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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
MFGP
651
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$19.2M 0.02%
+498,132
New +$19.2M
MT icon
652
ArcelorMittal
MT
$50.7B
$19.1M 0.02%
742,789
-63,932
-8% -$1.65M
LPLA icon
653
LPL Financial
LPLA
$27.4B
$19.1M 0.02%
370,490
+38,412
+12% +$1.77M
TEF
654
DELISTED
Telefonica
TEF
$19.1M 0.02%
2,190,001
+346,664
+19% +$3.04M
SNI
655
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$19M 0.02%
221,021
+3,459
+2% +$285K
SIG icon
656
Signet Jewelers
SIG
$3.81B
$18.9M 0.02%
284,181
-11,143
-4% -$686K
WCG
657
DELISTED
Wellcare Health Plans, Inc.
WCG
$18.9M 0.02%
110,111
+2,005
+2% +$351K
RRC icon
658
Range Resources
RRC
$8.94B
$18.9M 0.02%
966,115
+91,709
+10% +$1.77M
BMRN icon
659
BioMarin Pharmaceuticals
BMRN
$12B
$18.9M 0.02%
203,030
-8,437
-4% -$746K
AVA icon
660
Avista
AVA
$3.46B
$18.9M 0.02%
364,379
+2,130
+0.6% +$106K
NOK icon
661
Nokia
NOK
$49.9B
$18.8M 0.02%
3,149,756
+439,324
+16% +$2.73M
SNN icon
662
Smith & Nephew
SNN
$13.7B
$18.8M 0.02%
516,794
+76,003
+17% +$2.7M
IT icon
663
Gartner
IT
$10.4B
$18.8M 0.02%
150,877
+14,749
+11% +$1.82M
G icon
664
Genpact
G
$5.87B
$18.8M 0.02%
652,408
+23,563
+4% +$671K
KEYS icon
665
Keysight
KEYS
$52.2B
$18.8M 0.02%
450,189
-40,043
-8% -$1.64M
SEIC icon
666
SEI Investments
SEIC
$12.4B
$18.7M 0.02%
306,906
+5,718
+2% +$325K
SIX
667
DELISTED
Six Flags Entertainment Corp.
SIX
$18.6M 0.02%
305,618
+82,955
+37% +$4.65M
CM icon
668
Canadian Imperial Bank of Commerce
CM
$109B
$18.6M 0.02%
424,062
+124,736
+42% +$5.34M
AOS icon
669
A.O. Smith
AOS
$8.82B
$18.5M 0.02%
312,069
+14,986
+5% +$840K
AEG icon
670
Aegon
AEG
$13.6B
$18.5M 0.02%
3,928,885
+152,794
+4% +$693K
BBBY
671
DELISTED
Bed Bath & Beyond Inc
BBBY
$18.4M 0.02%
782,937
+108,313
+16% +$3.03M
KUB
672
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$18.3M 0.02%
201,635
+13,761
+7% +$1.25M
AMX icon
673
America Movil
AMX
$77.2B
$18.3M 0.02%
1,030,643
+259,777
+34% +$4.66M
BGC icon
674
BGC Group
BGC
$5.73B
$18.3M 0.02%
1,963,609
+200,964
+11% +$1.68M
BDJ icon
675
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$18.2M 0.02%
2,012,008
+142,832
+8% +$1.27M
25 26
27
28 29

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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.