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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
FORR icon
2526
Forrester Research
FORR
$199M
$1.11M ﹤0.01%
26,573
+5,663
+27% +$228K
TBHC
2527
DELISTED
The Brand House Collective
TBHC
$1.11M ﹤0.01%
97,300
+28,080
+41% +$288K
LIVN icon
2528
LivaNova
LIVN
$4.47B
$1.1M ﹤0.01%
15,751
+2,207
+16% +$140K
FOLD
2529
DELISTED
Amicus Therapeutics
FOLD
$1.1M ﹤0.01%
72,923
+44,924
+160% +$594K
NAT icon
2530
Nordic American Tanker
NAT
$1.36B
$1.1M ﹤0.01%
206,075
+114,783
+126% +$630K
FPRX
2531
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$1.1M ﹤0.01%
26,889
+3,330
+14% +$105K
PIM
2532
Franklin Master Intermediate Income Trust
PIM
$151M
$1.1M ﹤0.01%
232,281
+12,709
+6% +$60.1K
SGY
2533
DELISTED
Stone Energy
SGY
$1.1M ﹤0.01%
37,823
+18,984
+101% +$455K
HEI.A icon
2534
HEICO Corp Class A
HEI.A
$36B
$1.1M ﹤0.01%
22,484
-121
-0.5% -$5.53K
NXQ
2535
DELISTED
NUVEEN ELECT TAX-FREE INC 2
NXQ
$1.1M ﹤0.01%
78,162
+46,864
+150% +$655K
SSNI
2536
DELISTED
Silver Spring Networks, Inc.
SSNI
$1.1M ﹤0.01%
67,754
-1,714
-2% -$21.5K
OPK icon
2537
Opko Health
OPK
$1.02B
$1.09M ﹤0.01%
159,622
+51,267
+47% +$323K
EWA icon
2538
iShares MSCI Australia ETF
EWA
$1.38B
$1.09M ﹤0.01%
48,473
-97
-0.2% -$2.18K
TG icon
2539
Tredegar Corp
TG
$260M
$1.08M ﹤0.01%
60,285
+4,564
+8% +$74.1K
IRT icon
2540
Independence Realty Trust
IRT
$3.98B
$1.08M ﹤0.01%
106,612
+8,988
+9% +$90.9K
CBIO
2541
Crescent Biopharma
CBIO
$546M
$1.08M ﹤0.01%
771
-1
-0.1% -$1.17K
EVTC icon
2542
Evertec
EVTC
$1.97B
$1.07M ﹤0.01%
67,759
+2,551
+4% +$45.7K
TK icon
2543
Teekay
TK
$996M
$1.07M ﹤0.01%
120,206
-91
-0.1% -$796
LBAI
2544
DELISTED
Lakeland Bancorp Inc
LBAI
$1.07M ﹤0.01%
52,617
-3,893
-7% -$73.5K
NGHC
2545
DELISTED
National General Holdings Corp
NGHC
$1.07M ﹤0.01%
56,067
+10,387
+23% +$198K
CRVL icon
2546
CorVel
CRVL
$3.18B
$1.07M ﹤0.01%
59,022
+1,944
+3% +$32.4K
LAUR icon
2547
Laureate Education
LAUR
$5.38B
$1.06M ﹤0.01%
73,101
+15,088
+26% +$236K
WFC.PRR
2548
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.06M ﹤0.01%
36,718
+804
+2% +$23.7K
CRAI icon
2549
CRA International
CRAI
$1.23B
$1.06M ﹤0.01%
25,835
+5,671
+28% +$211K
LKFN icon
2550
Lakeland Financial Corp
LKFN
$1.57B
$1.06M ﹤0.01%
21,759
+1,010
+5% +$45.6K
100 101
102
103 104

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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.