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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
TDOC icon
2176
Teladoc Health
TDOC
$1.66B
$2.02M ﹤0.01%
60,883
+466
+0.8% +$15.3K
COHU icon
2177
Cohu
COHU
$1.86B
$2.01M ﹤0.01%
84,450
+56,838
+206% +$1.07M
AVDL
2178
DELISTED
Avadel Pharmaceuticals
AVDL
$2.01M ﹤0.01%
191,619
-38,982
-17% -$372K
EFSC icon
2179
Enterprise Financial Services Corp
EFSC
$2.4B
$2.01M ﹤0.01%
47,477
+12,620
+36% +$499K
PMM
2180
Franklin Managed Municipal Income Trust
PMM
$270M
$2.01M ﹤0.01%
266,056
-83,236
-24% -$631K
RSO
2181
DELISTED
Resource Capital Corp.
RSO
$2.01M ﹤0.01%
186,387
-7,217
-4% -$74.3K
CHEF icon
2182
Chefs' Warehouse
CHEF
$4.31B
$2.01M ﹤0.01%
104,025
+21,215
+26% +$339K
XPRO icon
2183
Expro Ltd
XPRO
$1.64B
$2.01M ﹤0.01%
43,352
-3,974
-8% -$178K
HCCI
2184
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$2.01M ﹤0.01%
92,314
-31,968
-26% -$596K
SD icon
2185
SandRidge Energy
SD
$503M
$2M ﹤0.01%
+99,550
New +$1.85M
IPAR icon
2186
Interparfums
IPAR
$4.07B
$2M ﹤0.01%
48,389
+1,287
+3% +$49.7K
EXA
2187
DELISTED
EXA Corporation
EXA
$2M ﹤0.01%
82,548
+9,956
+14% +$145K
DDD icon
2188
3D Systems Corp
DDD
$405M
$1.99M ﹤0.01%
148,668
-16,161
-10% -$237K
TTI icon
2189
TETRA Technologies
TTI
$1.08B
$1.99M ﹤0.01%
694,679
+28,759
+4% +$70.5K
BRFS
2190
DELISTED
BRF SA
BRFS
$1.98M ﹤0.01%
137,566
+35,322
+35% +$460K
MHO icon
2191
M/I Homes
MHO
$3.95B
$1.98M ﹤0.01%
73,960
+13,979
+23% +$362K
QDEL icon
2192
QuidelOrtho
QDEL
$1.13B
$1.98M ﹤0.01%
45,020
+19,043
+73% +$663K
AEGN
2193
DELISTED
Aegion Corp
AEGN
$1.97M ﹤0.01%
84,775
-3,983
-4% -$87.7K
ECHO
2194
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.97M ﹤0.01%
104,591
+31,657
+43% +$518K
SHEN icon
2195
Shenandoah Telecom
SHEN
$678M
$1.97M ﹤0.01%
52,919
-3,732
-7% -$127K
PRSU
2196
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$1.97M ﹤0.01%
32,304
-21,149
-40% -$1.12M
RNST icon
2197
Renasant Corp
RNST
$4.01B
$1.96M ﹤0.01%
45,683
-12,306
-21% -$507K
WWE
2198
DELISTED
World Wrestling Entertainment
WWE
$1.96M ﹤0.01%
83,190
+967
+1% +$20.8K
PAHC icon
2199
Phibro Animal Health
PAHC
$1.5B
$1.95M ﹤0.01%
52,748
+16,432
+45% +$617K
CLDT
2200
Chatham Lodging
CLDT
$632M
$1.95M ﹤0.01%
91,588
+25,016
+38% +$510K
86 87
88
89 90

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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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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.