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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
KBH icon
1701
KB Home
KBH
$3.45B
$4.02M ﹤0.01%
166,698
+12,668
+8% +$285K
NTRI
1702
DELISTED
NutriSystem, Inc.
NTRI
$4.02M ﹤0.01%
71,911
-23,588
-25% -$1.28M
HELE icon
1703
Helen of Troy
HELE
$649M
$4.01M ﹤0.01%
41,412
+5,437
+15% +$523K
GCO icon
1704
Genesco
GCO
$429M
$4.01M ﹤0.01%
150,738
+37,780
+33% +$1.07M
SM icon
1705
SM Energy
SM
$7.58B
$4M ﹤0.01%
225,584
+21,214
+10% +$332K
AKO.B icon
1706
Embotelladora Andina Series B
AKO.B
$4.72B
$4M ﹤0.01%
145,296
+1,774
+1% +$47.9K
AX icon
1707
Axos Financial
AX
$5.6B
$4M ﹤0.01%
140,418
+35,703
+34% +$933K
KN icon
1708
Knowles
KN
$3.08B
$4M ﹤0.01%
261,728
-1,767
-0.7% -$27.1K
CADE
1709
DELISTED
Cadence Bank
CADE
$4M ﹤0.01%
124,658
+12,762
+11% +$382K
TPC
1710
Tutor Perini Cor
TPC
$4.38B
$3.98M ﹤0.01%
140,334
-16,424
-10% -$442K
FM
1711
DELISTED
iShares Frontier and Select EM ETF
FM
$3.98M ﹤0.01%
127,193
+1,586
+1% +$47.7K
HGV icon
1712
Hilton Grand Vacations
HGV
$3.64B
$3.97M ﹤0.01%
102,869
+53,829
+110% +$1.95M
CCU icon
1713
Compañía de Cervecerías Unidas
CCU
$2.16B
$3.97M ﹤0.01%
147,367
+31,304
+27% +$841K
WFT
1714
DELISTED
Weatherford International plc
WFT
$3.96M ﹤0.01%
863,757
+261,807
+43% +$1.08M
FIBK icon
1715
First Interstate BancSystem
FIBK
$3.74B
$3.95M ﹤0.01%
103,358
+14,979
+17% +$543K
MTRN icon
1716
Materion
MTRN
$4.33B
$3.95M ﹤0.01%
91,575
+13,838
+18% +$530K
BSMX
1717
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$3.95M ﹤0.01%
391,251
-26,662
-6% -$273K
IBP icon
1718
Installed Building Products
IBP
$6.07B
$3.95M ﹤0.01%
60,898
+16,017
+36% +$898K
GOV
1719
DELISTED
Government Properties Income Trust
GOV
$3.94M ﹤0.01%
209,760
-464
-0.2% -$8.46K
MZTI
1720
The Marzetti Company
MZTI
$2.95B
$3.94M ﹤0.01%
32,765
-2,518
-7% -$304K
BRSS
1721
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$3.93M ﹤0.01%
116,316
-7,491
-6% -$230K
VRNT
1722
DELISTED
Verint Systems
VRNT
$3.93M ﹤0.01%
184,351
+20,888
+13% +$421K
DGI
1723
DELISTED
DigitalGlobe Inc.
DGI
$3.93M ﹤0.01%
111,479
-15,708
-12% -$537K
CRTO icon
1724
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$3.93M ﹤0.01%
94,662
+13,317
+16% +$635K
PIPR icon
1725
Piper Sandler
PIPR
$5.15B
$3.92M ﹤0.01%
264,536
-31,560
-11% -$466K
67 68
69
70 71

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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
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
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.