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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
HSKA
2776
DELISTED
Heska Corp
HSKA
$640K ﹤0.01%
7,266
-335
-4% -$33K
CNXN icon
2777
PC Connection
CNXN
$2.12B
$637K ﹤0.01%
22,601
-3,284
-13% -$85.4K
DERM
2778
DELISTED
Dermira, Inc.
DERM
$636K ﹤0.01%
23,563
-8,305
-26% -$217K
AXDX
2779
DELISTED
Accelerate Diagnostics
AXDX
$635K ﹤0.01%
2,828
+534
+23% +$131K
DSGX icon
2780
Descartes Systems
DSGX
$6.66B
$634K ﹤0.01%
23,181
+5,592
+32% +$148K
GLBL
2781
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$633K ﹤0.01%
133,167
+11,682
+10% +$58.2K
VZA.CL
2782
DELISTED
Verizon Communications Inc.
VZA.CL
$631K ﹤0.01%
23,198
+548
+2% +$14.7K
FNLC icon
2783
First Bancorp
FNLC
$401M
$630K ﹤0.01%
20,781
-2,810
-12% -$75.4K
RXDX
2784
DELISTED
Ignyta, Inc.
RXDX
$627K ﹤0.01%
+50,803
New +$524K
SBSW icon
2785
Sibanye-Stillwater
SBSW
$6.03B
$626K ﹤0.01%
148,909
-20,408
-12% -$103K
HOLI
2786
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$626K ﹤0.01%
28,948
-522
-2% -$10K
BNFT
2787
DELISTED
Benefitfocus, Inc.
BNFT
$626K ﹤0.01%
18,595
+10,841
+140% +$347K
LSCC icon
2788
Lattice Semiconductor
LSCC
$16.3B
$620K ﹤0.01%
118,942
+731
+0.6% +$4.45K
ASCMA
2789
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$620K ﹤0.01%
47,545
-7,847
-14% -$104K
KIO
2790
KKR Income Opportunities Fund
KIO
$450M
$618K ﹤0.01%
34,498
-110,479
-76% -$1.94M
MEDP icon
2791
Medpace
MEDP
$16.1B
$614K ﹤0.01%
19,257
+8,040
+72% +$246K
BBT.PRG
2792
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$613K ﹤0.01%
24,087
+699
+3% +$17.7K
CBI
2793
DELISTED
Chicago Bridge & Iron Nv
CBI
$606K ﹤0.01%
36,053
-56,096
-61% -$859K
IR icon
2794
Ingersoll Rand
IR
$33.3B
$605K ﹤0.01%
+21,968
New +$517K
WFC.PRQ
2795
DELISTED
Wells Fargo & Co.
WFC.PRQ
$602K ﹤0.01%
22,059
+433
+2% +$11.8K
HCOM
2796
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$602K ﹤0.01%
20,203
-676
-3% -$19.9K
AXAS
2797
DELISTED
Abraxas Petroleum Corp
AXAS
$600K ﹤0.01%
15,951
+10,177
+176% +$346K
AXIA
2798
AXIA Energia
AXIA
$22.8B
$597K ﹤0.01%
121,690
+42,345
+53% +$177K
BOLD
2799
DELISTED
Audentes Therapeutics, Inc
BOLD
$595K ﹤0.01%
21,252
-15,082
-42% -$328K
AVD icon
2800
American Vanguard Corp
AVD
$71.8M
$594K ﹤0.01%
25,957
-72
-0.3% -$1.43K
110 111
112
113 114

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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.