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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
FFWM
2401
DELISTED
First Foundation Inc
FFWM
$1.39M ﹤0.01%
77,415
-12,236
-14% -$207K
GPRO icon
2402
GoPro
GPRO
$120M
$1.38M ﹤0.01%
125,687
+55,073
+78% +$516K
GS.PRJ
2403
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.38M ﹤0.01%
50,764
+1,370
+3% +$37.6K
MXL icon
2404
MaxLinear
MXL
$5.19B
$1.38M ﹤0.01%
58,140
-56,713
-49% -$1.36M
ANGO icon
2405
AngioDynamics
ANGO
$605M
$1.38M ﹤0.01%
80,752
-6,524
-7% -$110K
UEIC icon
2406
Universal Electronics
UEIC
$59.2M
$1.38M ﹤0.01%
21,730
-2,893
-12% -$180K
CORR
2407
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$1.38M ﹤0.01%
38,992
+8,578
+28% +$292K
INST
2408
DELISTED
Instructure, Inc.
INST
$1.38M ﹤0.01%
41,551
+178
+0.4% +$5.5K
RYZ
2409
Ryerson Holding Corp
RYZ
$1.49B
$1.38M ﹤0.01%
126,746
-15,660
-11% -$138K
IWS icon
2410
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
$1.37M ﹤0.01%
+16,099
New +$1.35M
NRE
2411
DELISTED
NorthStar Realty Europe Corp.
NRE
$1.37M ﹤0.01%
106,604
+27,919
+35% +$353K
KERX
2412
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$1.36M ﹤0.01%
191,850
-2,288
-1% -$16.5K
NX icon
2413
Quanex
NX
$825M
$1.36M ﹤0.01%
59,295
-2,305
-4% -$47.7K
ESGR
2414
DELISTED
Enstar Group
ESGR
$1.36M ﹤0.01%
6,108
+347
+6% +$70.9K
ACTA
2415
DELISTED
Actua Corp
ACTA
$1.36M ﹤0.01%
88,776
+34,866
+65% +$459K
APEI icon
2416
American Public Education
APEI
$940M
$1.36M ﹤0.01%
64,401
-38,809
-38% -$789K
BMI icon
2417
Badger Meter
BMI
$3.87B
$1.36M ﹤0.01%
27,681
+7,909
+40% +$352K
SAGE
2418
DELISTED
Sage Therapeutics
SAGE
$1.35M ﹤0.01%
21,697
-838
-4% -$65.8K
AGD
2419
abrdn Global Dynamic Dividend Fund
AGD
$313M
$1.35M ﹤0.01%
127,033
+26,743
+27% +$278K
VIPS icon
2420
Vipshop
VIPS
$7.26B
$1.34M ﹤0.01%
152,993
-73,134
-32% -$761K
PRTK
2421
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$1.34M ﹤0.01%
53,577
-18,916
-26% -$440K
TI.A
2422
DELISTED
Telecom Italia 10 Svg
TI.A
$1.34M ﹤0.01%
178,916
+6,580
+4% +$50.9K
MOV icon
2423
Movado Group
MOV
$840M
$1.33M ﹤0.01%
47,595
-775
-2% -$19.7K
RUTH
2424
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.33M ﹤0.01%
63,520
-827
-1% -$16.7K
ITG
2425
DELISTED
Investment Technology Group Inc
ITG
$1.33M ﹤0.01%
60,097
-6,465
-10% -$135K
95 96
97
98 99

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NIPH
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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.