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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
LNW
1426
DELISTED
Light & Wonder
LNW
$5.67M 0.01%
123,637
+15,972
+15% +$557K
ABG icon
1427
Asbury Automotive
ABG
$4.62B
$5.67M 0.01%
92,735
+29,334
+46% +$1.62M
TXRH icon
1428
Texas Roadhouse
TXRH
$13.7B
$5.66M 0.01%
115,234
+3,949
+4% +$192K
DPG
1429
Duff & Phelps Utility and Infrastructure Fund
DPG
$524M
$5.66M 0.01%
348,732
+50,611
+17% +$834K
EXPO icon
1430
Exponent
EXPO
$3.19B
$5.66M 0.01%
153,102
-4,960
-3% -$164K
LSI
1431
DELISTED
Life Storage, Inc.
LSI
$5.65M 0.01%
103,641
-3,906
-4% -$196K
FIVN icon
1432
FIVE9
FIVN
$2.08B
$5.64M 0.01%
235,891
-6,103
-3% -$132K
EVV
1433
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$5.63M 0.01%
401,088
-275,906
-41% -$3.86M
EPC icon
1434
Edgewell Personal Care
EPC
$1.3B
$5.63M 0.01%
77,305
-6,280
-8% -$463K
CBRL icon
1435
Cracker Barrel
CBRL
$1.26B
$5.62M 0.01%
37,092
+4,781
+15% +$731K
MMSI icon
1436
Merit Medical Systems
MMSI
$4.82B
$5.62M 0.01%
132,759
-12,127
-8% -$489K
CZR
1437
DELISTED
Caesars Entertainment Corporation
CZR
$5.61M 0.01%
420,369
+118,581
+39% +$1.44M
ISBC
1438
DELISTED
Investors Bancorp, Inc.
ISBC
$5.61M 0.01%
410,985
+11,855
+3% +$156K
UVV icon
1439
Universal Corp
UVV
$1.37B
$5.6M 0.01%
97,751
-14,446
-13% -$864K
ETJ
1440
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$556M
$5.59M 0.01%
592,961
-104,793
-15% -$986K
VTA
1441
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$5.59M 0.01%
468,974
+143,652
+44% +$1.7M
PENN icon
1442
PENN Entertainment
PENN
$2.84B
$5.58M 0.01%
238,615
+6,067
+3% +$130K
GHC icon
1443
Graham Holdings Company
GHC
$5.31B
$5.57M 0.01%
9,516
-1,666
-15% -$973K
CSOD
1444
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$5.57M 0.01%
137,026
+7,015
+5% +$259K
WGL
1445
DELISTED
Wgl Holdings
WGL
$5.56M 0.01%
66,079
+2,479
+4% +$209K
SSNC icon
1446
SS&C Technologies
SSNC
$18.9B
$5.56M 0.01%
138,414
+17,821
+15% +$688K
WABC icon
1447
Westamerica Bancorp
WABC
$1.39B
$5.56M 0.01%
93,308
-1,247
-1% -$67K
RRD
1448
DELISTED
RR Donnelley & Sons Co.
RRD
$5.55M 0.01%
539,021
+92,593
+21% +$959K
URBN icon
1449
Urban Outfitters
URBN
$6.46B
$5.53M 0.01%
231,329
+63,655
+38% +$1.28M
CLGX
1450
DELISTED
Corelogic, Inc.
CLGX
$5.5M 0.01%
119,022
+4,096
+4% +$186K
56 57
58
59 60

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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.