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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
MLAB icon
2826
Mesa Laboratories
MLAB
$545M
$563K ﹤0.01%
3,768
– –
HGH
2827
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$562K ﹤0.01%
18,525
+4,519
+32% +$139K
WRB.PRD
2828
DELISTED
W.R. Berkley Corporation5.75% Subordinated Debentures due 2056
WRB.PRD
$561K ﹤0.01%
21,387
+510
+2% +$13.4K
XLK icon
2829
State Street Technology Select Sector SPDR ETF
XLK
$110B
$560K ﹤0.01%
18,940
+3,744
+25% +$108K
CSBK
2830
DELISTED
Clifton Bancorp Inc.
CSBK
$556K ﹤0.01%
33,275
-2,807
-8% -$45.5K
PBPB
2831
DELISTED
Potbelly
PBPB
$554K ﹤0.01%
44,685
-12,307
-22% -$143K
MODN
2832
DELISTED
MODEL N, INC.
MODN
$552K ﹤0.01%
36,894
+2,846
+8% +$38K
EAI
2833
Entergy Arkansas First Mortgage Bonds 4.875% Series due Sept 1 2066
EAI
$327M
$551K ﹤0.01%
22,044
+516
+2% +$12.8K
VOXX
2834
DELISTED
VOXX International Corporation Class A
VOXX
$551K ﹤0.01%
64,493
+34,385
+114% +$260K
LUMO
2835
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$551K ﹤0.01%
6,012
+2,904
+93% +$223K
IJK icon
2836
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.6B
$550K ﹤0.01%
10,868
-120
-1% -$5.92K
RUN icon
2837
Sunrun
RUN
$2.26B
$550K ﹤0.01%
99,096
-35,394
-26% -$241K
UPL
2838
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$550K ﹤0.01%
63,447
+31,132
+96% +$284K
RF.PRB
2839
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$549K ﹤0.01%
19,226
+508
+3% +$14.8K
EMLP icon
2840
First Trust North American Energy Infrastructure Fund
EMLP
$4.14B
$548K ﹤0.01%
22,116
-269
-1% -$6.7K
SEI
2841
Solaris Energy Infrastructure
SEI
$2.71B
$547K ﹤0.01%
31,408
+20,556
+189% +$283K
EVG
2842
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$546K ﹤0.01%
38,339
-43,822
-53% -$625K
INB
2843
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$546K ﹤0.01%
56,181
+44,550
+383% +$430K
USB.PRM
2844
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$544K ﹤0.01%
18,664
+537
+3% +$15.8K
MBWM icon
2845
Mercantile Bank Corp
MBWM
$1.05B
$543K ﹤0.01%
15,562
+1,006
+7% +$31.9K
WTTR icon
2846
Select Water Solutions
WTTR
$2.23B
$542K ﹤0.01%
34,048
-26,428
-44% -$383K
XLV icon
2847
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$541K ﹤0.01%
6,623
+908
+16% +$72.9K
CYTK icon
2848
Cytokinetics
CYTK
$10.8B
$538K ﹤0.01%
37,087
+14,072
+61% +$192K
LAYN
2849
DELISTED
Layne Christensen Co
LAYN
$537K ﹤0.01%
42,767
+4,230
+11% +$44.7K
CTRN icon
2850
Citi Trends
CTRN
$547M
$535K ﹤0.01%
26,936
-4,238
-14% -$84K
112 113
114
115 116

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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.