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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
PFS icon
1651
Provident Financial Services
PFS
$3.24B
$4.28M ﹤0.01%
160,601
-7,421
-4% -$188K
PMT
1652
PennyMac Mortgage Investment
PMT
$812M
$4.26M ﹤0.01%
245,037
-9,433
-4% -$164K
PNK
1653
DELISTED
Pinnacle Entertainment Inc.
PNK
$4.26M ﹤0.01%
199,920
+43,960
+28% +$865K
STBZ
1654
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$4.25M ﹤0.01%
148,260
-11,520
-7% -$311K
BKD icon
1655
Brookdale Senior Living
BKD
$3.49B
$4.24M ﹤0.01%
399,876
+45,626
+13% +$577K
CBM
1656
DELISTED
Cambrex Corporation
CBM
$4.24M ﹤0.01%
77,052
-15,762
-17% -$868K
SCS
1657
DELISTED
Steelcase
SCS
$4.23M ﹤0.01%
274,837
+58,683
+27% +$804K
NAVG
1658
DELISTED
Navigators Group Inc
NAVG
$4.22M ﹤0.01%
72,408
+250
+0.3% +$14K
DLB icon
1659
Dolby
DLB
$4.9B
$4.22M ﹤0.01%
73,392
-13,225
-15% -$693K
UFPI icon
1660
UFP Industries
UFPI
$4.87B
$4.21M ﹤0.01%
128,760
-30,225
-19% -$873K
EC icon
1661
Ecopetrol
EC
$35B
$4.21M ﹤0.01%
443,840
+91,086
+26% +$842K
TBI
1662
Trueblue
TBI
$222M
$4.21M ﹤0.01%
187,599
+32,741
+21% +$740K
LL
1663
DELISTED
LL Flooring Holdings, Inc.
LL
$4.2M ﹤0.01%
107,714
-48,930
-31% -$1.63M
ECHO
1664
EchoStar
ECHO
$25B
$4.2M ﹤0.01%
90,499
+6,165
+7% +$294K
FMBI
1665
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.2M ﹤0.01%
179,142
-8,094
-4% -$180K
PAC icon
1666
Grupo Aeroportuario del Pacifico
PAC
$13.1B
$4.18M ﹤0.01%
40,791
+1,175
+3% +$131K
QCP
1667
DELISTED
Quality Care Properties, Inc.
QCP
$4.18M ﹤0.01%
269,530
-184,932
-41% -$2.94M
AWR icon
1668
American States Water
AWR
$3.37B
$4.17M ﹤0.01%
84,671
-1,796
-2% -$88.7K
SSD icon
1669
Simpson Manufacturing
SSD
$7.68B
$4.17M ﹤0.01%
84,958
+4,765
+6% +$212K
RPAI
1670
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$4.17M ﹤0.01%
317,232
+101,993
+47% +$1.34M
PEN icon
1671
Penumbra
PEN
$12.6B
$4.16M ﹤0.01%
46,095
+44
+0.1% +$3.79K
CTLT
1672
DELISTED
CATALENT, INC.
CTLT
$4.16M ﹤0.01%
104,138
+2,416
+2% +$89.5K
HR icon
1673
Healthcare Realty
HR
$7.46B
$4.15M ﹤0.01%
139,399
+2,487
+2% +$75.5K
MLKN icon
1674
MillerKnoll
MLKN
$1.53B
$4.15M ﹤0.01%
115,722
+6,617
+6% +$223K
JNK icon
1675
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$4.15M ﹤0.01%
37,062
+5,195
+16% +$579K
65 66
67
68 69

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
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.