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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
RH icon
1576
RH
RH
$3.15B
$4.65M 0.01%
66,154
+6,918
+12% +$434K
WBT
1577
DELISTED
Welbilt, Inc.
WBT
$4.65M 0.01%
201,818
+24,914
+14% +$504K
AMED
1578
DELISTED
Amedisys
AMED
$4.65M 0.01%
83,106
-16,859
-17% -$892K
RDY icon
1579
Dr. Reddy's Laboratories
RDY
$9.85B
$4.65M 0.01%
651,805
+8,060
+1% +$58K
AJRD
1580
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$4.63M 0.01%
132,206
+74,539
+129% +$2.01M
USG
1581
DELISTED
Usg
USG
$4.63M 0.01%
141,732
-35,875
-20% -$1.03M
WBS icon
1582
Webster Financial
WBS
$12.5B
$4.63M 0.01%
88,025
+2,296
+3% +$115K
FTNT icon
1583
Fortinet
FTNT
$113B
$4.62M 0.01%
644,995
+25,905
+4% +$197K
CIEN icon
1584
Ciena
CIEN
$52.7B
$4.62M 0.01%
210,272
+25,830
+14% +$618K
WD icon
1585
Walker & Dunlop
WD
$1.68B
$4.61M 0.01%
88,100
+4,289
+5% +$209K
ARRS
1586
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$4.6M 0.01%
161,355
+31,755
+25% +$879K
IPXL
1587
DELISTED
Impax Laboratories, Inc.
IPXL
$4.59M 0.01%
226,168
+17,051
+8% +$326K
THS
1588
DELISTED
Treehouse Foods
THS
$4.58M 0.01%
67,645
-55,246
-45% -$4.07M
MSA icon
1589
Mine Safety
MSA
$6.73B
$4.57M 0.01%
57,507
-15,512
-21% -$1.16M
GWRE icon
1590
Guidewire Software
GWRE
$12.8B
$4.57M 0.01%
58,681
+2,659
+5% +$195K
SIR
1591
DELISTED
SELECT INCOME REIT
SIR
$4.57M 0.01%
443,848
-146,646
-25% -$1.5M
BRO icon
1592
Brown & Brown
BRO
$23.7B
$4.56M 0.01%
189,230
+16,286
+9% +$365K
STRA icon
1593
Strategic Education
STRA
$1.92B
$4.55M ﹤0.01%
52,149
-6,078
-10% -$508K
PRKS icon
1594
United Parks & Resorts
PRKS
$2.15B
$4.55M ﹤0.01%
350,372
+27,941
+9% +$382K
BLMN icon
1595
Bloomin' Brands
BLMN
$759M
$4.54M ﹤0.01%
258,032
-41,390
-14% -$755K
NE
1596
DELISTED
Noble Corporation
NE
$4.53M ﹤0.01%
985,672
+220,152
+29% +$827K
THRM icon
1597
Gentherm
THRM
$1.3B
$4.53M ﹤0.01%
121,903
-21,897
-15% -$750K
SP
1598
DELISTED
SP Plus Corporation
SP
$4.52M ﹤0.01%
114,397
+22,992
+25% +$808K
VRTU
1599
DELISTED
Virtusa Corporation
VRTU
$4.52M ﹤0.01%
119,565
+44,814
+60% +$1.54M
CABO icon
1600
Cable One
CABO
$224M
$4.51M ﹤0.01%
6,251
-1,659
-21% -$1.23M
62 63
64
65 66

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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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ACI
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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.