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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
PLAY icon
1276
Dave & Buster's
PLAY
$357M
$7M 0.01%
133,397
-47,891
-26% -$2.85M
CONN
1277
DELISTED
Conn's Inc.
CONN
$6.98M 0.01%
247,984
+85,521
+53% +$1.79M
EXAS
1278
DELISTED
Exact Sciences
EXAS
$6.95M 0.01%
147,509
+9,845
+7% +$396K
TELN
1279
DELISTED
TELENOR ASA
TELN
$6.95M 0.01%
328,507
+35,255
+12% +$746K
ROG icon
1280
Rogers Corp
ROG
$2.09B
$6.93M 0.01%
51,992
+2,232
+4% +$264K
HMN icon
1281
Horace Mann Educators
HMN
$2.11B
$6.92M 0.01%
175,966
-28,185
-14% -$1.04M
PLNT icon
1282
Planet Fitness
PLNT
$4.45B
$6.92M 0.01%
256,497
+21,359
+9% +$519K
ACC
1283
DELISTED
American Campus Communities, Inc.
ACC
$6.92M 0.01%
156,700
+5,708
+4% +$270K
BGS icon
1284
B&G Foods
BGS
$303M
$6.88M 0.01%
215,915
+25,478
+13% +$837K
PINC
1285
DELISTED
Premier
PINC
$6.87M 0.01%
211,029
+24,517
+13% +$832K
TIMB icon
1286
TIM SA
TIMB
$9.1B
$6.86M 0.01%
375,505
+26,046
+7% +$452K
ZNGA
1287
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$6.86M 0.01%
1,813,364
+13,680
+0.8% +$50.4K
CAE icon
1288
CAE Inc. Common Shares
CAE
$8.44B
$6.85M 0.01%
390,623
+38,298
+11% +$646K
MDR
1289
DELISTED
McDermott International
MDR
$6.84M 0.01%
313,808
+26,765
+9% +$537K
CIB icon
1290
Grupo Cibest SA
CIB
$21.2B
$6.84M 0.01%
149,309
+22,618
+18% +$1.02M
OHI icon
1291
Omega Healthcare
OHI
$15.3B
$6.84M 0.01%
214,274
-8,848
-4% -$284K
HDS
1292
DELISTED
HD Supply Holdings, Inc.
HDS
$6.83M 0.01%
189,478
+16,275
+9% +$523K
CMPR icon
1293
Cimpress
CMPR
$2.37B
$6.83M 0.01%
69,944
+14,109
+25% +$1.31M
SUM
1294
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$6.83M 0.01%
219,859
+45,379
+26% +$1.29M
ATW
1295
DELISTED
Atwood Oceanics
ATW
$6.82M 0.01%
726,435
-28,917
-4% -$218K
CMP icon
1296
Compass Minerals
CMP
$1.23B
$6.81M 0.01%
104,948
-9,517
-8% -$636K
TSE
1297
DELISTED
Trinseo
TSE
$6.81M 0.01%
101,467
+14,108
+16% +$939K
KLXI
1298
DELISTED
KLX Inc.
KLXI
$6.81M 0.01%
152,554
-9,176
-6% -$390K
VMI icon
1299
Valmont Industries
VMI
$8.81B
$6.8M 0.01%
43,032
+6,160
+17% +$928K
ITGR icon
1300
Integer Holdings
ITGR
$3.39B
$6.79M 0.01%
132,849
+420
+0.3% +$19.2K
50 51
52
53 54

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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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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.