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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
MSGS icon
1501
Madison Square Garden
MSGS
$9.75B
$5.07M 0.01%
33,174
-1,012
-3% -$153K
CATY icon
1502
Cathay General Bancorp
CATY
$4.21B
$5.06M 0.01%
125,889
+1,063
+0.9% +$39.2K
SSL icon
1503
Sasol
SSL
$7.51B
$5.06M 0.01%
183,711
+6,376
+4% +$188K
CWT icon
1504
California Water Service
CWT
$3.02B
$5.05M 0.01%
132,350
+835
+0.6% +$31.5K
DKS icon
1505
Dick's Sporting Goods
DKS
$17.9B
$5.05M 0.01%
186,871
-316,051
-63% -$10.1M
OME
1506
DELISTED
Omega Protein
OME
$5.05M 0.01%
303,098
+49,978
+20% +$813K
BCC icon
1507
Boise Cascade
BCC
$2.65B
$5.04M 0.01%
144,531
-3,660
-2% -$111K
EDR
1508
DELISTED
Education Realty Trust Inc
EDR
$5.04M 0.01%
140,126
+4,459
+3% +$171K
CCMP
1509
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$5.02M 0.01%
62,828
-17,639
-22% -$1.3M
NTGR icon
1510
NETGEAR
NTGR
$616M
$5.02M 0.01%
105,446
-5,134
-5% -$238K
SAIC icon
1511
Saic
SAIC
$4.89B
$5.01M 0.01%
75,010
-13,256
-15% -$920K
NP
1512
DELISTED
Neenah, Inc. Common Stock
NP
$5.01M 0.01%
58,549
+1,217
+2% +$96.4K
SXT icon
1513
Sensient Technologies
SXT
$5.28B
$5M 0.01%
65,057
-16,403
-20% -$1.24M
ANAT
1514
DELISTED
American National Group, Inc. Common Stock
ANAT
$5M 0.01%
42,372
+408
+1% +$48K
EPAC icon
1515
Enerpac Tool Group
EPAC
$1.86B
$5M 0.01%
195,390
+2,447
+1% +$59.9K
PE
1516
DELISTED
PARSLEY ENERGY INC
PE
$5M 0.01%
189,846
-86,455
-31% -$2.28M
CBB
1517
DELISTED
Cincinnati Bell Inc.
CBB
$4.99M 0.01%
251,612
+45,093
+22% +$888K
HEES
1518
DELISTED
H&E Equipment Services
HEES
$4.98M 0.01%
170,622
+30,789
+22% +$715K
TVTY
1519
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$4.97M 0.01%
121,849
+15,424
+14% +$598K
NBHC icon
1520
National Bank Holdings
NBHC
$1.9B
$4.97M 0.01%
139,213
-7,237
-5% -$240K
JAZZ icon
1521
Jazz Pharmaceuticals
JAZZ
$16.2B
$4.97M 0.01%
33,956
+10,805
+47% +$1.63M
MTDR icon
1522
Matador Resources
MTDR
$6B
$4.97M 0.01%
182,904
+53,608
+41% +$1.27M
MDC
1523
DELISTED
M.D.C. Holdings, Inc.
MDC
$4.96M 0.01%
188,259
-15,177
-7% -$401K
FCNCA icon
1524
First Citizens BancShares
FCNCA
$24.6B
$4.95M 0.01%
13,248
-854
-6% -$306K
WRI
1525
DELISTED
Weingarten Realty Investors
WRI
$4.95M 0.01%
156,030
+17,255
+12% +$551K
59 60
61
62 63

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AF
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MCM
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PSUF
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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.