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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
CGNX icon
826
Cognex
CGNX
$9.95B
$13.7M 0.01%
248,336
+41,230
+20% +$2.09M
ARDC
827
Are Dynamic Credit Allocation Fund
ARDC
$296M
$13.7M 0.01%
833,564
-34,539
-4% -$564K
GDOT icon
828
Green Dot
GDOT
$760M
$13.6M 0.01%
273,511
-113,392
-29% -$5.03M
AAWW
829
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$13.5M 0.01%
205,783
-30,836
-13% -$1.93M
UDR icon
830
UDR
UDR
$12.7B
$13.5M 0.01%
356,028
+33,449
+10% +$1.3M
ACWI icon
831
iShares MSCI ACWI ETF
ACWI
$32.3B
$13.5M 0.01%
196,363
+1,815
+0.9% +$122K
SUPN icon
832
Supernus Pharmaceuticals
SUPN
$2.79B
$13.4M 0.01%
335,847
+28,716
+9% +$1.24M
TEX icon
833
Terex
TEX
$7.51B
$13.4M 0.01%
298,081
-29,118
-9% -$1.15M
TYL icon
834
Tyler Technologies
TYL
$14.1B
$13.3M 0.01%
76,513
+4,600
+6% +$790K
WES
835
DELISTED
Western Gas Partners Lp
WES
$13.3M 0.01%
260,071
+16,830
+7% +$875K
CACI icon
836
CACI
CACI
$10.9B
$13.2M 0.01%
94,956
-4,251
-4% -$549K
PAY
837
DELISTED
Verifone Systems Inc
PAY
$13.2M 0.01%
651,736
-25,158
-4% -$491K
TUP
838
DELISTED
Tupperware Brands Corporation
TUP
$13.2M 0.01%
213,730
-27,605
-11% -$1.7M
COHR
839
DELISTED
Coherent Inc
COHR
$13.2M 0.01%
56,003
-9,517
-15% -$2.3M
KNX icon
840
Knight Transportation
KNX
$11.2B
$13.1M 0.01%
+316,336
New +$12M
MTN icon
841
Vail Resorts
MTN
$5.65B
$13.1M 0.01%
57,587
+3,003
+6% +$652K
FNSR
842
DELISTED
Finisar Corp
FNSR
$13.1M 0.01%
590,476
+50,839
+9% +$1.25M
DBRG icon
843
DigitalBridge
DBRG
$2.93B
$13.1M 0.01%
260,241
-37,026
-12% -$2.02M
TEVA icon
844
Teva Pharmaceuticals
TEVA
$40.1B
$13.1M 0.01%
742,387
-111,913
-13% -$2.52M
TSS
845
DELISTED
Total System Services, Inc.
TSS
$13.1M 0.01%
199,363
+8,868
+5% +$573K
WEN icon
846
Wendy's
WEN
$1.45B
$13M 0.01%
839,701
+63,788
+8% +$977K
DRE
847
DELISTED
Duke Realty Corp.
DRE
$13M 0.01%
451,335
+23,324
+5% +$671K
MTZ icon
848
MasTec
MTZ
$24B
$13M 0.01%
280,294
+30,475
+12% +$1.33M
TRI icon
849
Thomson Reuters
TRI
$45.4B
$13M 0.01%
243,955
+3,141
+1% +$168K
MTG icon
850
MGIC Investment
MTG
$6.48B
$12.9M 0.01%
1,032,915
+102,991
+11% +$1.2M
32 33
34
35 36

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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.