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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
HMTV
3251
DELISTED
Hemisphere Media Group, Inc.
HMTV
$158K ﹤0.01%
+13,228
New +$166K
CNCE
3252
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$157K ﹤0.01%
+10,616
New +$154K
ADX icon
3253
Adams Diversified Equity Fund
ADX
$3.09B
$155K ﹤0.01%
+10,178
New +$150K
SMS
3254
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$153K ﹤0.01%
14,348
+3,823
+36% +$40.8K
AAMI
3255
Acadian Asset Management
AAMI
$2.94B
$152K ﹤0.01%
10,194
-26,612
-72% -$380K
MUX icon
3256
McEwen Inc
MUX
$1.02B
$149K ﹤0.01%
7,659
-1,835
-19% -$44.9K
RMT
3257
Royce Micro-Cap Trust
RMT
$732M
$149K ﹤0.01%
15,849
-5,454
-26% -$47.2K
SCTL
3258
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$148K ﹤0.01%
+18,317
New +$125K
FCSC
3259
DELISTED
Fibrocell Science Inc.
FCSC
$148K ﹤0.01%
9,652
– –
CNCO
3260
DELISTED
Cencosud S.A.
CNCO
$147K ﹤0.01%
18,817
+706
+4% +$5.51K
ACET
3261
DELISTED
Aceto Corp
ACET
$145K ﹤0.01%
12,947
-17,139
-57% -$236K
AMRC icon
3262
Ameresco
AMRC
$1.05B
$143K ﹤0.01%
18,316
-352
-2% -$2.49K
BBW icon
3263
Build-A-Bear
BBW
$450M
$143K ﹤0.01%
15,679
+874
+6% +$8.22K
SMRT
3264
DELISTED
Stein Mart Inc
SMRT
$142K ﹤0.01%
109,097
-136,713
-56% -$177K
BETR
3265
DELISTED
Amplify Snack Brands, Inc.
BETR
$142K ﹤0.01%
20,034
+965
+5% +$7.94K
SPNS
3266
DELISTED
Sapiens International
SPNS
$140K ﹤0.01%
10,639
-3,958
-27% -$46.3K
ONDK
3267
DELISTED
On Deck Capital, Inc.
ONDK
$140K ﹤0.01%
29,905
+3,953
+15% +$18.3K
SCWX
3268
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
$139K ﹤0.01%
11,224
-3,353
-23% -$36.7K
DSX icon
3269
Diana Shipping
DSX
$270M
$137K ﹤0.01%
53,926
+4,568
+9% +$12.7K
PSIX
3270
Power Solutions International
PSIX
$642M
$133K ﹤0.01%
15,339
-967
-6% -$8.38K
I
3271
DELISTED
INTELSAT S. A.
I
$133K ﹤0.01%
28,286
-2,665
-9% -$10.1K
AREX
3272
DELISTED
Approach Resources Inc.
AREX
$132K ﹤0.01%
52,486
+64
+0.1% +$176
SRGA
3273
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$131K ﹤0.01%
959
+24
+3% +$3.62K
NVGS icon
3274
Navigator Holdings
NVGS
$1.34B
$130K ﹤0.01%
+11,751
New +$122K
IOVA icon
3275
Iovance Biotherapeutics
IOVA
$2.09B
$128K ﹤0.01%
16,478
-544
-3% -$3.44K
129 130
131
132 133

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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.