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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
CRAY
2551
DELISTED
Cray, Inc.
CRAY
$1.06M ﹤0.01%
54,482
+7,557
+16% +$143K
ARAY icon
2552
Accuray
ARAY
$27.5M
$1.05M ﹤0.01%
263,789
+17,078
+7% +$73.3K
JELD icon
2553
JELD-WEN Holding
JELD
$110M
$1.05M ﹤0.01%
+29,629
New +$938K
BV
2554
DELISTED
Bazaarvoice, Inc.
BV
$1.05M ﹤0.01%
211,768
-3,227
-2% -$15.3K
AMPY icon
2555
Amplify Energy
AMPY
$158M
$1.05M ﹤0.01%
67,372
+52,165
+343% +$748K
HDSN
2556
Hudson Technologies
HDSN
$246M
$1.05M ﹤0.01%
133,915
-90,922
-40% -$788K
ABAX
2557
DELISTED
Abaxis Inc
ABAX
$1.05M ﹤0.01%
23,421
-1,285
-5% -$61.1K
RBCAA icon
2558
Republic Bancorp
RBCAA
$1.96B
$1.04M ﹤0.01%
26,850
+3,111
+13% +$111K
SUP
2559
DELISTED
Superior Industries International
SUP
$1.04M ﹤0.01%
62,684
-17,578
-22% -$300K
SYNT
2560
DELISTED
Syntel Inc
SYNT
$1.04M ﹤0.01%
52,949
+13,436
+34% +$245K
TRUE
2561
DELISTED
TrueCar
TRUE
$1.03M ﹤0.01%
65,577
-337,139
-84% -$6.03M
ESGD icon
2562
iShares ESG Aware MSCI EAFE ETF
ESGD
$11.7B
$1.03M ﹤0.01%
+15,611
New +$1.01M
XLRN
2563
DELISTED
Acceleron Pharma
XLRN
$1.03M ﹤0.01%
27,672
+18,216
+193% +$632K
PLUG icon
2564
Plug Power
PLUG
$2.65B
$1.03M ﹤0.01%
394,925
+8,732
+2% +$19.5K
AWF
2565
AllianceBernstein Global High Income Fund
AWF
$869M
$1.03M ﹤0.01%
78,958
-38,287
-33% -$495K
SGYP
2566
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$1.03M ﹤0.01%
355,043
+54,262
+18% +$185K
SEDG icon
2567
SolarEdge
SEDG
$2.37B
$1.03M ﹤0.01%
35,950
+7,541
+27% +$190K
IRWD icon
2568
Ironwood Pharmaceuticals
IRWD
$586M
$1.02M ﹤0.01%
77,526
+966
+1% +$13.3K
LE icon
2569
Lands' End
LE
$378M
$1.02M ﹤0.01%
77,528
-15,899
-17% -$207K
ECOL
2570
DELISTED
US Ecology, Inc.
ECOL
$1.02M ﹤0.01%
19,006
+2,106
+12% +$107K
KBAL
2571
DELISTED
Kimball International
KBAL
$1.02M ﹤0.01%
51,574
-9,213
-15% -$157K
SMHI icon
2572
SEACOR Marine Holdings
SMHI
$209M
$1.02M ﹤0.01%
65,120
-13,420
-17% -$195K
TGTX icon
2573
TG Therapeutics
TGTX
$8.19B
$1.01M ﹤0.01%
85,622
+146
+0.2% +$1.66K
ELP
2574
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.01M ﹤0.01%
285,663
+33,470
+13% +$117K
RESI
2575
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1.01M ﹤0.01%
91,119
-31,975
-26% -$390K
101 102
103
104 105

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MCM
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PSUF
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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.