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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
FLIC
2901
DELISTED
First of Long Island Corp
FLIC
$481K ﹤0.01%
15,794
+3,527
+29% +$98.3K
JKS
2902
JinkoSolar
JKS
$778M
$481K ﹤0.01%
19,294
-10,287
-35% -$268K
MXWL
2903
DELISTED
Maxwell Technologies Inc
MXWL
$481K ﹤0.01%
93,821
+3,255
+4% +$18.6K
CTLP
2904
DELISTED
Cantaloupe
CTLP
$480K ﹤0.01%
76,737
+58,633
+324% +$316K
IWC icon
2905
iShares Micro-Cap ETF
IWC
$1.43B
$476K ﹤0.01%
5,039
+275
+6% +$24.3K
AFSD
2906
DELISTED
AFLAC Inc
AFSD
$475K ﹤0.01%
18,772
+505
+3% +$12.8K
XIFR
2907
XPLR Infrastructure LP
XIFR
$1.07B
$474K ﹤0.01%
11,753
-1,895
-14% -$75.4K
CHUBA
2908
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$474K ﹤0.01%
20,987
-3,471
-14% -$70.5K
LPG icon
2909
Dorian LPG
LPG
$1.94B
$473K ﹤0.01%
69,309
+13,076
+23% +$96.5K
TPGH.U
2910
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
$471K ﹤0.01%
+45,795
New +$472K
APPF icon
2911
AppFolio
APPF
$6.7B
$470K ﹤0.01%
9,795
+3,282
+50% +$129K
STRL icon
2912
Sterling Infrastructure
STRL
$15.8B
$469K ﹤0.01%
30,785
-1,761
-5% -$22.2K
NDRM
2913
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$467K ﹤0.01%
11,999
-3,817
-24% -$140K
EMWP
2914
DELISTED
Eros Media World PLC
EMWP
$465K ﹤0.01%
1,625
+118
+8% +$26.4K
MGPI icon
2915
MGP Ingredients
MGPI
$429M
$463K ﹤0.01%
7,630
-1,144
-13% -$65.5K
MDLY
2916
DELISTED
Medley Management Inc
MDLY
$463K ﹤0.01%
7,521
-494
-6% -$30.9K
TTPH
2917
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$463K ﹤0.01%
3,381
-99
-3% -$13.2K
NTNX icon
2918
Nutanix
NTNX
$16.1B
$459K ﹤0.01%
20,485
+2,405
+13% +$52.6K
TVRD
2919
Tvardi Therapeutics
TVRD
$22.9M
$459K ﹤0.01%
931
-1,435
-61% -$719K
FDN icon
2920
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
$458K ﹤0.01%
4,476
-52
-1% -$5.16K
FRAN
2921
DELISTED
Francesca's Holdings Corporation
FRAN
$458K ﹤0.01%
5,184
+1,364
+36% +$138K
PKD
2922
DELISTED
Parker Drilling Company
PKD
$458K ﹤0.01%
27,743
-1,125
-4% -$20.5K
KE
2923
Kimball Electronics
KE
$572M
$455K ﹤0.01%
21,025
+3,077
+17% +$59.5K
ENZ
2924
DELISTED
Enzo Biochem, Inc.
ENZ
$455K ﹤0.01%
43,456
-2,765
-6% -$30.7K
TCS
2925
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$454K ﹤0.01%
7,191
+1,270
+21% +$89.9K
115 116
117
118 119

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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.