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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
OLN icon
1676
Olin
OLN
$2.53B
$4.15M ﹤0.01%
121,111
+16,248
+15% +$506K
UNT
1677
DELISTED
UNIT Corporation
UNT
$4.14M ﹤0.01%
201,430
-84,945
-30% -$1.52M
ESND
1678
DELISTED
Essendant Inc.
ESND
$4.14M ﹤0.01%
314,713
+43,780
+16% +$554K
CWH icon
1679
Camping World
CWH
$400M
$4.14M ﹤0.01%
+101,582
New +$3.52M
BRC icon
1680
Brady Corp
BRC
$4.39B
$4.13M ﹤0.01%
108,864
-4,364
-4% -$149K
CCOI icon
1681
Cogent Communications
CCOI
$663M
$4.13M ﹤0.01%
84,403
+7,475
+10% +$331K
OSIS icon
1682
OSI Systems
OSIS
$3.62B
$4.12M ﹤0.01%
45,107
-617
-1% -$50.2K
IBKR icon
1683
Interactive Brokers
IBKR
$40.3B
$4.12M ﹤0.01%
365,824
+21,924
+6% +$224K
TV icon
1684
Televisa
TV
$1.52B
$4.12M ﹤0.01%
166,976
+14,145
+9% +$364K
SPTN
1685
DELISTED
SpartanNash
SPTN
$4.12M ﹤0.01%
156,180
+1,222
+0.8% +$31.4K
INGN icon
1686
Inogen
INGN
$174M
$4.11M ﹤0.01%
43,253
-2,408
-5% -$232K
NNI icon
1687
Nelnet
NNI
$4.88B
$4.11M ﹤0.01%
81,453
-7,389
-8% -$354K
PAYC icon
1688
Paycom
PAYC
$7.53B
$4.11M ﹤0.01%
54,862
+22,150
+68% +$1.59M
SFNC icon
1689
Simmons First National
SFNC
$3.38B
$4.11M ﹤0.01%
141,936
+73,322
+107% +$1.95M
APLE icon
1690
Apple Hospitality REIT
APLE
$3.92B
$4.09M ﹤0.01%
216,573
-13,286
-6% -$244K
PFGC icon
1691
Performance Food Group
PFGC
$18B
$4.09M ﹤0.01%
144,820
+2,056
+1% +$57.4K
FLO icon
1692
Flowers Foods
FLO
$1.51B
$4.09M ﹤0.01%
217,224
+22,125
+11% +$393K
AEM icon
1693
Agnico Eagle Mines
AEM
$75.4B
$4.08M ﹤0.01%
90,298
+13,262
+17% +$621K
VIAV icon
1694
Viavi Solutions
VIAV
$8.65B
$4.08M ﹤0.01%
431,502
-93,331
-18% -$973K
UE icon
1695
Urban Edge Properties
UE
$2.87B
$4.08M ﹤0.01%
169,190
+7,676
+5% +$190K
IPCC
1696
DELISTED
Infinity Property & Casualty C
IPCC
$4.07M ﹤0.01%
43,228
-2,081
-5% -$193K
KELYA icon
1697
Kelly Services Class A
KELYA
$521M
$4.06M ﹤0.01%
161,814
-1,418
-0.9% -$31.9K
ESNT icon
1698
Essent Group
ESNT
$6.12B
$4.06M ﹤0.01%
100,208
-9,696
-9% -$375K
HNI icon
1699
HNI Corp
HNI
$3.14B
$4.04M ﹤0.01%
97,408
-11,024
-10% -$415K
IRBT
1700
DELISTED
iRobot
IRBT
$4.03M ﹤0.01%
52,351
-6,009
-10% -$550K
66 67
68
69 70

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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.