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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
IDCC icon
1526
InterDigital
IDCC
$6.75B
$4.94M 0.01%
67,007
-6,792
-9% -$497K
MTL
1527
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$4.94M 0.01%
955,832
+185,137
+24% +$949K
CNK icon
1528
Cinemark Holdings
CNK
$4.07B
$4.94M 0.01%
136,379
-27,375
-17% -$993K
VREX icon
1529
Varex Imaging
VREX
$462M
$4.93M 0.01%
145,696
+1,001
+0.7% +$31.3K
HEI icon
1530
HEICO Corp
HEI
$49.6B
$4.93M 0.01%
107,154
+25,091
+31% +$1.07M
BSAC icon
1531
Banco Santander Chile
BSAC
$16.1B
$4.93M 0.01%
165,802
+6,559
+4% +$186K
WLY icon
1532
John Wiley & Sons Class A
WLY
$2.83B
$4.92M 0.01%
91,971
+5,916
+7% +$317K
EIG icon
1533
Employers Holdings
EIG
$907M
$4.91M 0.01%
108,048
-1,534
-1% -$65.3K
USA icon
1534
Liberty All-Star Equity Fund
USA
$1.78B
$4.9M 0.01%
812,409
+135,450
+20% +$778K
OLED icon
1535
Universal Display
OLED
$3.75B
$4.9M 0.01%
38,017
-5,192
-12% -$628K
RRGB icon
1536
Red Robin
RRGB
$139M
$4.89M 0.01%
73,052
-13,292
-15% -$808K
TEAM icon
1537
Atlassian
TEAM
$26.5B
$4.87M 0.01%
138,634
-11,043
-7% -$392K
GNCMA
1538
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$4.87M 0.01%
119,376
-5,522
-4% -$226K
STAG icon
1539
STAG Industrial
STAG
$7.5B
$4.86M 0.01%
177,015
+16,305
+10% +$451K
CNDT icon
1540
Conduent
CNDT
$253M
$4.85M 0.01%
309,681
-68,641
-18% -$1.12M
SMTC icon
1541
Semtech
SMTC
$9.65B
$4.85M 0.01%
129,059
-3,996
-3% -$149K
MDP
1542
DELISTED
Meredith Corporation
MDP
$4.85M 0.01%
87,310
+612
+0.7% +$34.7K
AMC icon
1543
AMC Entertainment Holdings
AMC
$2.45B
$4.84M 0.01%
32,926
+8,028
+32% +$1.34M
IPHS
1544
DELISTED
Innophos Holdings, Inc.
IPHS
$4.84M 0.01%
98,353
+4,413
+5% +$199K
CHS
1545
DELISTED
Chicos FAS, Inc.
CHS
$4.83M 0.01%
539,217
+155,203
+40% +$1.32M
ENS icon
1546
EnerSys
ENS
$6.43B
$4.82M 0.01%
69,670
-7,828
-10% -$536K
IRDM icon
1547
Iridium Communications
IRDM
$4.7B
$4.82M 0.01%
467,886
-42,803
-8% -$444K
ESV
1548
DELISTED
Ensco Rowan plc
ESV
$4.81M 0.01%
201,314
+109,610
+120% +$2.19M
RYN icon
1549
Rayonier
RYN
$6.67B
$4.8M 0.01%
183,287
+14,594
+9% +$380K
KRC icon
1550
Kilroy Realty
KRC
$4.59B
$4.8M 0.01%
67,518
-832
-1% -$58.5K
60 61
62
63 64

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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.