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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
INOV
2301
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$1.63M ﹤0.01%
95,441
+14,476
+18% +$203K
PERY
2302
DELISTED
Perry Ellis International Inc
PERY
$1.63M ﹤0.01%
68,780
-14,774
-18% -$300K
AZZ icon
2303
AZZ Inc
AZZ
$4.24B
$1.63M ﹤0.01%
33,387
+2,063
+7% +$103K
EGL
2304
DELISTED
Engility Holdings, Inc.
EGL
$1.63M ﹤0.01%
46,883
+4,493
+11% +$137K
FN icon
2305
Fabrinet
FN
$14.9B
$1.62M ﹤0.01%
43,694
-11,083
-20% -$453K
USMV icon
2306
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
$1.62M ﹤0.01%
32,106
+4,802
+18% +$239K
SPOK icon
2307
Spok Holdings
SPOK
$229M
$1.61M ﹤0.01%
104,994
-24,889
-19% -$407K
SRCE icon
2308
1st Source
SRCE
$2.17B
$1.61M ﹤0.01%
31,662
-931
-3% -$44.6K
TBX icon
2309
ProShares Short 7-10 Year Treasury
TBX
$15.8M
$1.6M ﹤0.01%
56,716
-647
-1% -$18.1K
KG
2310
Kestrel Group
KG
$66.1M
$1.6M ﹤0.01%
10,042
-5,364
-35% -$949K
AVXS
2311
DELISTED
AveXis, Inc. Common Stock
AVXS
$1.6M ﹤0.01%
16,505
-4,438
-21% -$400K
AXGN icon
2312
Axogen
AXGN
$2.2B
$1.6M ﹤0.01%
82,502
-1,894
-2% -$31.8K
BVN icon
2313
Compañía de Minas Buenaventura
BVN
$7.68B
$1.6M ﹤0.01%
124,748
+6,684
+6% +$84.4K
IWO icon
2314
iShares Russell 2000 Growth ETF
IWO
$14.1B
$1.59M ﹤0.01%
8,902
+47
+0.5% +$7.98K
SPPI
2315
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$1.59M ﹤0.01%
113,049
+9,114
+9% +$82.5K
IBTX
2316
DELISTED
Independent Bank Group, Inc.
IBTX
$1.59M ﹤0.01%
26,385
-13,256
-33% -$771K
CIR
2317
DELISTED
CIRCOR International, Inc
CIR
$1.59M ﹤0.01%
29,189
-16,967
-37% -$884K
ZG icon
2318
Zillow
ZG
$7.85B
$1.59M ﹤0.01%
39,499
+5,217
+15% +$221K
ENIC icon
2319
Enel Chile
ENIC
$6.03B
$1.58M ﹤0.01%
264,060
+2,873
+1% +$16.4K
WIFI
2320
DELISTED
Boingo Wireless, Inc.
WIFI
$1.58M ﹤0.01%
74,123
+5,701
+8% +$105K
HALO icon
2321
Halozyme
HALO
$9.88B
$1.58M ﹤0.01%
91,092
+36,158
+66% +$490K
GSM icon
2322
FerroAtlántica
GSM
$590M
$1.58M ﹤0.01%
120,018
-32,978
-22% -$428K
LORL
2323
DELISTED
Loral Space and Communications, Inc.
LORL
$1.57M ﹤0.01%
31,780
+7,335
+30% +$330K
GOOD
2324
Gladstone Commercial Corp
GOOD
$623M
$1.57M ﹤0.01%
70,592
-2,403
-3% -$51.2K
CCC
2325
DELISTED
Calgon Carbon Corp
CCC
$1.57M ﹤0.01%
73,224
-9,558
-12% -$144K
91 92
93
94 95

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AF
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MCM
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PSUF
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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.