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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
MD icon
1251
Pediatrix Medical
MD
$2.2B
$7.29M 0.01%
168,999
+79,630
+89% +$3.78M
WPX
1252
DELISTED
WPX Energy, Inc.
WPX
$7.28M 0.01%
632,920
+177,980
+39% +$1.82M
CVA
1253
DELISTED
Covanta Holding Corporation
CVA
$7.27M 0.01%
489,725
+2,755
+0.6% +$38.8K
EDP
1254
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$7.25M 0.01%
191,917
+33,323
+21% +$1.26M
SEM
1255
DELISTED
Select Medical
SEM
$7.25M 0.01%
700,406
-16,079
-2% -$148K
CXP
1256
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$7.25M 0.01%
332,803
+21,384
+7% +$460K
CNA icon
1257
CNA Financial
CNA
$14.9B
$7.23M 0.01%
143,910
-24,067
-14% -$1.2M
GRUB
1258
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$7.22M 0.01%
68,539
+2,223
+3% +$228K
DISCK
1259
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$7.21M 0.01%
355,909
-6,423
-2% -$144K
SWX icon
1260
Southwest Gas
SWX
$6.64B
$7.2M 0.01%
92,739
-40,712
-31% -$3.22M
SIMO icon
1261
Silicon Motion
SIMO
$7.11B
$7.19M 0.01%
149,742
+33,057
+28% +$1.47M
APOG icon
1262
Apogee Enterprises
APOG
$833M
$7.17M 0.01%
148,660
-7,640
-5% -$375K
PRI icon
1263
Primerica
PRI
$10.1B
$7.16M 0.01%
87,816
-9,253
-10% -$723K
LHO
1264
DELISTED
LaSalle Hotel Properties
LHO
$7.15M 0.01%
246,475
-2,853
-1% -$82.5K
STAY
1265
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$7.14M 0.01%
357,157
+166,602
+87% +$3.23M
TRCO
1266
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$7.12M 0.01%
174,220
-4,023
-2% -$164K
SCSC icon
1267
Scansource
SCSC
$1.17B
$7.09M 0.01%
162,371
+17,426
+12% +$685K
IVR icon
1268
Invesco Mortgage Capital
IVR
$759M
$7.09M 0.01%
41,364
-1,936
-4% -$326K
GES
1269
DELISTED
Guess Inc
GES
$7.07M 0.01%
415,148
-31,287
-7% -$443K
TFSL icon
1270
TFS Financial
TFSL
$5.11B
$7.07M 0.01%
438,332
-8,033
-2% -$124K
ENTG icon
1271
Entegris
ENTG
$16.3B
$7.06M 0.01%
244,685
+12,608
+5% +$321K
GPI icon
1272
Group 1 Automotive
GPI
$4.26B
$7.05M 0.01%
97,318
+7,771
+9% +$478K
NWN icon
1273
Northwest Natural Holdings
NWN
$2.15B
$7.03M 0.01%
109,192
-6,626
-6% -$425K
NATI
1274
DELISTED
National Instruments Corp
NATI
$7.01M 0.01%
166,268
+32,790
+25% +$1.34M
TIME
1275
DELISTED
Time Inc.
TIME
$7M 0.01%
518,640
-49,258
-9% -$661K
49 50
51
52 53

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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.