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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
NMIH icon
3201
NMI Holdings
NMIH
$3.32B
$211K ﹤0.01%
17,038
+1,033
+6% +$12K
FNWB icon
3202
First Northwest Bancorp
FNWB
$113M
$210K ﹤0.01%
12,275
-1,097
-8% -$17.4K
DEX
3203
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$210K ﹤0.01%
17,675
-237
-1% -$2.74K
SCE.PRJ
3204
DELISTED
SCE TRUST IV 5.375% Fixed-to-Floating Rate Trust Preference Securities
SCE.PRJ
$209K ﹤0.01%
+7,709
New +$213K
LXFR icon
3205
Luxfer Holdings
LXFR
$457M
$208K ﹤0.01%
16,675
+892
+6% +$11.1K
PMBC
3206
DELISTED
Pacific Mercantile Bancorp
PMBC
$207K ﹤0.01%
22,644
+1,821
+9% +$15.3K
BWX icon
3207
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$206K ﹤0.01%
7,334
-141
-2% -$3.99K
MITK icon
3208
Mitek Systems
MITK
$761M
$204K ﹤0.01%
21,430
-2,189
-9% -$21.4K
AXS.PRD.CL
3209
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$204K ﹤0.01%
8,123
+139
+2% +$3.54K
CTY
3210
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$203K ﹤0.01%
+8,015
New +$202K
RNWK
3211
DELISTED
RealNetworks Inc
RNWK
$203K ﹤0.01%
42,228
+4,166
+11% +$18K
BBAR icon
3212
BBVA Argentina
BBAR
$3.85B
$202K ﹤0.01%
+9,905
New +$171K
QMCO icon
3213
Quantum Corp
QMCO
$449M
$202K ﹤0.01%
1,649
+965
+141% +$129K
FLNT
3214
Fluent
FLNT
$104M
$201K ﹤0.01%
6,831
-329
-5% -$9.57K
VHT icon
3215
Vanguard Health Care ETF
VHT
$18.7B
$201K ﹤0.01%
1,320
-135
-9% -$20.1K
JE
3216
DELISTED
Just Energy Group Inc
JE
$201K ﹤0.01%
1,047
+129
+14% +$23.3K
HURC icon
3217
Hurco Companies Inc
HURC
$134M
$200K ﹤0.01%
+4,808
New +$170K
XLE icon
3218
State Street Energy Select Sector SPDR ETF
XLE
$38.4B
$200K ﹤0.01%
+5,848
New +$190K
SGRY icon
3219
Surgery Partners
SGRY
$2.04B
$195K ﹤0.01%
18,828
-244
-1% -$3.49K
NXR
3220
DELISTED
NUVEEN ELECT TAX-FREE INC 3
NXR
$195K ﹤0.01%
+12,851
New +$191K
PCMI
3221
DELISTED
PCM, Inc
PCMI
$195K ﹤0.01%
+13,923
New +$205K
CCO icon
3222
Clear Channel Outdoor Holdings
CCO
$1.23B
$193K ﹤0.01%
41,497
+8,594
+26% +$37.7K
CVGI icon
3223
Commercial Vehicle Group
CVGI
$152M
$193K ﹤0.01%
26,229
-6,184
-19% -$45.1K
TSQ icon
3224
Townsquare Media
TSQ
$104M
$193K ﹤0.01%
19,273
-8,978
-32% -$93K
QIWI
3225
DELISTED
QIWI PLC
QIWI
$193K ﹤0.01%
11,414
+1
+0% +$19
127 128
129
130 131

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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.