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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
ERIE icon
1151
Erie Indemnity
ERIE
$13B
$8.36M 0.01%
69,341
+1,225
+2% +$150K
CLF icon
1152
Cleveland-Cliffs
CLF
$6.49B
$8.33M 0.01%
1,164,417
-119,361
-9% -$891K
CPS icon
1153
Cooper-Standard Automotive
CPS
$517M
$8.32M 0.01%
71,724
-2,306
-3% -$239K
ABCO
1154
DELISTED
Advisory Board Co
ABCO
$8.32M 0.01%
155,074
-26,766
-15% -$1.44M
NWE icon
1155
NorthWestern Energy
NWE
$4.34B
$8.31M 0.01%
146,027
+8,247
+6% +$492K
AWI icon
1156
Armstrong World Industries
AWI
$7.37B
$8.31M 0.01%
162,134
-49,547
-23% -$2.33M
TGI
1157
DELISTED
Triumph Group
TGI
$8.3M 0.01%
279,169
-35,873
-11% -$1.02M
CAMP
1158
DELISTED
CalAmp Corp.
CAMP
$8.3M 0.01%
15,527
-476
-3% -$210K
CRI icon
1159
Carter's
CRI
$1.43B
$8.28M 0.01%
83,864
+6,781
+9% +$604K
RCI icon
1160
Rogers Communications
RCI
$18.8B
$8.27M 0.01%
160,457
+16,582
+12% +$848K
SBRA icon
1161
Sabra Healthcare REIT
SBRA
$5.56B
$8.27M 0.01%
376,687
+223,219
+145% +$5.04M
FAF icon
1162
First American
FAF
$7.98B
$8.26M 0.01%
165,360
+12,931
+8% +$617K
WPG
1163
DELISTED
Washington Prime Group Inc.
WPG
$8.26M 0.01%
110,111
-8,316
-7% -$645K
PTEN icon
1164
Patterson-UTI
PTEN
$3.54B
$8.24M 0.01%
393,732
+7,225
+2% +$133K
RAMP icon
1165
LiveRamp
RAMP
$2.29B
$8.23M 0.01%
334,141
-27,807
-8% -$683K
KPN
1166
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$8.23M 0.01%
2,382,752
+399,780
+20% +$1.38M
POT
1167
DELISTED
Potash Corp Of Saskatchewan
POT
$8.21M 0.01%
426,453
+21,778
+5% +$388K
LCI
1168
DELISTED
Lannett Company, Inc.
LCI
$8.2M 0.01%
111,139
-3,517
-3% -$258K
ALV icon
1169
Autoliv
ALV
$9.14B
$8.2M 0.01%
92,091
-2,340
-2% -$190K
AVNS icon
1170
Avanos Medical
AVNS
$8.16M 0.01%
181,263
-25,604
-12% -$1.09M
NTES icon
1171
NetEase
NTES
$83B
$8.16M 0.01%
154,600
+6,165
+4% +$354K
JD icon
1172
JD.com
JD
$43.5B
$8.13M 0.01%
212,918
+10,246
+5% +$439K
TS icon
1173
Tenaris
TS
$28.2B
$8.13M 0.01%
287,165
-950
-0.3% -$27.7K
VST icon
1174
Vistra
VST
$48.2B
$8.13M 0.01%
+434,782
New +$7.49M
TGNA
1175
DELISTED
TEGNA Inc
TGNA
$8.1M 0.01%
607,563
-25,545
-4% -$343K
45 46
47
48 49

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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.