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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
OMER icon
2351
Omeros
OMER
$845M
$1.49M ﹤0.01%
68,923
+18
+0% +$381
CWST icon
2352
Casella Waste Systems
CWST
$5.76B
$1.49M ﹤0.01%
79,206
-9,597
-11% -$163K
VALE.P
2353
DELISTED
Vale S A
VALE.P
$1.48M ﹤0.01%
158,139
+30,345
+24% +$285K
RGEN icon
2354
Repligen
RGEN
$6.91B
$1.48M ﹤0.01%
38,518
+2,382
+7% +$99.8K
MGI
2355
DELISTED
MoneyGram International, Inc. New
MGI
$1.48M ﹤0.01%
91,621
-19,833
-18% -$321K
HMHC
2356
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.48M ﹤0.01%
122,383
-70,313
-36% -$791K
CNH
2357
CNH Industrial
CNH
$13.3B
$1.47M ﹤0.01%
141,006
-414
-0.3% -$4.17K
MX
2358
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.47M ﹤0.01%
161,357
+25,152
+18% +$229K
CTWS
2359
DELISTED
Connecticut Water Service Inc
CTWS
$1.47M ﹤0.01%
24,798
+1,771
+8% +$99.6K
CHA
2360
DELISTED
China Telecom Corporation, LTD
CHA
$1.47M ﹤0.01%
28,746
-1,333
-4% -$65.3K
USPH icon
2361
US Physical Therapy
USPH
$1.22B
$1.47M ﹤0.01%
23,871
+632
+3% +$38.5K
CVGW
2362
DELISTED
Calavo Growers
CVGW
$1.47M ﹤0.01%
20,021
+700
+4% +$49.6K
WIX icon
2363
WIX.com
WIX
$2.56B
$1.47M ﹤0.01%
20,405
+4,364
+27% +$290K
USNA icon
2364
Usana Health Sciences
USNA
$419M
$1.46M ﹤0.01%
25,287
-1,275
-5% -$75.3K
W icon
2365
Wayfair
W
$11.8B
$1.46M ﹤0.01%
21,635
-14,288
-40% -$1.06M
THFF icon
2366
First Financial Corp
THFF
$948M
$1.45M ﹤0.01%
30,471
-12,207
-29% -$553K
ONCE
2367
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$1.45M ﹤0.01%
+16,226
New +$1.23M
IMGN
2368
DELISTED
Immunogen Inc
IMGN
$1.45M ﹤0.01%
189,008
+100,455
+113% +$667K
FPO
2369
DELISTED
First Potomac Realty Trust
FPO
$1.44M ﹤0.01%
129,489
+1,808
+1% +$20.1K
WSBC icon
2370
WesBanco
WSBC
$4.02B
$1.44M ﹤0.01%
35,151
-5,363
-13% -$206K
CUBI icon
2371
Customers Bancorp
CUBI
$2.66B
$1.44M ﹤0.01%
44,175
-18,515
-30% -$534K
AGIO icon
2372
Agios Pharmaceuticals
AGIO
$2.08B
$1.44M ﹤0.01%
21,565
+1,200
+6% +$72.1K
VIA
2373
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.43M ﹤0.01%
19,095
-4,226
-18% -$379K
FOXF icon
2374
Fox Factory Holding Corp
FOXF
$794M
$1.43M ﹤0.01%
33,198
+12,674
+62% +$492K
TESO
2375
DELISTED
Tesco Corp
TESO
$1.43M ﹤0.01%
262,522
+67,530
+35% +$310K
93 94
95
96 97

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MCM
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PSUF
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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.