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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
MSCC
1401
DELISTED
Microsemi Corp
MSCC
$5.95M 0.01%
115,576
-7,301
-6% -$367K
DEI icon
1402
Douglas Emmett
DEI
$2.05B
$5.91M 0.01%
150,031
+4,869
+3% +$186K
JPC icon
1403
Nuveen Preferred & Income Opportunities Fund
JPC
$2.88B
$5.91M 0.01%
559,474
+99,195
+22% +$1.04M
AZPN
1404
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$5.9M 0.01%
93,931
+5,223
+6% +$328K
WOLF icon
1405
Wolfspeed
WOLF
$1.04B
$5.89M 0.01%
209,019
-9,546
-4% -$238K
PHI icon
1406
PLDT
PHI
$4.31B
$5.87M 0.01%
183,893
+23,932
+15% +$797K
BECN
1407
DELISTED
Beacon Roofing Supply, Inc.
BECN
$5.87M 0.01%
114,518
-792
-0.7% -$36.9K
EXP icon
1408
Eagle Materials
EXP
$6.49B
$5.86M 0.01%
54,937
+1,987
+4% +$190K
WLH
1409
DELISTED
WILLIAM LYON HOMES
WLH
$5.85M 0.01%
254,553
+7,246
+3% +$169K
PDLI
1410
DELISTED
PDL BioPharma, Inc.
PDLI
$5.84M 0.01%
1,723,944
-56,450
-3% -$157K
CARS icon
1411
Cars.com
CARS
$722M
$5.84M 0.01%
219,360
+12,185
+6% +$309K
BDC icon
1412
Belden
BDC
$3.97B
$5.84M 0.01%
72,470
-1,318
-2% -$99.6K
RP
1413
DELISTED
RealPage, Inc.
RP
$5.82M 0.01%
145,839
+20,698
+17% +$825K
DXJ icon
1414
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
$5.81M 0.01%
106,207
-640
-0.6% -$33.6K
BID
1415
DELISTED
Sotheby's
BID
$5.81M 0.01%
126,007
+7,381
+6% +$364K
PSB
1416
DELISTED
PS Business Parks, Inc.
PSB
$5.81M 0.01%
43,493
-533
-1% -$70.7K
USCR
1417
DELISTED
U S Concrete, Inc.
USCR
$5.81M 0.01%
76,092
-6,510
-8% -$499K
TEN
1418
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$5.77M 0.01%
95,177
+5,659
+6% +$318K
LHCG
1419
DELISTED
LHC Group LLC
LHCG
$5.77M 0.01%
81,332
+724
+0.9% +$46.5K
QTWO icon
1420
Q2 Holdings
QTWO
$3.78B
$5.76M 0.01%
138,293
+2,241
+2% +$87.7K
SEMG
1421
DELISTED
SEMGROUP CORPORATION
SEMG
$5.75M 0.01%
199,945
+26,727
+15% +$694K
SFLY
1422
DELISTED
Shutterfly, Inc.
SFLY
$5.75M 0.01%
118,495
+1,002
+0.9% +$47.2K
CUZ icon
1423
Cousins Properties
CUZ
$5.31B
$5.71M 0.01%
152,914
-8,927
-6% -$326K
TWOU
1424
DELISTED
2U Inc
TWOU
$5.71M 0.01%
3,393
-716
-17% -$1.08M
RBC icon
1425
RBC Bearings
RBC
$17.4B
$5.67M 0.01%
45,332
+1,931
+4% +$210K
55 56
57
58 59

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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.