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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 Miscellaneous 16.81%
2 Financials 14.98%
3 Technology 12.88%
4 Healthcare 11.88%
5 Industrials 9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UNFI icon
1101
United Natural Foods
UNFI
$2.83B
$8.91M 0.01%
214,321
+70,835
+49% +$2.64M
OA
1102
DELISTED
Orbital ATK, Inc.
OA
$8.87M 0.01%
66,641
+13,812
+26% +$1.51M
BHE icon
1103
Benchmark Electronics
BHE
$2.69B
$8.87M 0.01%
259,612
-38,935
-13% -$1.28M
DCI icon
1104
Donaldson
DCI
$9.98B
$8.86M 0.01%
192,793
+15,845
+9% +$733K
ULTI
1105
DELISTED
Ultimate Software Group Inc
ULTI
$8.86M 0.01%
46,713
-4,198
-8% -$847K
FNF icon
1106
Fidelity National Financial
FNF
$11.8B
$8.85M 0.01%
268,642
+13,550
+5% +$443K
FNDE icon
1107
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$10.4B
$8.85M 0.01%
+308,700
New +$8.71M
RGC
1108
DELISTED
Regal Entertainment Group
RGC
$8.84M 0.01%
552,525
-110,944
-17% -$1.91M
SPXC icon
1109
SPX Corp
SPXC
$9.03B
$8.84M 0.01%
301,267
-21,775
-7% -$572K
AWC
1110
DELISTED
Alumina Ltd
AWC
$8.83M 0.01%
1,284,058
+112,891
+10% +$777K
TMIC
1111
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$8.8M 0.01%
177,831
+16,482
+10% +$815K
OGS icon
1112
ONE Gas
OGS
$4.81B
$8.78M 0.01%
119,242
+8,905
+8% +$653K
DRH icon
1113
Diamondrock Hospitality Co
DRH
$2.54B
$8.78M 0.01%
801,424
-59,476
-7% -$663K
PPC icon
1114
Pilgrim's Pride
PPC
$7.06B
$8.74M 0.01%
307,556
+26,596
+9% +$700K
EGBN icon
1115
Eagle Bancorp
EGBN
$870M
$8.71M 0.01%
129,892
+5,819
+5% +$365K
HWC icon
1116
Hancock Whitney
HWC
$6.03B
$8.69M 0.01%
179,370
-12,896
-7% -$591K
NBR icon
1117
Nabors Industries
NBR
$1.31B
$8.69M 0.01%
21,535
+2,436
+13% +$891K
SJR
1118
DELISTED
Shaw Communications Inc.
SJR
$8.65M 0.01%
375,986
+12,803
+4% +$284K
IJH icon
1119
iShares Core S&P Mid-Cap ETF
IJH
$122B
$8.65M 0.01%
241,725
-630
-0.3% -$21.9K
ST icon
1120
Sensata Technologies
ST
$6.18B
$8.62M 0.01%
179,325
+12,260
+7% +$554K
RDN icon
1121
Radian Group
RDN
$4.65B
$8.61M 0.01%
460,758
+44,871
+11% +$778K
LBRDK
1122
DELISTED
Liberty Broadband Class C
LBRDK
$8.61M 0.01%
90,341
+7,578
+9% +$729K
WDAY icon
1123
Workday
WDAY
$47.5B
$8.6M 0.01%
81,594
-6,572
-7% -$678K
LCII icon
1124
LCI Industries
LCII
$2.12B
$8.59M 0.01%
74,173
+17,725
+31% +$1.81M
RNP icon
1125
Cohen & Steers REIT and Preferred and Income Fund
RNP
$936M
$8.58M 0.01%
404,653
+19,954
+5% +$418K
43 44
45
46 47

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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 Miscellaneous at 17% of assets, up from 16% a quarter earlier, followed by Financials and Technology.

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.