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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
MTW icon
2251
Manitowoc
MTW
$491M
$1.81M ﹤0.01%
50,243
-4,666
-8% -$136K
ACAD icon
2252
Acadia Pharmaceuticals
ACAD
$4.51B
$1.81M ﹤0.01%
47,977
+6,180
+15% +$201K
PBYI icon
2253
Puma Biotechnology
PBYI
$398M
$1.8M ﹤0.01%
15,028
+7,184
+92% +$668K
SABR icon
2254
Sabre
SABR
$716M
$1.8M ﹤0.01%
99,366
-14,368
-13% -$279K
SMI
2255
DELISTED
Semiconductor Manufacturing Intl
SMI
$1.8M ﹤0.01%
323,379
+161,998
+100% +$850K
FSS icon
2256
Federal Signal
FSS
$6.82B
$1.79M ﹤0.01%
84,288
+7,930
+10% +$148K
QADA
2257
DELISTED
QAD Inc.
QADA
$1.79M ﹤0.01%
52,139
-5,367
-9% -$172K
COKE icon
2258
Coca-Cola Consolidated
COKE
$12.8B
$1.79M ﹤0.01%
82,950
-3,440
-4% -$76K
YELL
2259
DELISTED
Yellow Corporation Common Stock
YELL
$1.79M ﹤0.01%
129,536
-39,906
-24% -$503K
MSTR icon
2260
Strategy Inc
MSTR
$34.1B
$1.78M ﹤0.01%
139,420
+33,880
+32% +$493K
GG
2261
DELISTED
Goldcorp Inc
GG
$1.78M ﹤0.01%
137,326
-1,561
-1% -$20.5K
MCHB
2262
Mechanics Bancorp
MCHB
$3.65B
$1.78M ﹤0.01%
65,880
+411
+0.6% +$10.7K
VKQ icon
2263
Invesco Municipal Trust
VKQ
$541M
$1.77M ﹤0.01%
+138,881
New +$1.79M
NXGN
2264
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$1.77M ﹤0.01%
112,706
-6,519
-5% -$105K
HFWA icon
2265
Heritage Financial
HFWA
$1.22B
$1.76M ﹤0.01%
59,684
+17,909
+43% +$481K
BOKF icon
2266
BOK Financial
BOKF
$8.58B
$1.76M ﹤0.01%
19,746
-31
-0.2% -$2.58K
PRTY
2267
DELISTED
Party City Holdco Inc.
PRTY
$1.76M ﹤0.01%
129,809
+5,576
+4% +$79.6K
TRQ
2268
DELISTED
Turquoise Hill Resources Ltd
TRQ
$1.76M ﹤0.01%
56,671
+5,556
+11% +$172K
EBSB
2269
DELISTED
Meridian Bancorp, Inc.
EBSB
$1.75M ﹤0.01%
93,805
-65,730
-41% -$1.15M
SODA
2270
DELISTED
SodaStream International Ltd
SODA
$1.75M ﹤0.01%
26,301
-3,355
-11% -$195K
NIE
2271
Virtus Equity & Convertible Income Fund
NIE
$714M
$1.74M ﹤0.01%
84,222
+26,348
+46% +$531K
BSBR icon
2272
Santander
BSBR
$38.2B
$1.74M ﹤0.01%
207,884
+10,463
+5% +$85.8K
MCS icon
2273
Marcus Corp
MCS
$767M
$1.74M ﹤0.01%
62,777
-13,169
-17% -$353K
MWA icon
2274
Mueller Water Products
MWA
$3.94B
$1.74M ﹤0.01%
135,844
-50,507
-27% -$600K
EVBG
2275
DELISTED
Everbridge, Inc. Common Stock
EVBG
$1.73M ﹤0.01%
65,549
-2,850
-4% -$66.7K
89 90
91
92 93

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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.