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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
CCRN
2701
DELISTED
Cross Country Healthcare
CCRN
$753K ﹤0.01%
52,950
+5,248
+11% +$65.7K
CNBKA
2702
DELISTED
Century Bancorp Inc/Mass
CNBKA
$753K ﹤0.01%
9,404
-290
-3% -$19.6K
ENT
2703
DELISTED
Global Eagle Entertainment Inc.
ENT
$752K ﹤0.01%
8,797
+4,403
+100% +$345K
GLOG
2704
DELISTED
GASLOG LTD
GLOG
$750K ﹤0.01%
42,989
+4,469
+12% +$75K
BGFV
2705
DELISTED
Big 5 Sporting Goods
BGFV
$748K ﹤0.01%
97,747
-8,002
-8% -$74.1K
DAKT icon
2706
Daktronics
DAKT
$946M
$746K ﹤0.01%
70,552
+854
+1% +$8.29K
JRVR icon
2707
James River Group Holdings
JRVR
$219M
$744K ﹤0.01%
17,935
-837
-4% -$33.4K
AGX icon
2708
Argan
AGX
$6.9B
$743K ﹤0.01%
11,047
+2,492
+29% +$156K
PEBO icon
2709
Peoples Bancorp
PEBO
$1.51B
$740K ﹤0.01%
22,026
+1,912
+10% +$60.7K
STT.PRE.CL
2710
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$734K ﹤0.01%
27,531
+618
+2% +$16.5K
BKI
2711
DELISTED
Black Knight, Inc. Common Stock
BKI
$733K ﹤0.01%
17,034
+5,534
+48% +$235K
IPI icon
2712
Intrepid Potash
IPI
$476M
$730K ﹤0.01%
16,752
+4,139
+33% +$140K
PGTI
2713
DELISTED
PGT, Inc.
PGTI
$730K ﹤0.01%
48,829
+6,062
+14% +$80.8K
XNCR icon
2714
Xencor
XNCR
$1.45B
$729K ﹤0.01%
31,794
-2,869
-8% -$63.7K
HRTX icon
2715
Heron Therapeutics
HRTX
$93.4M
$728K ﹤0.01%
45,090
+11,218
+33% +$176K
AFI
2716
DELISTED
Armstrong Flooring, Inc.
AFI
$728K ﹤0.01%
46,251
+14,146
+44% +$226K
DVY icon
2717
iShares Select Dividend ETF
DVY
$23.8B
$727K ﹤0.01%
7,763
+3,141
+68% +$291K
FF icon
2718
Future Fuel
FF
$205M
$726K ﹤0.01%
46,140
-5,152
-10% -$74.4K
ZOES
2719
DELISTED
Zoe's Kitchen, Inc.
ZOES
$726K ﹤0.01%
57,452
+29,475
+105% +$359K
CHFN
2720
DELISTED
Charter Financial Corp
CHFN
$721K ﹤0.01%
38,920
-3,235
-8% -$56.2K
FTD
2721
DELISTED
FTD Companies, Inc. Common Stock
FTD
$719K ﹤0.01%
55,111
-7,878
-13% -$125K
BJRI icon
2722
BJ's Restaurants
BJRI
$1.47B
$718K ﹤0.01%
23,589
-5,438
-19% -$176K
GS.PRK
2723
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$718K ﹤0.01%
24,538
+703
+3% +$20.6K
ALL.PRE.CL
2724
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$717K ﹤0.01%
26,743
+639
+2% +$17.3K
RARE icon
2725
Ultragenyx Pharmaceutical
RARE
$2.46B
$716K ﹤0.01%
13,449
-439
-3% -$26K
107 108
109
110 111

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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.