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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
PR
2951
Permian Resources
PR
$16.5B
$424K ﹤0.01%
23,611
-784
-3% -$13.1K
IHC
2952
DELISTED
Independence Holding Company
IHC
$421K ﹤0.01%
16,672
– –
NG icon
2953
NovaGold Resources
NG
$2.55B
$419K ﹤0.01%
101,654
+34,681
+52% +$150K
STT.PRG icon
2954
State Street Corp Series G Preferred Stock
STT.PRG
$425M
$419K ﹤0.01%
15,409
+399
+3% +$11K
AFGE.CL
2955
DELISTED
American Financial Group, Inc 6 % Subordinated Debentures due 2054 Called for Redemption
AFGE.CL
$419K ﹤0.01%
15,982
+418
+3% +$11.2K
ALDR
2956
DELISTED
Alder Biopharmaceuticals
ALDR
$419K ﹤0.01%
34,194
-10,866
-24% -$113K
KEYW
2957
DELISTED
The KEYW Holding Corporation
KEYW
$419K ﹤0.01%
55,031
-120,916
-69% -$981K
SOJB
2958
DELISTED
The Southern Company Series 2016A 5.25% Junior Subordinated Notes due October 1, 2076
SOJB
$418K ﹤0.01%
16,374
+392
+2% +$10K
AFGH
2959
DELISTED
American Financial Group, Inc. 6.000% Subordinated Debentures due 2055
AFGH
$418K ﹤0.01%
15,625
+5,645
+57% +$153K
KIM.PRJ.CL
2960
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
$418K ﹤0.01%
16,478
+477
+3% +$12K
PGEN icon
2961
Precigen
PGEN
$1.97B
$417K ﹤0.01%
21,953
+78
+0.4% +$1.6K
JPM.PRA.CL
2962
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$417K ﹤0.01%
16,363
+468
+3% +$12K
NKSH icon
2963
National Bankshares
NKSH
$254M
$414K ﹤0.01%
9,217
-162
-2% -$6.43K
RNR.PRE
2964
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$414K ﹤0.01%
16,454
+451
+3% +$11.5K
MG icon
2965
Mistras Group
MG
$490M
$413K ﹤0.01%
20,140
-9,876
-33% -$200K
FLXN
2966
DELISTED
Flexion Therapeutics, Inc.
FLXN
$413K ﹤0.01%
17,070
+873
+5% +$20.5K
CASH icon
2967
Pathward Financial
CASH
$1.87B
$411K ﹤0.01%
15,720
+7,014
+81% +$181K
MRLN
2968
DELISTED
Marlin Business Services Corp
MRLN
$411K ﹤0.01%
14,305
-79
-0.5% -$2.06K
CRCM
2969
DELISTED
CARE.COM, INC.
CRCM
$410K ﹤0.01%
25,779
-887
-3% -$13.2K
EMP
2970
Entergy Mississippi First Mortgage Bonds 4.90% Series due October 1 2066
EMP
$409K ﹤0.01%
16,408
+300
+2% +$7.43K
ELC
2971
Entergy Louisiana Collateral Trust Mortgage Bonds 4.875 % Series due Sept 1 2066
ELC
$216M
$408K ﹤0.01%
16,401
+323
+2% +$7.99K
BKCC
2972
DELISTED
BlackRock Capital Investment Corporation
BKCC
$408K ﹤0.01%
54,398
-137
-0.3% -$1.01K
KIM.PRK.CL
2973
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$408K ﹤0.01%
16,064
+423
+3% +$10.7K
GHM icon
2974
Graham Corp
GHM
$1.17B
$407K ﹤0.01%
19,537
+1,637
+9% +$32.6K
MRSN
2975
DELISTED
Mersana Therapeutics
MRSN
$407K ﹤0.01%
+941
New +$371K
117 118
119
120 121

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NIPH
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AF
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MCM
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PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.