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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 Miscellaneous 16.81%
2 Financials 14.98%
3 Technology 12.88%
4 Healthcare 11.88%
5 Industrials 9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ERC
976
Allspring Multi-Sector Income Fund
ERC
$250M
$10.6M 0.01%
792,709
+81,661
+11% +$1.09M
SCO
977
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$10.6M 0.01%
2,508,971
+300,133
+14% +$1.27M
FLEX icon
978
Flex
FLEX
$41.2B
$10.6M 0.01%
850,550
+37,559
+5% +$463K
VAC icon
979
Marriott Vacations Worldwide
VAC
$3.52B
$10.6M 0.01%
85,148
-1,357
-2% -$156K
TARO
980
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$10.6M 0.01%
93,979
-10,839
-10% -$1.18M
GATX icon
981
GATX Corp
GATX
$6.37B
$10.6M 0.01%
171,806
-5,201
-3% -$320K
OLLI icon
982
Ollie's Bargain Outlet
OLLI
$4.44B
$10.6M 0.01%
227,750
+11,860
+5% +$524K
KMPR icon
983
Kemper
KMPR
$1.6B
$10.6M 0.01%
199,228
+10,710
+6% +$489K
EAD
984
Allspring Income Opportunities Fund
EAD
$366M
$10.5M 0.01%
1,204,269
-90,855
-7% -$781K
EVR icon
985
Evercore
EVR
$10.2B
$10.5M 0.01%
131,294
+15,211
+13% +$1.14M
FTI icon
986
TechnipFMC
FTI
$28.7B
$10.5M 0.01%
507,169
+242,792
+92% +$4.87M
ACIW icon
987
ACI Worldwide
ACIW
$5.17B
$10.5M 0.01%
462,304
+109,385
+31% +$2.48M
EHC icon
988
Encompass Health
EHC
$12.2B
$10.5M 0.01%
285,445
+25,274
+10% +$901K
TECK icon
989
Teck Resources
TECK
$32.5B
$10.5M 0.01%
498,255
-18,834
-4% -$410K
FANG icon
990
Diamondback Energy
FANG
$54B
$10.5M 0.01%
107,200
+27,686
+35% +$2.55M
EIM
991
Eaton Vance Municipal Bond Fund
EIM
$469M
$10.5M 0.01%
827,728
+363,631
+78% +$4.67M
LPNT
992
DELISTED
LifePoint Health, Inc.
LPNT
$10.5M 0.01%
181,086
-12,448
-6% -$740K
BN icon
993
Brookfield
BN
$83B
$10.4M 0.01%
707,340
+122,264
+21% +$1.71M
FIVE icon
994
Five Below
FIVE
$13.2B
$10.4M 0.01%
189,923
-3,305
-2% -$162K
SRC
995
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$10.4M 0.01%
271,157
+83,077
+44% +$3.07M
KEX icon
996
Kirby Corp
KEX
$7.3B
$10.4M 0.01%
157,666
-7,626
-5% -$483K
WAL icon
997
Western Alliance Bancorporation
WAL
$8.57B
$10.4M 0.01%
195,715
+18,629
+11% +$914K
WDR
998
DELISTED
Waddell & Reed Financial, Inc.
WDR
$10.4M 0.01%
517,555
-628
-0.1% -$12.1K
LPL icon
999
LG Display
LPL
$3B
$10.4M 0.01%
772,409
+43,576
+6% +$625K
WCC
1000
WESCO International
WCC
$16.6B
$10.3M 0.01%
177,605
+28,106
+19% +$1.51M
38 39
40
41 42

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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 Miscellaneous at 17% of assets, up from 16% a quarter earlier, followed by Financials and Technology.

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.