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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
MGNI icon
3151
Magnite
MGNI
$2.82B
$251K ﹤0.01%
64,540
+32,822
+103% +$140K
LXFT
3152
DELISTED
Luxoft Holding, Inc.
LXFT
$250K ﹤0.01%
5,240
-238
-4% -$12.9K
FHB icon
3153
First Hawaiian
FHB
$3.42B
$249K ﹤0.01%
8,224
-3,898
-32% -$113K
IJT icon
3154
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.27B
$248K ﹤0.01%
3,016
– –
PUMP icon
3155
ProPetro Holding
PUMP
$1.31B
$248K ﹤0.01%
+17,307
New +$217K
AGFS
3156
DELISTED
AgroFresh Solutions Inc
AGFS
$248K ﹤0.01%
35,345
-6,385
-15% -$47.9K
PHIIK
3157
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$248K ﹤0.01%
21,069
-3,063
-13% -$33.3K
BREW
3158
DELISTED
Craft Brew Alliance, Inc.
BREW
$246K ﹤0.01%
14,037
-1,437
-9% -$25.5K
BLMT
3159
DELISTED
BSB Bancorp, Inc.
BLMT
$245K ﹤0.01%
8,181
-534
-6% -$15.4K
DLR.PRH.CL
3160
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$244K ﹤0.01%
8,995
+158
+2% +$4.29K
ATEX icon
3161
Anterix
ATEX
$1.78B
$243K ﹤0.01%
+8,151
New +$223K
BBOX
3162
DELISTED
Black Box Corp
BBOX
$242K ﹤0.01%
74,335
-94,627
-56% -$507K
VPG icon
3163
Vishay Precision Group
VPG
$1.22B
$240K ﹤0.01%
9,856
-962
-9% -$19.1K
CIVI
3164
DELISTED
Civitas Solutions, Inc.
CIVI
$240K ﹤0.01%
13,027
+983
+8% +$17.9K
SREV
3165
DELISTED
ServiceSource International, Inc.
SREV
$239K ﹤0.01%
69,052
-21,575
-24% -$78.5K
SHAK icon
3166
Shake Shack
SHAK
$2.55B
$238K ﹤0.01%
7,156
+80
+1% +$2.62K
ITCI
3167
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$236K ﹤0.01%
+14,954
New +$219K
BKLN icon
3168
Invesco Senior Loan ETF
BKLN
$6.97B
$235K ﹤0.01%
10,156
-1,446
-12% -$33.5K
KVHI icon
3169
KVH Industries
KVHI
$172M
$235K ﹤0.01%
19,692
+854
+5% +$9.32K
TLGT
3170
DELISTED
Teligent, Inc
TLGT
$235K ﹤0.01%
3,508
+53
+2% +$3.88K
MB
3171
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$235K ﹤0.01%
9,108
-33,334
-79% -$826K
LEN.B icon
3172
Lennar Class B
LEN.B
$20.7B
$234K ﹤0.01%
5,571
+572
+11% +$23.6K
KOPN icon
3173
Kopin
KOPN
$654M
$233K ﹤0.01%
55,934
-9,322
-14% -$36.5K
WACLY
3174
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
$233K ﹤0.01%
3,345
-11
-0.3% -$766
TRK
3175
DELISTED
Speedway Motorsports, Inc.
TRK
$231K ﹤0.01%
+10,838
New +$218K
125 126
127
128 129

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AF
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MCM
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PSUF
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SCC
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BAM
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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.