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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
MSFG
2201
DELISTED
MainSource Financial Group Inc
MSFG
$1.95M ﹤0.01%
54,387
+4,121
+8% +$140K
RES icon
2202
RPC Inc
RES
$1.13B
$1.95M ﹤0.01%
78,633
-13,607
-15% -$283K
DVAX
2203
DELISTED
Dynavax Technologies
DVAX
$1.95M ﹤0.01%
90,487
+59,732
+194% +$945K
LILAK icon
2204
Liberty Latin America Class C
LILAK
$1.69B
$1.95M ﹤0.01%
97,518
-24,634
-20% -$527K
ORIT
2205
DELISTED
Oritani Financial Corp. New
ORIT
$1.94M ﹤0.01%
115,498
-66,334
-36% -$1.09M
TRTN
2206
DELISTED
Triton International Limited
TRTN
$1.94M ﹤0.01%
58,266
-569
-1% -$19.6K
ISD
2207
PGIM High Yield Bond Fund
ISD
$414M
$1.94M ﹤0.01%
+126,887
New +$1.93M
TISI icon
2208
Team
TISI
$80.6M
$1.94M ﹤0.01%
14,497
+4,825
+50% +$737K
CAI
2209
DELISTED
CAI International, Inc.
CAI
$1.93M ﹤0.01%
63,643
+3,107
+5% +$85.8K
LION
2210
DELISTED
Fidelity Southern Corporation
LION
$1.93M ﹤0.01%
81,422
+2,329
+3% +$51.5K
PCTY icon
2211
Paylocity
PCTY
$7.75B
$1.92M ﹤0.01%
39,404
-6,311
-14% -$293K
TAHO
2212
DELISTED
Tahoe Resources Inc
TAHO
$1.92M ﹤0.01%
365,020
+152,518
+72% +$830K
MEOH icon
2213
Methanex
MEOH
$4.23B
$1.92M ﹤0.01%
38,122
+3,401
+10% +$160K
PETS icon
2214
PetMed Express
PETS
$42.3M
$1.91M ﹤0.01%
57,749
-29,115
-34% -$1.19M
CUB
2215
DELISTED
Cubic Corporation
CUB
$1.91M ﹤0.01%
37,538
-2,000
-5% -$90.9K
TOWN icon
2216
Towne Bank
TOWN
$3.54B
$1.91M ﹤0.01%
56,922
-8,776
-13% -$273K
AXON
2217
Axon Enterprise
AXON
$42.8B
$1.91M ﹤0.01%
84,054
+7,173
+9% +$168K
KW
2218
DELISTED
Kennedy-Wilson Holdings
KW
$1.9M ﹤0.01%
102,517
-8,594
-8% -$166K
RAVN
2219
DELISTED
Raven Industries Inc
RAVN
$1.9M ﹤0.01%
58,671
-8,456
-13% -$273K
CSTM icon
2220
Constellium
CSTM
$3.76B
$1.9M ﹤0.01%
185,190
+9,315
+5% +$88.2K
ORA icon
2221
Ormat Technologies
ORA
$5.8B
$1.89M ﹤0.01%
30,985
-1,207
-4% -$69.6K
CYOU
2222
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$1.89M ﹤0.01%
47,671
+21,805
+84% +$878K
REXR icon
2223
Rexford Industrial Realty
REXR
$8.63B
$1.88M ﹤0.01%
65,759
+4,187
+7% +$120K
MATX icon
2224
Matsons
MATX
$6.11B
$1.88M ﹤0.01%
66,733
-5,398
-7% -$151K
PAG icon
2225
Penske Automotive Group
PAG
$14.7B
$1.88M ﹤0.01%
39,456
+1,099
+3% +$47.5K
87 88
89
90 91

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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.