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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
UMBF icon
1801
UMB Financial
UMBF
$11.1B
$3.55M ﹤0.01%
47,602
+3,613
+8% +$253K
ADTN icon
1802
Adtran
ADTN
$682M
$3.54M ﹤0.01%
147,674
-1,805
-1% -$39.9K
BRKL
1803
DELISTED
Brookline Bancorp
BRKL
$3.54M ﹤0.01%
228,301
-56,755
-20% -$823K
MCY icon
1804
Mercury Insurance
MCY
$5.91B
$3.52M ﹤0.01%
62,081
+3,598
+6% +$204K
RDC
1805
DELISTED
Rowan Companies Plc
RDC
$3.52M ﹤0.01%
273,780
-12,483
-4% -$134K
FOSL icon
1806
Fossil Group
FOSL
$288M
$3.52M ﹤0.01%
376,902
+13,597
+4% +$128K
RWT
1807
Redwood Trust
RWT
$585M
$3.51M ﹤0.01%
215,737
-10,452
-5% -$175K
ESRT icon
1808
Empire State Realty Trust
ESRT
$862M
$3.51M ﹤0.01%
170,687
+17,693
+12% +$362K
PCH
1809
DELISTED
PotlatchDeltic
PCH
$3.5M ﹤0.01%
68,722
+19,554
+40% +$926K
AIMC
1810
DELISTED
Altra Industrial Motion Corp
AIMC
$3.5M ﹤0.01%
72,799
-277
-0.4% -$12.2K
MLNX
1811
DELISTED
Mellanox Technologies, Ltd.
MLNX
$3.5M ﹤0.01%
74,258
-20,873
-22% -$947K
CHCO icon
1812
City Holding Co
CHCO
$2.04B
$3.49M ﹤0.01%
48,505
+3,907
+9% +$254K
CVE icon
1813
Cenovus Energy
CVE
$56.5B
$3.48M ﹤0.01%
347,771
+199,475
+135% +$1.63M
CNMD icon
1814
CONMED
CNMD
$1.41B
$3.48M ﹤0.01%
66,355
-259
-0.4% -$13K
EZPW icon
1815
Ezcorp Inc
EZPW
$1.79B
$3.48M ﹤0.01%
366,234
-15,357
-4% -$134K
KS
1816
DELISTED
KapStone Paper and Pack Corp.
KS
$3.48M ﹤0.01%
161,788
+1,513
+0.9% +$33.6K
BCPC
1817
Balchem Corp
BCPC
$5.23B
$3.47M ﹤0.01%
42,737
+2,632
+7% +$202K
HOPE icon
1818
Hope Bancorp
HOPE
$1.79B
$3.47M ﹤0.01%
195,997
-12,816
-6% -$219K
MGRC icon
1819
McGrath RentCorp
MGRC
$2.82B
$3.47M ﹤0.01%
79,303
+8,855
+13% +$339K
WUBA
1820
DELISTED
58.com Inc
WUBA
$3.46M ﹤0.01%
54,806
+2,381
+5% +$135K
FCPT icon
1821
Four Corners Property Trust
FCPT
$2.8B
$3.46M ﹤0.01%
138,769
+16,320
+13% +$409K
PIR
1822
DELISTED
Pier 1 Imports, Inc.
PIR
$3.44M ﹤0.01%
41,084
+1,619
+4% +$145K
UNVR
1823
DELISTED
Univar Solutions Inc.
UNVR
$3.44M ﹤0.01%
118,980
-18,310
-13% -$526K
GPT
1824
DELISTED
Gramercy Property Trust
GPT
$3.44M ﹤0.01%
113,724
-21,068
-16% -$630K
MMT
1825
Aberdeen Multi-Market Income Fund
MMT
$237M
$3.44M ﹤0.01%
550,591
+85,489
+18% +$531K
71 72
73
74 75

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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.