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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
FFIC
1776
DELISTED
Flushing Financial
FFIC
$3.68M ﹤0.01%
123,843
-5,381
-4% -$150K
BMCH
1777
DELISTED
BMC Stock Holdings, Inc
BMCH
$3.67M ﹤0.01%
172,150
-32,298
-16% -$675K
SKT icon
1778
Tanger
SKT
$4.71B
$3.65M ﹤0.01%
149,621
+32,620
+28% +$825K
SYNA icon
1779
Synaptics
SYNA
$4.25B
$3.64M ﹤0.01%
92,968
+4,717
+5% +$213K
AVAL icon
1780
Grupo Aval
AVAL
$6.11B
$3.64M ﹤0.01%
405,961
+24,948
+7% +$220K
MTCH icon
1781
Match Group
MTCH
$9.17B
$3.63M ﹤0.01%
156,686
+54,999
+54% +$1.11M
EOCC
1782
DELISTED
Enel Generacion Chile S.A.
EOCC
$3.63M ﹤0.01%
137,709
+7,989
+6% +$192K
PCRX icon
1783
Pacira BioSciences
PCRX
$1.06B
$3.62M ﹤0.01%
96,504
-13,620
-12% -$548K
TTMI icon
1784
TTM Technologies
TTMI
$12B
$3.62M ﹤0.01%
235,681
-50,024
-18% -$780K
NFBK
1785
DELISTED
Northfield Bancorp
NFBK
$3.62M ﹤0.01%
208,717
-4,630
-2% -$76.2K
PNFP icon
1786
Pinnacle Financial Partners Inc
PNFP
$15.8B
$3.62M ﹤0.01%
54,042
-4,360
-7% -$275K
BCH icon
1787
Banco de Chile
BCH
$21.3B
$3.62M ﹤0.01%
121,652
+5,051
+4% +$142K
SAH icon
1788
Sonic Automotive
SAH
$3.17B
$3.6M ﹤0.01%
176,728
-6,812
-4% -$124K
TU icon
1789
Telus
TU
$16.8B
$3.6M ﹤0.01%
200,184
+2,362
+1% +$42.3K
CZR icon
1790
Caesars Entertainment
CZR
$6.03B
$3.58M ﹤0.01%
139,711
-16,221
-10% -$361K
WB icon
1791
Weibo
WB
$1.99B
$3.58M ﹤0.01%
36,223
+15,386
+74% +$1.36M
MTGE
1792
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$3.58M ﹤0.01%
184,674
-11,405
-6% -$218K
LEXEA
1793
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$3.58M ﹤0.01%
67,451
+35
+0.1% +$1.89K
PRFT
1794
DELISTED
Perficient Inc
PRFT
$3.58M ﹤0.01%
181,990
+67,968
+60% +$1.24M
PZZA icon
1795
Papa John's
PZZA
$995M
$3.58M ﹤0.01%
48,970
-4,858
-9% -$365K
NBTB icon
1796
NBT Bancorp
NBTB
$2.75B
$3.57M ﹤0.01%
97,323
-20,077
-17% -$701K
GRA
1797
DELISTED
W.R. Grace & Co.
GRA
$3.57M ﹤0.01%
49,534
+2,721
+6% +$192K
FFBC icon
1798
First Financial Bancorp
FFBC
$3.55B
$3.57M ﹤0.01%
136,612
-2,116
-2% -$54.1K
IMMU
1799
DELISTED
Immunomedics Inc
IMMU
$3.57M ﹤0.01%
255,417
-23,988
-9% -$239K
NTCT icon
1800
NETSCOUT
NTCT
$2.91B
$3.56M ﹤0.01%
110,039
+6,204
+6% +$207K
70 71
72
73 74

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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.