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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
ENOC
3426
DELISTED
EnerNOC, Inc.
ENOC
– –
-152,744
Closed -$1.18M
UCP
3427
DELISTED
UCP, Inc.
UCP
– –
-12,874
Closed -$141K
SNOW
3428
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
– –
-9,056
Closed -$215K
RAI
3429
DELISTED
Reynolds American Inc
RAI
– –
-2,280,853
Closed -$148M
KCG
3430
DELISTED
KCG Holdings, Inc.
KCG
– –
-349,157
Closed -$6.96M
PNRA
3431
DELISTED
Panera Bread Co
PNRA
– –
-32,508
Closed -$10.2M
KATE
3432
DELISTED
Kate Spade & Company
KATE
– –
-184,704
Closed -$3.42M
BHI
3433
DELISTED
Baker Hughes
BHI
– –
-868,517
Closed -$47.3M
ALJ
3434
DELISTED
Alon USA Energy Inc
ALJ
– –
-131,701
Closed -$1.75M
ADPT
3435
DELISTED
Adeptus Health Inc
ADPT
– –
-17,122
Closed -$29K
AOI
3436
DELISTED
Alliance One International
AOI
– –
-22,056
Closed -$318K
AWH
3437
DELISTED
Allied World Assurance Co Hld Lt
AWH
– –
-134,866
Closed -$7.13M
MESA
3438
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
20,200
– –
ADVNB
3439
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
12,265
– –
WLL
3440
DELISTED
Whiting Petroleum Corporation
WLL
– –
-2,394
Closed -$3.96M
JDD
3441
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
– –
-10,435
Closed -$133K
SNBC
3442
DELISTED
Sun Bancorp Inc
SNBC
– –
-8,344
Closed -$206K
NMRX
3443
DELISTED
Numerex Corp
NMRX
– –
-14,954
Closed -$74K
NEE.PRH.CL
3444
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
– –
-12,708
Closed -$320K
SPLS
3445
DELISTED
Staples Inc
SPLS
– –
-2,096,032
Closed -$21.1M
NADL
3446
DELISTED
North Atlantic Drilling Ltd
NADL
– –
-22,297
Closed -$30K
RBS.PRL.CL
3447
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
– –
-25,577
Closed -$648K
NORD
3448
DELISTED
Nord Anglia Education, Inc.
NORD
– –
-81,047
Closed -$2.64M
FCH
3449
DELISTED
Felcor Lodging Trust
FCH
– –
-146,872
Closed -$1.06M
XTLY
3450
DELISTED
Xactly Corporation
XTLY
– –
-36,637
Closed -$573K
135 136 137
138
139

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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.