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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
PMO
1726
Franklin Municipal Opportunities Trust
PMO
$280M
$3.92M ﹤0.01%
310,459
+111,475
+56% +$1.41M
CLVS
1727
DELISTED
Clovis Oncology, Inc.
CLVS
$3.91M ﹤0.01%
47,431
-7,595
-14% -$602K
ALR
1728
DELISTED
Alere Inc
ALR
$3.91M ﹤0.01%
76,598
-847
-1% -$42.3K
NBIS
1729
Nebius Group N.V.
NBIS
$47.8B
$3.89M ﹤0.01%
118,122
+3,265
+3% +$99.7K
Z icon
1730
Zillow
Z
$7.71B
$3.89M ﹤0.01%
96,695
+24,168
+33% +$1.02M
CHRD icon
1731
Chord Energy
CHRD
$7.78B
$3.88M ﹤0.01%
425,527
-62
-0% -$486
QUAD icon
1732
Quad
QUAD
$509M
$3.88M ﹤0.01%
171,459
-25,235
-13% -$522K
UNF icon
1733
Unifirst Corp
UNF
$5.31B
$3.86M ﹤0.01%
25,504
-641
-2% -$90.7K
HIBB
1734
DELISTED
Hibbett, Inc. Common Stock
HIBB
$3.86M ﹤0.01%
270,679
+149,040
+123% +$2.21M
OSUR icon
1735
OraSure Technologies
OSUR
$273M
$3.85M ﹤0.01%
171,331
+45,964
+37% +$925K
CHH icon
1736
Choice Hotels
CHH
$5.08B
$3.85M ﹤0.01%
60,306
-6,329
-9% -$395K
OTTR icon
1737
Otter Tail
OTTR
$3.75B
$3.85M ﹤0.01%
88,758
-5,734
-6% -$237K
PEGA icon
1738
Pegasystems
PEGA
$4.94B
$3.85M ﹤0.01%
133,388
-37,098
-22% -$1.07M
CPLA
1739
DELISTED
Capella Education Company
CPLA
$3.84M ﹤0.01%
54,764
-2,482
-4% -$180K
SCHL icon
1740
Scholastic
SCHL
$789M
$3.84M ﹤0.01%
103,154
-16,904
-14% -$677K
AVTA
1741
DELISTED
Avantax, Inc. Common Stock
AVTA
$3.84M ﹤0.01%
151,634
-40,526
-21% -$918K
CENX icon
1742
Century Aluminum
CENX
$4.44B
$3.83M ﹤0.01%
231,161
-49,482
-18% -$854K
BWLD
1743
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$3.83M ﹤0.01%
36,214
+2,182
+6% +$243K
TSRO
1744
DELISTED
TESARO, Inc.
TSRO
$3.83M ﹤0.01%
29,633
-9,046
-23% -$1.12M
CLW icon
1745
Clearwater Paper
CLW
$341M
$3.83M ﹤0.01%
77,655
+13,238
+21% +$620K
JBGS
1746
JBG SMITH
JBGS
$820M
$3.82M ﹤0.01%
+111,749
New +$3.79M
DOC
1747
DELISTED
PHYSICIANS REALTY TRUST
DOC
$3.82M ﹤0.01%
215,611
+18,564
+9% +$343K
DIN icon
1748
Dine Brands
DIN
$457M
$3.82M ﹤0.01%
88,935
+36,951
+71% +$1.51M
SNDA icon
1749
Sonida Senior Living
SNDA
$1.9B
$3.81M ﹤0.01%
20,256
-941
-4% -$185K
HAE icon
1750
Haemonetics
HAE
$3.85B
$3.81M ﹤0.01%
84,875
+4,603
+6% +$191K
68 69
70
71 72

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MCM
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PSUF
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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.