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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
TPGE.U
2751
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.U
$671K ﹤0.01%
65,828
– –
BL icon
2752
BlackLine
BL
$1.9B
$667K ﹤0.01%
19,542
-16,817
-46% -$569K
WFC.PRJ.CL
2753
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$667K ﹤0.01%
26,166
+674
+3% +$17.4K
SND icon
2754
Smart Sand
SND
$179M
$666K ﹤0.01%
98,177
+65,556
+201% +$422K
BHVN
2755
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$666K ﹤0.01%
+17,817
New +$540K
NXRT
2756
NexPoint Residential Trust
NXRT
$689M
$665K ﹤0.01%
28,023
-2,369
-8% -$57.1K
SRDX
2757
DELISTED
Surmodics
SRDX
$665K ﹤0.01%
21,451
-839
-4% -$22.8K
PFC
2758
DELISTED
Premier Financial Corp. Common Stock
PFC
$665K ﹤0.01%
25,322
-24,516
-49% -$618K
TWLO icon
2759
Twilio
TWLO
$28.6B
$663K ﹤0.01%
22,197
+2,448
+12% +$73.4K
ANIK icon
2760
Anika Therapeutics
ANIK
$215M
$661K ﹤0.01%
11,402
+1,626
+17% +$85K
DBEU icon
2761
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$762M
$661K ﹤0.01%
23,311
+522
+2% +$14.5K
C.PRC.CL
2762
DELISTED
Citigroup Inc.
C.PRC.CL
$661K ﹤0.01%
25,625
+677
+3% +$17.5K
ROCC
2763
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$658K ﹤0.01%
+16,457
New +$632K
CHGG icon
2764
Chegg
CHGG
$116M
$657K ﹤0.01%
44,276
-766
-2% -$10.9K
XCRA
2765
DELISTED
Xcerra Corporation
XCRA
$654K ﹤0.01%
66,382
+18,583
+39% +$180K
MPAA icon
2766
Motorcar Parts of America
MPAA
$266M
$653K ﹤0.01%
22,172
-477
-2% -$12.9K
BW icon
2767
Babcock & Wilcox
BW
$1.18B
$651K ﹤0.01%
19,536
-6,499
-25% -$399K
SHYF
2768
DELISTED
The Shyft Group
SHYF
$648K ﹤0.01%
58,649
-3,694
-6% -$34.4K
YORW icon
2769
York Water
YORW
$511M
$647K ﹤0.01%
19,086
+55
+0.3% +$1.86K
AROW icon
2770
Arrow Financial
AROW
$662M
$646K ﹤0.01%
22,459
+1,459
+7% +$38.5K
VLGEA icon
2771
Village Super Market
VLGEA
$657M
$646K ﹤0.01%
26,095
+4,930
+23% +$118K
KRNY icon
2772
Kearny Financial
KRNY
$604M
$645K ﹤0.01%
42,008
+6,184
+17% +$90.1K
PRIM icon
2773
Primoris Services
PRIM
$4.06B
$641K ﹤0.01%
21,787
-7,813
-26% -$208K
RNET
2774
DELISTED
RigNet, Inc.
RNET
$641K ﹤0.01%
37,263
+117
+0.3% +$2K
SNCR
2775
DELISTED
Synchronoss Technologies
SNCR
$640K ﹤0.01%
7,618
-2,005
-21% -$279K
109 110
111
112 113

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.