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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
CXW icon
851
CoreCivic
CXW
$3B
$12.9M 0.01%
482,647
+4,517
+0.9% +$120K
VVC
852
DELISTED
Vectren Corporation
VVC
$12.9M 0.01%
196,310
-23,289
-11% -$1.46M
CY
853
DELISTED
Cypress Semiconductor
CY
$12.9M 0.01%
857,594
+76,021
+10% +$1.06M
RL icon
854
Ralph Lauren
RL
$22.1B
$12.9M 0.01%
145,791
+50,177
+52% +$4.13M
EWBC icon
855
East-West Bancorp
EWBC
$18B
$12.8M 0.01%
214,531
+15,826
+8% +$899K
ADNT icon
856
Adient
ADNT
$1.68B
$12.8M 0.01%
152,536
+17,710
+13% +$1.26M
MPWR icon
857
Monolithic Power Systems
MPWR
$61.7B
$12.8M 0.01%
120,101
+3,245
+3% +$329K
MYGN icon
858
Myriad Genetics
MYGN
$488M
$12.8M 0.01%
353,673
+17,439
+5% +$497K
NWSA icon
859
News Corp Class A
NWSA
$15.6B
$12.8M 0.01%
964,450
+79,126
+9% +$1.07M
TWO
860
Two Harbors Investment
TWO
$1.27B
$12.8M 0.01%
158,135
-9,746
-6% -$779K
ONB icon
861
Old National Bancorp
ONB
$10.2B
$12.7M 0.01%
695,580
+6,600
+1% +$110K
FLIR
862
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$12.7M 0.01%
326,413
+109,360
+50% +$4.15M
BHF icon
863
Brighthouse Financial
BHF
$3.66B
$12.7M 0.01%
+208,642
New +$11.9M
BRX icon
864
Brixmor Property Group
BRX
$9.74B
$12.6M 0.01%
671,687
+182,575
+37% +$3.47M
INFY icon
865
Infosys
INFY
$50.6B
$12.6M 0.01%
1,727,852
+286,124
+20% +$2.17M
CVSA
866
Covista Inc
CVSA
$4.5B
$12.6M 0.01%
351,579
-38,776
-10% -$1.32M
FCFS icon
867
FirstCash
FCFS
$8.82B
$12.6M 0.01%
199,287
-8,167
-4% -$483K
AMTD
868
DELISTED
TD Ameritrade Holding Corp
AMTD
$12.6M 0.01%
257,842
+52,437
+26% +$2.35M
TOL icon
869
Toll Brothers
TOL
$14.1B
$12.6M 0.01%
303,167
+57,261
+23% +$2.25M
SCG
870
DELISTED
Scana
SCG
$12.6M 0.01%
259,265
-14,740
-5% -$904K
MDU icon
871
MDU Resources
MDU
$4.23B
$12.6M 0.01%
1,272,751
-45,710
-3% -$456K
PRAH
872
DELISTED
PRA Health Sciences, Inc.
PRAH
$12.5M 0.01%
164,414
-15,196
-8% -$1.15M
AAN.A
873
DELISTED
The Aaron's Company Inc Class A
AAN.A
$12.5M 0.01%
286,095
+25,507
+10% +$1.11M
WBC
874
DELISTED
WABCO HOLDINGS INC.
WBC
$12.5M 0.01%
84,303
+12,836
+18% +$1.78M
LOGM
875
DELISTED
LogMein, Inc.
LOGM
$12.4M 0.01%
112,955
+3,139
+3% +$352K
33 34
35
36 37

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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.