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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
RVT icon
2276
Royce Value Trust
RVT
$2.19B
$1.73M ﹤0.01%
109,513
+4,334
+4% +$64.2K
CENT icon
2277
Central Garden & Pet Co
CENT
$2.76B
$1.73M ﹤0.01%
55,626
+15,052
+37% +$415K
DX
2278
Dynex Capital
DX
$3.18B
$1.73M ﹤0.01%
79,171
-6,280
-7% -$133K
FOR icon
2279
Forestar Group
FOR
$1.48B
$1.72M ﹤0.01%
100,248
+2,898
+3% +$49.8K
SMP icon
2280
Standard Motor Products
SMP
$902M
$1.72M ﹤0.01%
35,669
-7,210
-17% -$344K
XLI icon
2281
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$1.72M ﹤0.01%
24,232
+1,246
+5% +$85.7K
UI icon
2282
Ubiquiti
UI
$31.6B
$1.72M ﹤0.01%
30,689
+1,873
+6% +$108K
CLD
2283
DELISTED
Cloud Peak Energy Inc
CLD
$1.72M ﹤0.01%
469,545
+92,813
+25% +$311K
CACQ
2284
DELISTED
Caesars Acquisition Company
CACQ
$1.72M ﹤0.01%
79,985
-5,459
-6% -$106K
BUFF
2285
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$1.7M ﹤0.01%
59,949
+5,561
+10% +$136K
INSM icon
2286
Insmed
INSM
$22.4B
$1.7M ﹤0.01%
54,415
+38,380
+239% +$731K
VUG icon
2287
Vanguard Morningstar Growth ETF
VUG
$212B
$1.69M ﹤0.01%
76,464
-6,714
-8% -$146K
KOP icon
2288
Koppers
KOP
$946M
$1.69M ﹤0.01%
36,583
-101
-0.3% -$3.93K
ACLS icon
2289
Axcelis
ACLS
$3.44B
$1.68M ﹤0.01%
61,371
+2,807
+5% +$62.1K
PRTA icon
2290
Prothena Corp
PRTA
$448M
$1.67M ﹤0.01%
25,828
+7,560
+41% +$463K
TTEC icon
2291
TTEC Holdings
TTEC
$124M
$1.67M ﹤0.01%
39,892
-1,174
-3% -$47.6K
LDL
2292
DELISTED
Lydall, Inc.
LDL
$1.66M ﹤0.01%
29,029
-2,820
-9% -$141K
MSEX icon
2293
Middlesex Water
MSEX
$1.07B
$1.66M ﹤0.01%
42,153
-2,592
-6% -$101K
RGR icon
2294
Sturm, Ruger & Co
RGR
$603M
$1.65M ﹤0.01%
31,972
-18,671
-37% -$985K
SRI icon
2295
Stoneridge
SRI
$200M
$1.65M ﹤0.01%
83,239
+416
+0.5% +$6.89K
SBSI icon
2296
Southside Bancshares
SBSI
$963M
$1.65M ﹤0.01%
45,285
+3,671
+9% +$125K
LNN icon
2297
Lindsay Corp
LNN
$1.14B
$1.65M ﹤0.01%
17,904
-705
-4% -$62.8K
CSR
2298
Centerspace
CSR
$952M
$1.64M ﹤0.01%
26,908
-2,288
-8% -$140K
HLIO icon
2299
Helios Technologies
HLIO
$2.47B
$1.64M ﹤0.01%
30,318
+16,427
+118% +$762K
ISCA
2300
DELISTED
International Speedway Corp
ISCA
$1.63M ﹤0.01%
45,252
-4,205
-9% -$147K
90 91
92
93 94

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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.