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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
CPF icon
1326
Central Pacific Financial
CPF
$1.02B
$6.52M 0.01%
202,671
-17,794
-8% -$538K
IBOC icon
1327
International Bancshares
IBOC
$4.77B
$6.5M 0.01%
162,152
-407
-0.3% -$14.7K
MKTX icon
1328
MarketAxess Holdings
MKTX
$4.47B
$6.5M 0.01%
35,233
+1,347
+4% +$258K
NYT icon
1329
New York Times
NYT
$12.6B
$6.47M 0.01%
330,367
+5,456
+2% +$101K
EPR icon
1330
EPR Properties
EPR
$4.89B
$6.47M 0.01%
92,802
-35,338
-28% -$2.49M
RRX icon
1331
Regal Rexnord
RRX
$12.5B
$6.47M 0.01%
81,929
-10,142
-11% -$810K
UTF icon
1332
Cohen & Steers Infrastructure Fund
UTF
$3.09B
$6.47M 0.01%
281,269
+29,145
+12% +$677K
WNC icon
1333
Wabash National
WNC
$504M
$6.46M 0.01%
283,046
-2,436
-0.9% -$51.3K
LSXMA
1334
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.46M 0.01%
213,280
+7,510
+4% +$232K
SLAB icon
1335
Silicon Laboratories
SLAB
$7.14B
$6.45M 0.01%
80,696
-7,626
-9% -$568K
ICL icon
1336
ICL Group
ICL
$6.58B
$6.44M 0.01%
1,451,251
+57,306
+4% +$261K
AIT icon
1337
Applied Industrial Technologies
AIT
$12.4B
$6.44M 0.01%
97,891
-4,973
-5% -$289K
POWI icon
1338
Power Integrations
POWI
$3.15B
$6.44M 0.01%
175,990
+33,940
+24% +$1.24M
NEU icon
1339
NewMarket
NEU
$7.24B
$6.43M 0.01%
15,109
+547
+4% +$239K
CORE
1340
DELISTED
Core Mark Holding Co., Inc.
CORE
$6.42M 0.01%
199,710
-25,402
-11% -$796K
CTB
1341
DELISTED
Cooper Tire & Rubber Co.
CTB
$6.41M 0.01%
171,244
-29,089
-15% -$1.03M
IGD
1342
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$6.4M 0.01%
789,027
-354,701
-31% -$2.74M
BGY icon
1343
BlackRock Enhanced International Dividend Trust
BGY
$509M
$6.4M 0.01%
975,240
+25,167
+3% +$161K
VALE icon
1344
Vale
VALE
$62.3B
$6.4M 0.01%
635,129
+170,225
+37% +$1.71M
CAKE icon
1345
Cheesecake Factory
CAKE
$5.03B
$6.39M 0.01%
151,832
+21,014
+16% +$936K
EAT icon
1346
Brinker International
EAT
$8.82B
$6.33M 0.01%
198,593
-10,886
-5% -$371K
ILG
1347
DELISTED
ILG, Inc Common Stock
ILG
$6.32M 0.01%
236,490
-9,206
-4% -$244K
UPBD icon
1348
Upbound Group
UPBD
$1.22B
$6.3M 0.01%
548,865
-24,874
-4% -$307K
FBP icon
1349
First Bancorp
FBP
$4.41B
$6.29M 0.01%
1,229,424
+63,293
+5% +$361K
DY icon
1350
Dycom Industries
DY
$11.2B
$6.29M 0.01%
73,243
-4,957
-6% -$418K
52 53
54
55 56

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MCM
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PSUF
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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.