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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
SGEN
1751
DELISTED
Seagen Inc. Common Stock
SGEN
$3.8M ﹤0.01%
69,918
-4,282
-6% -$219K
MINI
1752
DELISTED
Mobile Mini Inc
MINI
$3.8M ﹤0.01%
110,334
+6,825
+7% +$209K
HUBG icon
1753
HUB Group
HUBG
$2.78B
$3.79M ﹤0.01%
176,716
+55,532
+46% +$1.06M
CHDN icon
1754
Churchill Downs
CHDN
$5.76B
$3.79M ﹤0.01%
110,412
+13,380
+14% +$428K
VISN
1755
Vistance Networks Inc
VISN
$2.64B
$3.79M ﹤0.01%
114,194
-28,946
-20% -$989K
MTH icon
1756
Meritage Homes
MTH
$4.72B
$3.78M ﹤0.01%
170,442
+21,244
+14% +$444K
RPT
1757
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$3.78M ﹤0.01%
290,371
-884
-0.3% -$11.8K
BLUE
1758
DELISTED
bluebird bio
BLUE
$3.77M ﹤0.01%
2,121
+404
+24% +$564K
CYS
1759
DELISTED
CYS Investments Inc.
CYS
$3.77M ﹤0.01%
435,794
-25,349
-5% -$219K
WOR icon
1760
Worthington Enterprises
WOR
$2.74B
$3.76M ﹤0.01%
132,579
-31,455
-19% -$979K
VONG icon
1761
Vanguard Russell 1000 Growth ETF
VONG
$42.5B
$3.76M ﹤0.01%
+117,216
New +$3.68M
GTLS
1762
DELISTED
Chart Industries
GTLS
$3.74M ﹤0.01%
95,361
-5,297
-5% -$186K
SPN
1763
DELISTED
Superior Energy Services, Inc.
SPN
$3.74M ﹤0.01%
35,033
-7,821
-18% -$772K
RICE
1764
DELISTED
Rice Energy Inc.
RICE
$3.74M ﹤0.01%
129,169
+22,032
+21% +$602K
FNFV
1765
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$3.73M ﹤0.01%
217,718
+50,923
+31% +$847K
BGG
1766
DELISTED
Briggs & Stratton Corp.
BGG
$3.73M ﹤0.01%
158,721
-11,623
-7% -$264K
BC icon
1767
Brunswick
BC
$5.18B
$3.73M ﹤0.01%
66,548
-1,552
-2% -$87.1K
JOYY
1768
JOYY Inc
JOYY
$3.68B
$3.71M ﹤0.01%
42,747
+5,607
+15% +$407K
ARI
1769
Apollo Commercial Real Estate
ARI
$851M
$3.7M ﹤0.01%
204,290
-2,915
-1% -$52.8K
AVP
1770
DELISTED
Avon Products, Inc.
AVP
$3.7M ﹤0.01%
1,587,103
-561,855
-26% -$1.67M
NBIX icon
1771
Neurocrine Biosciences
NBIX
$18.7B
$3.69M ﹤0.01%
60,240
+13,422
+29% +$708K
MHI
1772
DELISTED
Pioneer Municipal High Income Fund
MHI
$3.69M ﹤0.01%
306,396
+153,366
+100% +$1.85M
INVX
1773
Innovex International
INVX
$1.85B
$3.69M ﹤0.01%
83,493
-9,070
-10% -$395K
SNBR
1774
DELISTED
Sleep Number
SNBR
$3.68M ﹤0.01%
118,656
+14,432
+14% +$451K
VEON icon
1775
VEON
VEON
$3.66B
$3.68M ﹤0.01%
35,235
+6,294
+22% +$643K
69 70
71
72 73

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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.