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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
DNKN
1376
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$6.12M 0.01%
115,219
-2,965
-3% -$157K
WKC icon
1377
World Kinect Corp
WKC
$2.06B
$6.1M 0.01%
180,014
+5,747
+3% +$205K
JJSF icon
1378
J&J Snack Foods
JJSF
$1.49B
$6.1M 0.01%
46,455
+2,004
+5% +$258K
CPL
1379
DELISTED
CPFL Energia S.A.
CPL
$6.1M 0.01%
355,434
-34,187
-9% -$582K
ALSN icon
1380
Allison Transmission
ALSN
$9.51B
$6.09M 0.01%
162,302
+39,661
+32% +$1.44M
BRSL
1381
Brightstar Lottery PLC
BRSL
$1.9B
$6.09M 0.01%
248,058
-113,041
-31% -$2.31M
TRMK icon
1382
Trustmark
TRMK
$2.73B
$6.09M 0.01%
183,763
-16,370
-8% -$509K
EPAY
1383
DELISTED
Bottomline Technologies Inc
EPAY
$6.07M 0.01%
190,805
+14,465
+8% +$422K
COLM icon
1384
Columbia Sportswear
COLM
$3.25B
$6.07M 0.01%
98,607
+1,737
+2% +$101K
DYN
1385
DELISTED
Dynegy, Inc.
DYN
$6.07M 0.01%
620,184
+60,389
+11% +$539K
FET icon
1386
Forum Energy Technologies
FET
$578M
$6.06M 0.01%
19,067
+1,596
+9% +$428K
MBI icon
1387
MBIA
MBI
$275M
$6.04M 0.01%
694,809
-48,044
-6% -$482K
SPLK
1388
DELISTED
Splunk Inc
SPLK
$6.03M 0.01%
90,813
+8,388
+10% +$525K
HYI
1389
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
$6.03M 0.01%
387,878
+89,388
+30% +$1.38M
YELP icon
1390
Yelp
YELP
$1.54B
$6.02M 0.01%
138,960
+5,118
+4% +$197K
NNN icon
1391
NNN REIT
NNN
$9.29B
$6.01M 0.01%
144,239
+21,422
+17% +$875K
CAVM
1392
DELISTED
Cavium, Inc.
CAVM
$6.01M 0.01%
91,133
-20,995
-19% -$1.33M
BTZ icon
1393
BlackRock Credit Allocation Income Trust
BTZ
$927M
$6M 0.01%
442,356
+45,476
+11% +$611K
FHI icon
1394
Federated Hermes
FHI
$4.56B
$6M 0.01%
202,099
-9,270
-4% -$260K
AIN icon
1395
Albany International
AIN
$2.09B
$6M 0.01%
104,443
+31,847
+44% +$1.7M
TLS
1396
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$5.99M 0.01%
438,318
-78,869
-15% -$1.08M
CMD
1397
DELISTED
Cantel Medical Corporation
CMD
$5.98M 0.01%
63,548
+4,178
+7% +$330K
BRKR icon
1398
Bruker
BRKR
$9.4B
$5.98M 0.01%
200,939
+19,377
+11% +$558K
PLXS icon
1399
Plexus
PLXS
$6.43B
$5.97M 0.01%
106,487
-2,804
-3% -$148K
SGI
1400
Somnigroup International
SGI
$14.4B
$5.97M 0.01%
369,880
+24,580
+7% +$363K
54 55
56
57 58

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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 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.