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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
KITE
1626
DELISTED
Kite Pharma, Inc.
KITE
$4.42M ﹤0.01%
24,567
-10,266
-29% -$1.43M
FOE
1627
DELISTED
Ferro Corporation
FOE
$4.41M ﹤0.01%
197,706
+66,948
+51% +$1.31M
FDC
1628
DELISTED
First Data Corporation
FDC
$4.4M ﹤0.01%
244,018
-49,652
-17% -$906K
LTM
1629
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$4.4M ﹤0.01%
331,908
+4,298
+1% +$53.3K
PSO icon
1630
Pearson
PSO
$10.5B
$4.39M ﹤0.01%
539,143
+200,362
+59% +$1.62M
CSGS
1631
DELISTED
CSG Systems International
CSGS
$4.38M ﹤0.01%
109,137
-9,201
-8% -$363K
SJI
1632
DELISTED
South Jersey Industries, Inc.
SJI
$4.38M ﹤0.01%
126,724
+2,859
+2% +$99.2K
BND icon
1633
Vanguard Total Bond Market
BND
$158B
$4.38M ﹤0.01%
53,380
+2,174
+4% +$178K
FNV icon
1634
Franco-Nevada
FNV
$42.7B
$4.36M ﹤0.01%
56,260
+6,348
+13% +$488K
OTEX icon
1635
Open Text
OTEX
$6.15B
$4.35M ﹤0.01%
134,791
+3,959
+3% +$128K
NHI icon
1636
National Health Investors
NHI
$3.69B
$4.35M ﹤0.01%
56,293
+5,890
+12% +$461K
CMO
1637
DELISTED
Capstead Mortgage Corp.
CMO
$4.35M ﹤0.01%
450,822
-21,131
-4% -$208K
PLUS icon
1638
ePlus
PLUS
$2.38B
$4.34M ﹤0.01%
93,950
-15,634
-14% -$638K
NVRO
1639
DELISTED
NEVRO CORP.
NVRO
$4.34M ﹤0.01%
47,774
+1,968
+4% +$168K
NJR icon
1640
New Jersey Resources
NJR
$5.91B
$4.33M ﹤0.01%
102,756
+10,072
+11% +$426K
INN
1641
Summit Hotel Properties
INN
$748M
$4.32M ﹤0.01%
270,267
-76,190
-22% -$1.24M
OSG
1642
Octave Specialty Group
OSG
$250M
$4.32M ﹤0.01%
250,039
-543
-0.2% -$10K
CUBE icon
1643
CubeSmart
CUBE
$9.34B
$4.31M ﹤0.01%
165,969
+18,842
+13% +$466K
OUT icon
1644
Outfront Media
OUT
$5.62B
$4.31M ﹤0.01%
173,875
-60,539
-26% -$1.33M
TNET icon
1645
TriNet
TNET
$3.29B
$4.3M ﹤0.01%
128,038
+17,127
+15% +$600K
MNRO icon
1646
Monro
MNRO
$421M
$4.3M ﹤0.01%
76,776
-56,648
-42% -$2.66M
MBT
1647
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$4.3M ﹤0.01%
411,531
-31,134
-7% -$288K
UGP icon
1648
Ultrapar
UGP
$6.9B
$4.29M ﹤0.01%
360,232
+25,704
+8% +$303K
BHK icon
1649
BlackRock Core Bond Trust
BHK
$648M
$4.29M ﹤0.01%
304,758
+21,293
+8% +$298K
NSP icon
1650
Insperity
NSP
$2.06B
$4.29M ﹤0.01%
97,392
+9,168
+10% +$363K
64 65
66
67 68

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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.