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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
BEL
2326
DELISTED
Belmond Ltd.
BEL
$1.56M ﹤0.01%
114,364
+15,495
+16% +$199K
IDT icon
2327
IDT Corp
IDT
$1.67B
$1.56M ﹤0.01%
130,659
+8,511
+7% +$105K
AXTA icon
2328
Axalta
AXTA
$7.45B
$1.55M ﹤0.01%
53,776
+5,521
+11% +$167K
JPI
2329
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
$1.55M ﹤0.01%
+61,714
New +$1.54M
PATK icon
2330
Patrick Industries
PATK
$2.87B
$1.55M ﹤0.01%
41,540
+2,041
+5% +$67.3K
TPCO
2331
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.55M ﹤0.01%
106,879
-6,261
-6% -$83.7K
EGHT icon
2332
8x8 Inc
EGHT
$279M
$1.55M ﹤0.01%
114,813
-11,352
-9% -$155K
BWG
2333
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$1.54M ﹤0.01%
114,970
+8,822
+8% +$119K
CMCO icon
2334
Columbus McKinnon
CMCO
$422M
$1.54M ﹤0.01%
40,794
+31,463
+337% +$961K
BEAT
2335
DELISTED
BioTelemetry, Inc.
BEAT
$1.54M ﹤0.01%
46,760
-57,531
-55% -$1.99M
KFRC icon
2336
Kforce
KFRC
$1.05B
$1.54M ﹤0.01%
76,290
+2,879
+4% +$53.4K
NETI
2337
DELISTED
Eneti Inc.
NETI
$1.54M ﹤0.01%
23,503
-4,003
-15% -$278K
WIRE
2338
DELISTED
Encore Wire Corp
WIRE
$1.54M ﹤0.01%
34,370
-148
-0.4% -$6.22K
OPB
2339
DELISTED
Opus Bank Common Stock
OPB
$1.53M ﹤0.01%
63,696
+5,368
+9% +$124K
EMB icon
2340
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$1.53M ﹤0.01%
13,127
-589
-4% -$68.1K
AMSF icon
2341
AMERISAFE
AMSF
$562M
$1.52M ﹤0.01%
26,086
+3,456
+15% +$194K
AFAM
2342
DELISTED
Almost Family Inc
AFAM
$1.51M ﹤0.01%
28,172
-6,567
-19% -$335K
DXPE icon
2343
DXP Enterprises
DXPE
$2.3B
$1.51M ﹤0.01%
47,842
-30,348
-39% -$904K
AXTI icon
2344
AXT Inc
AXTI
$2.42B
$1.51M ﹤0.01%
164,607
-3,244
-2% -$25.4K
WTI icon
2345
W&T Offshore
WTI
$525M
$1.51M ﹤0.01%
493,738
-30,625
-6% -$64.8K
BANR icon
2346
Banner Corp
BANR
$2.38B
$1.5M ﹤0.01%
24,541
+5,605
+30% +$317K
INFN
2347
DELISTED
Infinera Corporation Common Stock
INFN
$1.5M ﹤0.01%
169,287
-18,617
-10% -$179K
EEMS icon
2348
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$341M
$1.5M ﹤0.01%
30,369
+5,135
+20% +$250K
NHC icon
2349
National Healthcare
NHC
$3.57B
$1.5M ﹤0.01%
23,949
+323
+1% +$20.8K
RGP icon
2350
Resources Connection
RGP
$140M
$1.5M ﹤0.01%
107,561
-33,544
-24% -$438K
92 93
94
95 96

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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.