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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
HY icon
2001
Hyster-Yale Materials Handling
HY
$576M
$2.67M ﹤0.01%
34,883
-1,583
-4% -$111K
LRN icon
2002
Stride
LRN
$4.16B
$2.66M ﹤0.01%
149,289
-10,069
-6% -$179K
LBRDA icon
2003
Liberty Broadband Class A
LBRDA
$4.89B
$2.65M ﹤0.01%
28,138
+1,980
+8% +$189K
VVX icon
2004
V2X
VVX
$2.7B
$2.64M ﹤0.01%
85,489
-1,249
-1% -$38.7K
XOG
2005
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$2.63M ﹤0.01%
170,695
+36,272
+27% +$466K
HUBS icon
2006
HubSpot
HUBS
$12.9B
$2.63M ﹤0.01%
31,236
+32
+0.1% +$2.29K
VTI icon
2007
Vanguard Morningstar Total Stock Market ETF
VTI
$646B
$2.63M ﹤0.01%
20,271
+17,199
+560% +$2.18M
NUAN
2008
DELISTED
Nuance Communications, Inc.
NUAN
$2.63M ﹤0.01%
192,885
-131,069
-40% -$1.87M
FNGN
2009
DELISTED
Financial Engines, Inc.
FNGN
$2.62M ﹤0.01%
75,517
+7,276
+11% +$253K
CII icon
2010
BlackRock Enhanced Captial and Income Fund
CII
$964M
$2.62M ﹤0.01%
167,800
+883
+0.5% +$13.4K
LAZ icon
2011
Lazard
LAZ
$3.96B
$2.62M ﹤0.01%
57,893
+27,525
+91% +$1.22M
HVT icon
2012
Haverty Furniture Companies
HVT
$418M
$2.62M ﹤0.01%
100,006
-1,777
-2% -$42.5K
STGW icon
2013
Stagwell
STGW
$2B
$2.62M ﹤0.01%
237,760
-47,288
-17% -$476K
DCOM
2014
DELISTED
Dime Community Bancshares
DCOM
$2.61M ﹤0.01%
121,431
-56,965
-32% -$1.12M
ANDX
2015
DELISTED
Andeavor Logistics LP
ANDX
$2.6M ﹤0.01%
51,837
+1,135
+2% +$56.7K
PHH
2016
DELISTED
PHH Corporation
PHH
$2.6M ﹤0.01%
186,257
-7,740
-4% -$108K
TMP icon
2017
Tompkins Financial
TMP
$1.42B
$2.59M ﹤0.01%
30,110
-164
-0.5% -$12.7K
SHI
2018
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$2.59M ﹤0.01%
43,355
+6,828
+19% +$403K
OFIX icon
2019
Orthofix Medical
OFIX
$492M
$2.59M ﹤0.01%
54,766
-2,621
-5% -$123K
LBY
2020
DELISTED
Libbey, Inc.
LBY
$2.59M ﹤0.01%
279,484
-3,192
-1% -$26.2K
NPKI
2021
NPK International
NPKI
$1.02B
$2.59M ﹤0.01%
258,656
+9,504
+4% +$77.8K
CPK icon
2022
Chesapeake Utilities
CPK
$3.28B
$2.58M ﹤0.01%
32,933
-1,923
-6% -$151K
EPAM icon
2023
EPAM Systems
EPAM
$5.58B
$2.57M ﹤0.01%
29,262
-13,887
-32% -$1.16M
WSTC
2024
DELISTED
West Corporation
WSTC
$2.57M ﹤0.01%
109,488
-4,008
-4% -$93.6K
AGC
2025
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$2.57M ﹤0.01%
411,656
-63,573
-13% -$396K
79 80
81
82 83

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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.