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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
TAC icon
3226
TransAlta
TAC
$4.04B
$192K ﹤0.01%
32,842
+1,486
+5% +$9.29K
LAB icon
3227
Standard BioTools
LAB
$303M
$191K ﹤0.01%
37,974
+15,517
+69% +$65.2K
PETX
3228
DELISTED
Aratana Therapeutics, Inc.
PETX
$190K ﹤0.01%
30,985
+858
+3% +$5.43K
EHIC
3229
DELISTED
eHi Car Services Limited
EHIC
$189K ﹤0.01%
19,268
+791
+4% +$7.58K
VDTH
3230
DELISTED
Videocon d2h Limited
VDTH
$187K ﹤0.01%
20,971
– –
CERS icon
3231
Cerus
CERS
$593M
$185K ﹤0.01%
67,756
+33,981
+101% +$83.3K
WLB
3232
DELISTED
Westmoreland Coal Company
WLB
$184K ﹤0.01%
72,021
-67,575
-48% -$210K
OPY icon
3233
Oppenheimer Holdings
OPY
$1.2B
$182K ﹤0.01%
10,492
-1,781
-15% -$29.1K
SBLK icon
3234
Star Bulk Carriers
SBLK
$3.09B
$181K ﹤0.01%
18,603
– –
FRBK
3235
DELISTED
Republic First Bancorp Inc
FRBK
$180K ﹤0.01%
19,410
+4
+0% +$36
SIGM
3236
DELISTED
Sigma Designs Inc
SIGM
$180K ﹤0.01%
28,606
+2,371
+9% +$14.6K
GAIN icon
3237
Gladstone Investment Corp
GAIN
$652M
$178K ﹤0.01%
18,723
-4
-0% -$38
FSD
3238
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$178K ﹤0.01%
10,453
-6,822
-39% -$116K
ANGI icon
3239
Angi Inc
ANGI
$256M
$177K ﹤0.01%
1,422
-759
-35% -$92.8K
TXMD icon
3240
TherapeuticsMD
TXMD
$23.6M
$172K ﹤0.01%
650
+134
+26% +$38.7K
RELY
3241
DELISTED
Real Industry, Inc.
RELY
$171K ﹤0.01%
95,145
-24,122
-20% -$51.4K
HOV icon
3242
Hovnanian Enterprises
HOV
$816M
$170K ﹤0.01%
3,523
-196
-5% -$10.5K
HRTG icon
3243
Heritage Insurance Holdings
HRTG
$891M
$167K ﹤0.01%
12,647
-393
-3% -$4.72K
CYBE
3244
DELISTED
Cyberoptics Corp
CYBE
$165K ﹤0.01%
+10,148
New +$180K
DHT icon
3245
DHT Holdings
DHT
$2.98B
$163K ﹤0.01%
40,874
+13,624
+50% +$54.6K
ATEN icon
3246
A10 Networks
ATEN
$2.32B
$162K ﹤0.01%
21,381
-3,009
-12% -$20.5K
CRNT icon
3247
Ceragon Networks
CRNT
$195M
$162K ﹤0.01%
78,076
+19,767
+34% +$44.6K
MCBC
3248
DELISTED
Macatawa Bank Corp
MCBC
$160K ﹤0.01%
15,593
-1,718
-10% -$16.4K
CWCO icon
3249
Consolidated Water Co
CWCO
$485M
$159K ﹤0.01%
12,435
-584
-4% -$7.3K
AXIA.PR
3250
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$158K ﹤0.01%
22,017
+836
+4% +$5.28K
128 129
130
131 132

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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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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.