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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
KAI icon
1451
Kadant
KAI
$3.58B
$5.5M 0.01%
55,772
-3,909
-7% -$332K
ATSG
1452
DELISTED
Air Transport Services Group
ATSG
$5.49M 0.01%
225,657
-17,879
-7% -$417K
CVI icon
1453
CVR Energy
CVI
$3.48B
$5.47M 0.01%
211,066
-4,308
-2% -$91.6K
RLI icon
1454
RLI Corp
RLI
$6.02B
$5.46M 0.01%
190,538
+4,130
+2% +$114K
GNRC icon
1455
Generac Holdings
GNRC
$11.5B
$5.46M 0.01%
118,937
-7,094
-6% -$279K
ASR icon
1456
Grupo Aeroportuario del Sureste
ASR
$8.16B
$5.46M 0.01%
28,601
+1,199
+4% +$248K
PRXL
1457
DELISTED
Parexel International Corp
PRXL
$5.43M 0.01%
61,697
-335
-0.5% -$29.4K
AWP
1458
abrdn Global Premier Properties Fund
AWP
$376M
$5.43M 0.01%
272,816
+2,856
+1% +$55.4K
LDP icon
1459
Cohen & Steers Duration Preferred & Income Fund
LDP
$591M
$5.42M 0.01%
202,434
-8,862
-4% -$236K
CBD
1460
DELISTED
Companhia Brasileira de Distribuicao
CBD
$5.42M 0.01%
228,810
+6,617
+3% +$151K
CLR
1461
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$5.42M 0.01%
140,282
+38,797
+38% +$1.32M
KBR icon
1462
KBR
KBR
$4.56B
$5.41M 0.01%
302,555
-2,570
-0.8% -$41.6K
AF
1463
DELISTED
Astoria Financial Corporation
AF
$5.41M 0.01%
251,441
+14,997
+6% +$298K
AIR icon
1464
AAR Corp
AIR
$5.4B
$5.39M 0.01%
142,753
-1,795
-1% -$65K
EGN
1465
DELISTED
Energen
EGN
$5.38M 0.01%
98,483
+9,414
+11% +$479K
FMX icon
1466
Fomento Económico Mexicano
FMX
$41.2B
$5.38M 0.01%
56,296
+13,020
+30% +$1.3M
NEO icon
1467
NeoGenomics
NEO
$1.96B
$5.36M 0.01%
481,458
+219,552
+84% +$2.14M
ICUI icon
1468
ICU Medical
ICUI
$4.16B
$5.36M 0.01%
28,832
-331
-1% -$57.7K
EGP icon
1469
EastGroup Properties
EGP
$11.2B
$5.34M 0.01%
60,640
-1,091
-2% -$94.3K
MGEE icon
1470
MGE Energy Inc
MGEE
$3.03B
$5.34M 0.01%
82,696
-6,391
-7% -$413K
CNSL
1471
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$5.32M 0.01%
278,926
+89,708
+47% +$1.69M
DCH
1472
Dauch Corp
DCH
$1.31B
$5.31M 0.01%
301,901
+27,990
+10% +$430K
KRG icon
1473
Kite Realty
KRG
$5.86B
$5.31M 0.01%
262,073
+27,371
+12% +$549K
NZF icon
1474
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$5.3M 0.01%
348,669
+248,565
+248% +$3.78M
ENIA
1475
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$5.3M 0.01%
518,903
+44,708
+9% +$455K
57 58
59
60 61

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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.