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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
Y
726
DELISTED
Alleghany Corp
Y
$16.1M 0.02%
29,095
+187
+0.6% +$109K
RIG icon
727
Transocean
RIG
$5.52B
$16.1M 0.02%
1,492,243
+419,518
+39% +$3.61M
ALE
728
DELISTED
Allete
ALE
$16M 0.02%
207,447
-22,291
-10% -$1.67M
WAB icon
729
Wabtec
WAB
$51.7B
$16M 0.02%
211,491
-11,726
-5% -$903K
CSL icon
730
Carlisle Companies
CSL
$14.1B
$16M 0.02%
159,688
-26,780
-14% -$2.59M
SKYW icon
731
Skywest
SKYW
$4.51B
$16M 0.02%
364,806
-40,255
-10% -$1.5M
STLD icon
732
Steel Dynamics
STLD
$37.5B
$16M 0.02%
464,396
+62,393
+16% +$2.19M
RVTY icon
733
Revvity
RVTY
$12.4B
$16M 0.02%
231,715
+19,361
+9% +$1.3M
CNO icon
734
CNO Financial Group
CNO
$5B
$16M 0.02%
684,524
+19,011
+3% +$425K
NOW icon
735
ServiceNow
NOW
$114B
$16M 0.02%
679,720
+7,640
+1% +$170K
HYT icon
736
BlackRock Corporate High Yield Fund
HYT
$1.36B
$16M 0.02%
1,411,998
+193,026
+16% +$2.15M
CHT icon
737
Chunghwa Telecom
CHT
$33.5B
$15.9M 0.02%
466,828
+19,208
+4% +$662K
MXIM
738
DELISTED
Maxim Integrated Products
MXIM
$15.9M 0.02%
332,935
+21,576
+7% +$989K
SCM
739
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$15.9M 0.02%
309,305
+27,436
+10% +$1.41M
STM icon
740
STMicroelectronics
STM
$44.7B
$15.8M 0.02%
815,187
+42,755
+6% +$738K
CDK
741
DELISTED
CDK Global, Inc.
CDK
$15.8M 0.02%
250,843
+6,634
+3% +$418K
KKR icon
742
KKR & Co
KKR
$92.2B
$15.8M 0.02%
776,737
-144,183
-16% -$2.74M
HAWK
743
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$15.8M 0.02%
360,431
+62,822
+21% +$2.74M
WPP icon
744
WPP
WPP
$4.59B
$15.8M 0.02%
169,746
-28,074
-14% -$2.75M
IFF icon
745
International Flavors & Fragrances
IFF
$20.2B
$15.7M 0.02%
110,068
+13,168
+14% +$1.81M
HLF icon
746
Herbalife
HLF
$1.3B
$15.7M 0.02%
463,688
-27,390
-6% -$937K
OPLN
747
Openlane
OPLN
$4.27B
$15.5M 0.02%
858,180
+15,068
+2% +$249K
VE
748
DELISTED
VEOLIA ENVIRONNEMENT
VE
$15.5M 0.02%
672,133
+34,125
+5% +$786K
FRT icon
749
Federal Realty Investment Trust
FRT
$10.9B
$15.4M 0.02%
124,327
+19,305
+18% +$2.48M
DHC
750
Diversified Healthcare Trust
DHC
$2.28B
$15.4M 0.02%
788,561
-42,316
-5% -$825K
28 29
30
31 32

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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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ACI
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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.