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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
FMSA
2726
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$715K ﹤0.01%
149,641
-21,781
-13% -$70.5K
OKSB
2727
DELISTED
Southwest Bancorp Inc/OK
OKSB
$715K ﹤0.01%
25,942
+3,288
+15% +$84.4K
DEA
2728
Easterly Government Properties
DEA
$1.16B
$714K ﹤0.01%
13,809
+254
+2% +$12.8K
BBT.PRH
2729
DELISTED
BB&T Corporation
BBT.PRH
$714K ﹤0.01%
26,773
+713
+3% +$19K
ETSY icon
2730
Etsy
ETSY
$8.12B
$711K ﹤0.01%
42,122
+3,062
+8% +$48.3K
TOTL icon
2731
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.1B
$710K ﹤0.01%
14,409
+5,437
+61% +$268K
FWONA icon
2732
Liberty Media Series A
FWONA
$23.4B
$709K ﹤0.01%
20,304
+1,165
+6% +$39K
JPM.PRF.CL
2733
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$707K ﹤0.01%
26,428
+614
+2% +$16.5K
TSEM icon
2734
Tower Semiconductor
TSEM
$21.2B
$706K ﹤0.01%
22,954
+12,751
+125% +$348K
KRNT icon
2735
Kornit Digital
KRNT
$677M
$705K ﹤0.01%
46,078
-32,403
-41% -$591K
CGI
2736
DELISTED
Celadon Group Inc
CGI
$703K ﹤0.01%
104,147
-56,150
-35% -$265K
PFBC icon
2737
Preferred Bank
PFBC
$1.24B
$702K ﹤0.01%
11,630
-22,112
-66% -$1.22M
MCHI icon
2738
iShares MSCI China ETF
MCHI
$6.23B
$700K ﹤0.01%
11,098
+2,143
+24% +$129K
ZTO icon
2739
ZTO Express
ZTO
$18.2B
$696K ﹤0.01%
49,590
+3,438
+7% +$49.6K
VRA icon
2740
Vera Bradley
VRA
$98.7M
$694K ﹤0.01%
78,752
-7,290
-8% -$68.1K
BMTC
2741
DELISTED
Bryn Mawr Bank Corp
BMTC
$693K ﹤0.01%
15,824
+3,345
+27% +$140K
SCIU
2742
DELISTED
Global X Scientific Beta US ETF
SCIU
$691K ﹤0.01%
+23,370
New +$679K
EPOL icon
2743
iShares MSCI Poland ETF
EPOL
$680M
$689K ﹤0.01%
25,965
-9,763
-27% -$254K
ORC
2744
Orchid Island Capital
ORC
$1.31B
$687K ﹤0.01%
13,486
+4,167
+45% +$205K
SCOR icon
2745
Comscore
SCOR
$113M
$684K ﹤0.01%
1,190
-6
-0.5% -$3.45K
SQBG
2746
DELISTED
Sequential Brands Group, Inc.
SQBG
$682K ﹤0.01%
5,702
+344
+6% +$41.3K
EVRI
2747
DELISTED
Everi Holdings
EVRI
$681K ﹤0.01%
89,761
+16,491
+23% +$124K
ELF icon
2748
e.l.f. Beauty
ELF
$4.77B
$676K ﹤0.01%
29,973
-8,757
-23% -$202K
CSII
2749
DELISTED
Cardiovascular Systems, Inc.
CSII
$674K ﹤0.01%
23,950
-35,904
-60% -$1.09M
COF.PRD.CL
2750
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$673K ﹤0.01%
24,781
+701
+3% +$19.1K
108 109
110
111 112

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.