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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
MUB icon
2626
iShares National Muni Bond ETF
MUB
$45.2B
$894K ﹤0.01%
8,065
+34
+0.4% +$3.77K
CTRE icon
2627
CareTrust REIT
CTRE
$10B
$887K ﹤0.01%
46,572
+5,120
+12% +$95.8K
SYT
2628
DELISTED
Syngenta Ag
SYT
$885K ﹤0.01%
9,616
+3,128
+48% +$288K
LJPC
2629
DELISTED
La Jolla Pharmaceutical Company
LJPC
$885K ﹤0.01%
+25,436
New +$818K
CTT
2630
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$884K ﹤0.01%
70,128
+18,853
+37% +$220K
CVEO icon
2631
Civeo
CVEO
$356M
$882K ﹤0.01%
25,799
+4,417
+21% +$113K
OCFC icon
2632
OceanFirst Financial
OCFC
$1.71B
$882K ﹤0.01%
32,071
-2,819
-8% -$73.5K
PGNX
2633
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$880K ﹤0.01%
119,566
+6,513
+6% +$41.4K
SENEA icon
2634
Seneca Foods Class A
SENEA
$1.15B
$874K ﹤0.01%
25,346
+2,800
+12% +$83.2K
AMPH icon
2635
Amphastar Pharmaceuticals
AMPH
$907M
$872K ﹤0.01%
48,791
+3,176
+7% +$52.2K
GLIN icon
2636
VanEck India Growth Leaders ETF
GLIN
$94.9M
$868K ﹤0.01%
15,300
– –
HLNE icon
2637
Hamilton Lane
HLNE
$3.88B
$863K ﹤0.01%
32,137
+429
+1% +$9.87K
NEE.PRK
2638
DELISTED
NextEra Energy Capital Holdings, Inc. Series K Junior Subordinated Debentures due June 1, 2076
NEE.PRK
$859K ﹤0.01%
33,637
+875
+3% +$22.5K
HTB
2639
HomeTrust Bancshares
HTB
$866M
$858K ﹤0.01%
33,446
+244
+0.7% +$5.82K
RDNT icon
2640
RadNet
RDNT
$4.98B
$855K ﹤0.01%
74,011
-21,783
-23% -$199K
AVID
2641
DELISTED
Avid Technology Inc
AVID
$851K ﹤0.01%
187,516
-14,284
-7% -$67.7K
MCF
2642
DELISTED
Contango Oil & Gas Co.
MCF
$850K ﹤0.01%
168,912
-51,026
-23% -$269K
IBCP icon
2643
Independent Bank Corp
IBCP
$796M
$847K ﹤0.01%
37,386
+19,447
+108% +$406K
TAST
2644
DELISTED
Carrols Restaurant Group, Inc.
TAST
$846K ﹤0.01%
77,577
-4,255
-5% -$49.4K
MS.PRG.CL
2645
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$846K ﹤0.01%
31,359
+760
+2% +$20.7K
C.PRK
2646
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$845K ﹤0.01%
29,138
+4,169
+17% +$122K
VRTS icon
2647
Virtus Investment Partners
VRTS
$1.12B
$844K ﹤0.01%
7,273
+952
+15% +$106K
PLYA
2648
DELISTED
Playa Hotels & Resorts
PLYA
$843K ﹤0.01%
80,860
+26,479
+49% +$299K
AMBA icon
2649
Ambarella
AMBA
$3.04B
$842K ﹤0.01%
17,189
+4,516
+36% +$223K
GSBC icon
2650
Great Southern Bancorp
GSBC
$878M
$842K ﹤0.01%
15,139
+225
+2% +$11.6K
104 105
106
107 108

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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.