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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
LN
1951
DELISTED
LINE Corporation
LN
$2.87M ﹤0.01%
79,194
+16,804
+27% +$591K
RTEC
1952
DELISTED
Rudolph Technologies Inc
RTEC
$2.87M ﹤0.01%
109,020
+19,652
+22% +$460K
NCMI icon
1953
National CineMedia
NCMI
$375M
$2.85M ﹤0.01%
40,837
+1,513
+4% +$97.7K
JCP
1954
DELISTED
J.C. Penney Company, Inc.
JCP
$2.85M ﹤0.01%
748,094
-41,314
-5% -$183K
APAM icon
1955
Artisan Partners
APAM
$2.82B
$2.85M ﹤0.01%
87,349
-4,265
-5% -$133K
NTUS
1956
DELISTED
Natus Medical Inc
NTUS
$2.85M ﹤0.01%
75,870
+13,521
+22% +$477K
SSYS icon
1957
Stratasys
SSYS
$697M
$2.84M ﹤0.01%
123,031
-7,504
-6% -$174K
ESE icon
1958
ESCO Technologies
ESE
$8.07B
$2.84M ﹤0.01%
47,417
-4,053
-8% -$234K
FCN icon
1959
FTI Consulting
FCN
$4.95B
$2.84M ﹤0.01%
80,101
+8,547
+12% +$288K
RYAM icon
1960
Rayonier Advanced Materials
RYAM
$604M
$2.84M ﹤0.01%
207,419
-86,459
-29% -$1.23M
FIZZ icon
1961
National Beverage
FIZZ
$3B
$2.84M ﹤0.01%
45,784
-7,234
-14% -$401K
FINL
1962
DELISTED
Finish Line
FINL
$2.84M ﹤0.01%
236,044
-12,453
-5% -$149K
RRTS
1963
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$2.83M ﹤0.01%
11,876
-720
-6% -$132K
EFV icon
1964
iShares MSCI EAFE Value ETF
EFV
$28.9B
$2.83M ﹤0.01%
+51,770
New +$2.75M
BNCL
1965
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.81M ﹤0.01%
169,394
-7,746
-4% -$118K
VTIP icon
1966
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$2.81M ﹤0.01%
+56,832
New +$2.81M
SLCA
1967
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$2.81M ﹤0.01%
90,362
+6,468
+8% +$187K
LZB icon
1968
La-Z-Boy
LZB
$1.61B
$2.81M ﹤0.01%
104,292
+6,536
+7% +$191K
AD
1969
Array Digital Infrastructure
AD
$3.02B
$2.81M ﹤0.01%
79,248
-4,486
-5% -$169K
INVA icon
1970
Innoviva
INVA
$1.57B
$2.8M ﹤0.01%
198,604
+63,478
+47% +$839K
COWN
1971
DELISTED
Cowen Inc. Class A Common Stock
COWN
$2.8M ﹤0.01%
157,418
+19,907
+14% +$326K
UFCS icon
1972
United Fire Group
UFCS
$1.34B
$2.8M ﹤0.01%
61,105
-804
-1% -$34.8K
CORT icon
1973
Corcept Therapeutics
CORT
$12.7B
$2.79M ﹤0.01%
144,764
+53,381
+58% +$796K
ADMS
1974
DELISTED
Adamas Pharmaceuticals
ADMS
$2.79M ﹤0.01%
131,887
+23,178
+21% +$425K
APTS
1975
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.79M ﹤0.01%
147,755
+17,562
+13% +$308K
77 78
79
80 81

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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.