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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
ACV
2376
Virtus Diversified Income & Convertible Fund
ACV
$271M
$1.43M ﹤0.01%
66,335
-94,139
-59% -$2M
EPM icon
2377
Evolution Petroleum
EPM
$133M
$1.43M ﹤0.01%
197,994
+10,904
+6% +$82.6K
PNC.PRP
2378
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.43M ﹤0.01%
49,650
+5,772
+13% +$167K
TITN icon
2379
Titan Machinery
TITN
$420M
$1.42M ﹤0.01%
91,670
-6,465
-7% -$104K
TWI icon
2380
Titan International
TWI
$492M
$1.42M ﹤0.01%
139,540
-23,520
-14% -$245K
AUY
2381
DELISTED
Yamana Gold, Inc.
AUY
$1.41M ﹤0.01%
533,610
-46,994
-8% -$125K
TERP
2382
DELISTED
TerraForm Power, Inc
TERP
$1.41M ﹤0.01%
106,921
+4,521
+4% +$58.9K
GDO
2383
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.7M
$1.41M ﹤0.01%
77,482
+5,821
+8% +$106K
EHTH icon
2384
eHealth
EHTH
$41.9M
$1.41M ﹤0.01%
58,889
-1,966
-3% -$40K
LNTH icon
2385
Lantheus
LNTH
$6.51B
$1.4M ﹤0.01%
78,840
+57,965
+278% +$1.02M
JTD
2386
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$1.4M ﹤0.01%
83,200
-29,197
-26% -$476K
BFS
2387
Saul Centers
BFS
$858M
$1.39M ﹤0.01%
22,512
+2,995
+15% +$181K
TR icon
2388
Tootsie Roll Industries
TR
$2.97B
$1.39M ﹤0.01%
47,873
+12,078
+34% +$341K
DRUA
2389
DELISTED
Dominion Energy, Inc 2016 Series A 5.25% Enhanced Junior Subordinated Notes due 2076
DRUA
$1.39M ﹤0.01%
54,053
+1,345
+3% +$34.5K
EGOV
2390
DELISTED
NIC Inc
EGOV
$1.39M ﹤0.01%
81,245
+14,916
+22% +$252K
AVAV icon
2391
AeroVironment
AVAV
$7.19B
$1.39M ﹤0.01%
25,708
-1,191
-4% -$50.7K
INSW icon
2392
International Seaways
INSW
$4.68B
$1.39M ﹤0.01%
70,590
+10,116
+17% +$207K
CUDA
2393
DELISTED
Barracuda Networks, Inc.
CUDA
$1.39M ﹤0.01%
57,388
+31,175
+119% +$733K
TMHC
2394
DELISTED
Taylor Morrison
TMHC
$1.39M ﹤0.01%
63,029
+1,099
+2% +$24.3K
CATO icon
2395
Cato Corp
CATO
$65.7M
$1.39M ﹤0.01%
104,987
+28,044
+36% +$421K
WSBF icon
2396
Waterstone Financial
WSBF
$371M
$1.39M ﹤0.01%
71,224
+5,927
+9% +$109K
PPBI
2397
DELISTED
Pacific Premier Bancorp
PPBI
$1.39M ﹤0.01%
36,741
+7,616
+26% +$274K
LMOS
2398
DELISTED
Lumos Networks Corp
LMOS
$1.39M ﹤0.01%
77,417
+10,572
+16% +$189K
ALTO icon
2399
Alto Ingredients
ALTO
$338M
$1.39M ﹤0.01%
249,782
+57,175
+30% +$312K
MODV
2400
DELISTED
ModivCare
MODV
$1.39M ﹤0.01%
25,630
+3,610
+16% +$185K
94 95
96
97 98

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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.