,100
+39,130
+3% +$851K
SPR
472
DELISTED
Spirit AeroSystems
SPR
$31.5M 0.03%
405,366
+121,294
+43% +$8.39M
HES
473
DELISTED
Hess
HES
$31.5M 0.03%
671,757
-9,277
-1% -$392K
HMC icon
474
Honda
HMC
$39.3B
$31.4M 0.03%
1,061,832
+170,958
+19% +$4.82M
TD icon
475
Toronto Dominion Bank
TD
$199B
$31.4M 0.03%
557,176
+83,625
+18% +$4.39M
17 18
19
20 21

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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.