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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
SPA
2476
DELISTED
Sparton
SPA
$1.2M ﹤0.01%
51,802
+17,195
+50% +$397K
TCBK icon
2477
TriCo Bancshares
TCBK
$1.85B
$1.2M ﹤0.01%
29,470
+7,093
+32% +$256K
INO icon
2478
Inovio Pharmaceuticals
INO
$85.6M
$1.2M ﹤0.01%
+15,742
New +$1.17M
ATHM icon
2479
Autohome
ATHM
$2.62B
$1.2M ﹤0.01%
19,924
+13,676
+219% +$783K
SILC icon
2480
Silicom
SILC
$201M
$1.2M ﹤0.01%
20,438
+5,062
+33% +$269K
DENN
2481
DELISTED
Denny's
DENN
$1.19M ﹤0.01%
95,737
+4,754
+5% +$56.3K
CNS icon
2482
Cohen & Steers
CNS
$4.2B
$1.19M ﹤0.01%
30,051
-715
-2% -$28.4K
CZZ
2483
DELISTED
Cosan Limited
CZZ
$1.19M ﹤0.01%
145,998
+1,416
+1% +$10.6K
PES
2484
DELISTED
Pioneer Energy Services Corp.
PES
$1.19M ﹤0.01%
464,980
-39,284
-8% -$83.4K
RAIL icon
2485
FreightCar America
RAIL
$263M
$1.19M ﹤0.01%
60,566
-20,714
-25% -$365K
FGL
2486
DELISTED
Fidelity & Guaranty Life
FGL
$1.19M ﹤0.01%
38,170
+1,326
+4% +$41.3K
ATRI
2487
DELISTED
Atrion Corp
ATRI
$1.18M ﹤0.01%
1,762
+29
+2% +$18.6K
ORN icon
2488
Orion Group Holdings
ORN
$368M
$1.18M ﹤0.01%
180,244
-8,815
-5% -$56K
STNG icon
2489
Scorpio Tankers
STNG
$3.91B
$1.18M ﹤0.01%
34,459
-4,608
-12% -$167K
AFSI
2490
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.18M ﹤0.01%
87,720
-7,523
-8% -$106K
ACRE
2491
Ares Commercial Real Estate
ACRE
$247M
$1.18M ﹤0.01%
88,583
+10,846
+14% +$142K
CSTE icon
2492
Caesarstone
CSTE
$69.5M
$1.18M ﹤0.01%
39,537
-9,406
-19% -$294K
ENSG icon
2493
The Ensign Group
ENSG
$10.6B
$1.18M ﹤0.01%
55,731
+8,289
+17% +$163K
VNDA icon
2494
Vanda Pharmaceuticals
VNDA
$304M
$1.17M ﹤0.01%
65,576
+28,657
+78% +$480K
RATE
2495
DELISTED
Bankrate Inc
RATE
$1.17M ﹤0.01%
84,155
-2,333
-3% -$32.4K
GEOS icon
2496
Geospace Technologies
GEOS
$84M
$1.17M ﹤0.01%
65,832
-9,195
-12% -$140K
HSTM icon
2497
HealthStream
HSTM
$863M
$1.17M ﹤0.01%
50,054
+16,922
+51% +$402K
HDP
2498
DELISTED
Hortonworks, Inc.
HDP
$1.17M ﹤0.01%
+69,050
New +$1.04M
CBAY
2499
DELISTED
Cymabay Therapeutics
CBAY
$1.17M ﹤0.01%
+144,905
New +$980K
AOSL icon
2500
Alpha and Omega Semiconductor
AOSL
$829M
$1.16M ﹤0.01%
70,568
+8,739
+14% +$143K
98 99
100
101 102

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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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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.