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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
CDW icon
626
CDW
CDW
$18.4B
$20.7M 0.02%
313,378
+13,813
+5% +$864K
IRM icon
627
Iron Mountain
IRM
$37.4B
$20.6M 0.02%
528,690
+2,780
+0.5% +$104K
JBL icon
628
Jabil
JBL
$31.7B
$20.5M 0.02%
717,446
+58,900
+9% +$1.78M
OI icon
629
O-I Glass
OI
$1.39B
$20.5M 0.02%
814,072
-65,177
-7% -$1.58M
AOD
630
abrdn Total Dynamic Dividend Fund
AOD
$1.09B
$20.4M 0.02%
2,261,791
+560,593
+33% +$4.93M
CPN
631
DELISTED
Calpine Corporation
CPN
$20.3M 0.02%
1,378,913
-181,575
-12% -$2.59M
X
632
DELISTED
US Steel
X
$20.3M 0.02%
790,965
+48,143
+6% +$1.18M
UTHR icon
633
United Therapeutics
UTHR
$26.1B
$20.3M 0.02%
173,061
+13,370
+8% +$1.71M
SC
634
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$20.3M 0.02%
1,319,108
+5,676
+0.4% +$77.5K
AAP icon
635
Advance Auto Parts
AAP
$3.54B
$20.3M 0.02%
204,241
+41,390
+25% +$4.18M
AJG icon
636
Arthur J. Gallagher & Co
AJG
$68.2B
$20.2M 0.02%
328,376
+36,490
+13% +$2.15M
LW icon
637
Lamb Weston
LW
$7.51B
$20.2M 0.02%
430,297
+13,176
+3% +$591K
CAR icon
638
Avis
CAR
$5.88B
$20.1M 0.02%
528,463
+23,675
+5% +$796K
E icon
639
ENI
E
$72.9B
$20.1M 0.02%
606,723
+86,895
+17% +$2.74M
DRI icon
640
Darden Restaurants
DRI
$23.7B
$20M 0.02%
254,078
+14,785
+6% +$1.25M
MITSY
641
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$19.9M 0.02%
67,310
+9,133
+16% +$2.71M
BNL
642
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$19.9M 0.02%
641,893
+74,601
+13% +$2.31M
MFA
643
MFA Financial
MFA
$935M
$19.8M 0.02%
565,876
-9,222
-2% -$320K
RELX icon
644
RELX
RELX
$66B
$19.8M 0.02%
886,660
+81,262
+10% +$1.78M
JLL icon
645
Jones Lang LaSalle
JLL
$15.9B
$19.8M 0.02%
160,338
+24,443
+18% +$3.02M
PKX icon
646
POSCO
PKX
$15.5B
$19.7M 0.02%
283,366
+20,457
+8% +$1.47M
EWY icon
647
iShares MSCI South Korea ETF
EWY
$21.1B
$19.6M 0.02%
284,382
+13,897
+5% +$955K
UFS
648
DELISTED
DOMTAR CORPORATION (New)
UFS
$19.6M 0.02%
451,395
+13,549
+3% +$540K
PRGO icon
649
Perrigo
PRGO
$1.43B
$19.4M 0.02%
229,115
+52,361
+30% +$4.07M
WTM icon
650
White Mountains Insurance
WTM
$5.46B
$19.3M 0.02%
22,481
+599
+3% +$515K
24 25
26
27 28

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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.