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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
FBNC icon
2501
First Bancorp
FBNC
$2.61B
$1.16M ﹤0.01%
33,797
-2,450
-7% -$76.8K
WING icon
2502
Wingstop
WING
$3.8B
$1.16M ﹤0.01%
34,878
+26,983
+342% +$877K
PJT icon
2503
PJT Partners
PJT
$4.26B
$1.16M ﹤0.01%
30,263
+8,525
+39% +$338K
VRNS icon
2504
Varonis Systems
VRNS
$4.67B
$1.16M ﹤0.01%
83,004
+3,057
+4% +$39.5K
PNNT
2505
Pennant Park Investment Corp
PNNT
$220M
$1.15M ﹤0.01%
153,587
-541
-0.4% -$4.07K
VT icon
2506
Vanguard Total World Stock ETF
VT
$75.3B
$1.15M ﹤0.01%
16,250
+463
+3% +$32.1K
BKT icon
2507
BlackRock Income Trust
BKT
$331M
$1.15M ﹤0.01%
60,870
+1,122
+2% +$21.3K
FCB
2508
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.15M ﹤0.01%
23,740
+1,162
+5% +$53K
MCRI icon
2509
Monarch Casino & Resort
MCRI
$2.2B
$1.14M ﹤0.01%
28,878
+1,829
+7% +$61.7K
BKMU
2510
DELISTED
Bank Mutual Corp
BKMU
$1.14M ﹤0.01%
112,366
+234
+0.2% +$2.21K
EXAC
2511
DELISTED
Exactech Inc
EXAC
$1.14M ﹤0.01%
34,611
-4,203
-11% -$126K
PSTB
2512
DELISTED
Park Sterling Corp.
PSTB
$1.14M ﹤0.01%
91,700
+7,999
+10% +$92.8K
AMJ
2513
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$1.14M ﹤0.01%
40,225
+30,281
+305% +$871K
HSII
2514
DELISTED
Heidrick & Struggles
HSII
$1.13M ﹤0.01%
53,310
-975
-2% -$19K
SHOP icon
2515
Shopify
SHOP
$168B
$1.13M ﹤0.01%
96,700
-127,490
-57% -$1.3M
SPNT icon
2516
SiriusPoint
SPNT
$3.03B
$1.13M ﹤0.01%
72,133
+2,133
+3% +$30.7K
BAC.PRW.CL
2517
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.12M ﹤0.01%
41,353
+1,171
+3% +$31.6K
ACIA
2518
DELISTED
Acacia Communications Inc
ACIA
$1.12M ﹤0.01%
23,799
+5,449
+30% +$243K
QUOT
2519
DELISTED
Quotient Technology Inc
QUOT
$1.12M ﹤0.01%
71,453
+56,293
+371% +$776K
GBT
2520
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.12M ﹤0.01%
35,927
+4,984
+16% +$140K
STRP
2521
DELISTED
Straight Path Communications Inc.
STRP
$1.12M ﹤0.01%
6,177
-504
-8% -$90.5K
OKTA icon
2522
Okta
OKTA
$23.8B
$1.11M ﹤0.01%
+39,531
New +$1M
BAC.PRY.CL
2523
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$1.11M ﹤0.01%
41,376
+1,122
+3% +$30.4K
FRED
2524
DELISTED
Fred's Inc
FRED
$1.11M ﹤0.01%
173,008
+35,249
+26% +$231K
SHOE
2525
Shoe Station Group
SHOE
$424M
$1.11M ﹤0.01%
99,456
-74,860
-43% -$695K
99 100
101
102 103

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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.