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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
DNB
1051
DELISTED
Dun & Bradstreet
DNB
$9.59M 0.01%
82,401
-3,475
-4% -$386K
POOL icon
1052
Pool Corp
POOL
$7.05B
$9.59M 0.01%
88,635
-9,620
-10% -$1.04M
SINA
1053
DELISTED
Sina Corp
SINA
$9.57M 0.01%
83,499
+1,426
+2% +$144K
VEDL
1054
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$9.48M 0.01%
489,578
+51,072
+12% +$942K
FSLR icon
1055
First Solar
FSLR
$21.4B
$9.44M 0.01%
205,698
+12,817
+7% +$594K
CIM
1056
Chimera Investment
CIM
$1.06B
$9.43M 0.01%
166,179
+4,970
+3% +$282K
NDSN icon
1057
Nordson
NDSN
$16.4B
$9.43M 0.01%
79,557
+7,731
+11% +$924K
TTEK icon
1058
Tetra Tech
TTEK
$8.77B
$9.43M 0.01%
1,012,720
-197,490
-16% -$1.74M
MIC
1059
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$9.42M 0.01%
130,473
-50,662
-28% -$3.78M
EFII
1060
DELISTED
Electronics for Imaging
EFII
$9.39M 0.01%
220,088
+25,975
+13% +$1.06M
SMG icon
1061
ScottsMiracle-Gro
SMG
$4.09B
$9.39M 0.01%
96,472
+6,300
+7% +$597K
LFC
1062
DELISTED
China Life Insurance Company Ltd.
LFC
$9.38M 0.01%
623,383
+62,962
+11% +$988K
UMC icon
1063
United Microelectronic
UMC
$42.9B
$9.38M 0.01%
3,750,240
+109,289
+3% +$267K
WP
1064
DELISTED
Worldpay, Inc.
WP
$9.37M 0.01%
132,901
-10,288
-7% -$701K
OFG icon
1065
OFG Bancorp
OFG
$2.21B
$9.36M 0.01%
1,023,319
-34,373
-3% -$327K
GIL icon
1066
Gildan
GIL
$9.49B
$9.36M 0.01%
299,237
+36,236
+14% +$1.11M
TKR icon
1067
Timken Company
TKR
$9.19B
$9.33M 0.01%
192,240
+691
+0.4% +$31.9K
CMC icon
1068
Commercial Metals
CMC
$7.53B
$9.33M 0.01%
490,315
-41,478
-8% -$778K
EEP
1069
DELISTED
Enbridge Energy Partners
EEP
$9.33M 0.01%
583,689
+27,644
+5% +$426K
KEP icon
1070
Korea Electric Power
KEP
$14.6B
$9.25M 0.01%
551,963
+44,794
+9% +$844K
SBH icon
1071
Sally Beauty Holdings
SBH
$1.47B
$9.23M 0.01%
471,272
+19,082
+4% +$375K
SIRI icon
1072
SiriusXM
SIRI
$11B
$9.22M 0.01%
167,073
+7,272
+5% +$402K
RA
1073
Brookfield Real Assets Income Fund
RA
$704M
$9.21M 0.01%
387,284
-262,346
-40% -$6.22M
IPGP icon
1074
IPG Photonics
IPGP
$3.4B
$9.21M 0.01%
49,748
-4,873
-9% -$809K
HLT icon
1075
Hilton Worldwide
HLT
$72.4B
$9.18M 0.01%
132,240
+26,487
+25% +$1.69M
41 42
43
44 45

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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.