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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
CSRA
1026
DELISTED
CSRA Inc.
CSRA
$9.94M 0.01%
308,132
+11,278
+4% +$364K
BMS
1027
DELISTED
Bemis
BMS
$9.89M 0.01%
216,943
+10,485
+5% +$468K
PF
1028
DELISTED
Pinnacle Foods, Inc.
PF
$9.88M 0.01%
172,802
+9,275
+6% +$550K
IBKC
1029
DELISTED
IBERIABANK Corp
IBKC
$9.88M 0.01%
120,210
-12,040
-9% -$945K
AVNT icon
1030
Avient
AVNT
$3.29B
$9.84M 0.01%
245,725
-12,526
-5% -$467K
ASH icon
1031
Ashland
ASH
$3.34B
$9.82M 0.01%
150,159
+22,159
+17% +$1.41M
JACK icon
1032
Jack in the Box
JACK
$314M
$9.81M 0.01%
96,253
-6,232
-6% -$596K
EDU icon
1033
New Oriental
EDU
$9.32B
$9.8M 0.01%
111,083
-16,414
-13% -$1.34M
SRCL
1034
DELISTED
Stericycle Inc
SRCL
$9.79M 0.01%
136,657
-58,073
-30% -$4.27M
RGLD icon
1035
Royal Gold
RGLD
$16.6B
$9.77M 0.01%
113,535
+5,286
+5% +$458K
NUS icon
1036
Nu Skin
NUS
$257M
$9.76M 0.01%
158,778
+24,449
+18% +$1.5M
CBL
1037
DELISTED
CBL& Associates Properties, Inc.
CBL
$9.76M 0.01%
1,162,701
+98,683
+9% +$837K
ITRI icon
1038
Itron
ITRI
$4.54B
$9.74M 0.01%
125,716
+6,372
+5% +$462K
SCCO icon
1039
Southern Copper
SCCO
$138B
$9.71M 0.01%
263,469
-4,519
-2% -$163K
CVG
1040
DELISTED
Convergys
CVG
$9.71M 0.01%
374,930
+11,727
+3% +$282K
ACH
1041
Accendra Health
ACH
$254M
$9.71M 0.01%
332,383
+34,935
+12% +$1.03M
GNTX icon
1042
Gentex
GNTX
$5.1B
$9.7M 0.01%
489,728
+44,218
+10% +$804K
WAGE
1043
DELISTED
WageWorks, Inc.
WAGE
$9.66M 0.01%
159,189
+17,376
+12% +$1.06M
ABEV icon
1044
Ambev
ABEV
$47.9B
$9.65M 0.01%
1,464,659
+150,677
+11% +$934K
MRCY icon
1045
Mercury Systems
MRCY
$5.41B
$9.65M 0.01%
185,928
-2,904
-2% -$134K
CW icon
1046
Curtiss-Wright
CW
$25.1B
$9.64M 0.01%
92,234
+855
+0.9% +$83K
CASY icon
1047
Casey's General Stores
CASY
$32.1B
$9.63M 0.01%
87,990
+18,487
+27% +$1.97M
TCOM icon
1048
Trip.com Group
TCOM
$29B
$9.63M 0.01%
182,528
+17,560
+11% +$953K
AFB
1049
AllianceBernstein National Municipal Income Fund
AFB
$315M
$9.63M 0.01%
689,528
+173,570
+34% +$2.42M
UAA icon
1050
Under Armour
UAA
$3.01B
$9.62M 0.01%
583,804
-162,492
-22% -$2.98M
40 41
42
43 44

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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.