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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
WOW
2651
DELISTED
WideOpenWest
WOW
$842K ﹤0.01%
55,804
+888
+2% +$14.4K
HZN
2652
DELISTED
Horizon Global Corporation
HZN
$842K ﹤0.01%
47,736
-8,139
-15% -$133K
BFX
2653
DELISTED
BowFlex Inc.
BFX
$841K ﹤0.01%
49,739
-2,809
-5% -$48.4K
DEL
2654
DELISTED
Deltic Timber
DEL
$840K ﹤0.01%
9,497
-239
-2% -$18.1K
HASI icon
2655
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.81B
$839K ﹤0.01%
34,427
+1,544
+5% +$36.1K
OLP
2656
One Liberty Properties
OLP
$542M
$836K ﹤0.01%
34,312
+1,319
+4% +$31.7K
NVCR icon
2657
NovoCure
NVCR
$1.76B
$831K ﹤0.01%
41,854
+24,165
+137% +$475K
ZVO
2658
DELISTED
Zovio Inc. Common Stock
ZVO
$830K ﹤0.01%
86,468
+43,228
+100% +$449K
GASS icon
2659
StealthGas
GASS
$326M
$829K ﹤0.01%
250,312
-11,921
-5% -$37.6K
IJR icon
2660
iShares Core S&P Small-Cap ETF
IJR
$109B
$829K ﹤0.01%
11,169
-219
-2% -$15.3K
KEY.PRI icon
2661
KeyCorp Series E Preferred Stock
KEY.PRI
$505M
$829K ﹤0.01%
28,216
+3,879
+16% +$114K
ANIP icon
2662
ANI Pharmaceuticals
ANIP
$1.86B
$828K ﹤0.01%
15,768
+798
+5% +$38.1K
LQDT icon
2663
Liquidity Services
LQDT
$1.2B
$827K ﹤0.01%
140,118
-37,792
-21% -$230K
BRG
2664
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$824K ﹤0.01%
74,476
-15,108
-17% -$173K
FSV icon
2665
FirstService
FSV
$6.55B
$823K ﹤0.01%
12,528
-223
-2% -$14.6K
BK.PRC
2666
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$823K ﹤0.01%
32,500
+871
+3% +$22K
ENTL
2667
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
$820K ﹤0.01%
44,436
+10,161
+30% +$176K
SPSC icon
2668
SPS Commerce
SPSC
$2.55B
$815K ﹤0.01%
28,738
-7,052
-20% -$208K
NWS icon
2669
News Corp Class B
NWS
$17.7B
$810K ﹤0.01%
59,336
+27,417
+86% +$381K
CATM
2670
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$810K ﹤0.01%
35,201
-515
-1% -$14.6K
AT
2671
DELISTED
Atlantic Power Corporation
AT
$810K ﹤0.01%
330,659
+65,366
+25% +$157K
DHX icon
2672
DHI Group
DHX
$177M
$808K ﹤0.01%
310,732
+91,881
+42% +$210K
BELFB
2673
Bel Fuse Inc Class B
BELFB
$3.45B
$806K ﹤0.01%
25,843
-637
-2% -$16.8K
MHF
2674
Western Asset Municipal High Income Fund
MHF
$151M
$806K ﹤0.01%
+103,950
New +$787K
GEK.CL
2675
DELISTED
General Electric Capital Corp.
GEK.CL
$806K ﹤0.01%
31,528
+792
+3% +$20.2K
105 106
107
108 109

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.