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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
ENV
1851
DELISTED
ENVESTNET, INC.
ENV
$3.3M ﹤0.01%
64,774
+29,457
+83% +$1.26M
CALY
1852
Callaway Golf Company
CALY
$3.33B
$3.3M ﹤0.01%
228,395
-13,582
-6% -$180K
LXU icon
1853
LSB Industries
LXU
$794M
$3.28M ﹤0.01%
537,495
-229,144
-30% -$1.37M
ROIC
1854
DELISTED
Retail Opportunity Investments Corp.
ROIC
$3.27M ﹤0.01%
171,926
-4,108
-2% -$81.5K
HQY icon
1855
HealthEquity
HQY
$8.44B
$3.26M ﹤0.01%
64,503
-8,740
-12% -$407K
FELE icon
1856
Franklin Electric
FELE
$4.57B
$3.26M ﹤0.01%
72,654
+1,238
+2% +$50.3K
BANC icon
1857
Banc of California
BANC
$2.91B
$3.25M ﹤0.01%
156,832
-59,227
-27% -$1.17M
SFM icon
1858
Sprouts Farmers Market
SFM
$8.17B
$3.24M ﹤0.01%
172,771
+27,280
+19% +$604K
WDFC icon
1859
WD-40
WDFC
$3.06B
$3.24M ﹤0.01%
28,971
+627
+2% +$67.7K
MANT
1860
DELISTED
Mantech International Corp
MANT
$3.24M ﹤0.01%
73,432
-3,494
-5% -$141K
CCS icon
1861
Century Communities
CCS
$1.95B
$3.24M ﹤0.01%
131,163
+14,050
+12% +$341K
MHG
1862
DELISTED
Marine Harvest ASA
MHG
$3.24M ﹤0.01%
163,207
+48,086
+42% +$954K
MCRN
1863
DELISTED
Milacron Holdings Corp.
MCRN
$3.24M ﹤0.01%
191,986
+84,554
+79% +$1.44M
IPHI
1864
DELISTED
INPHI CORPORATION
IPHI
$3.24M ﹤0.01%
81,541
+18,620
+30% +$698K
AR icon
1865
Antero Resources
AR
$10.9B
$3.22M ﹤0.01%
161,848
-40,315
-20% -$812K
MEI icon
1866
Methode Electronics
MEI
$486M
$3.22M ﹤0.01%
76,047
-24,924
-25% -$989K
KOF icon
1867
Coca-Cola Femsa
KOF
$22.9B
$3.21M ﹤0.01%
41,578
+7,810
+23% +$651K
XLF icon
1868
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$3.2M ﹤0.01%
123,679
+67,929
+122% +$1.69M
TNC icon
1869
Tennant Co
TNC
$1.41B
$3.19M ﹤0.01%
48,119
-4,565
-9% -$306K
UCTT
1870
Ultra Clean Holdings
UCTT
$3.73B
$3.19M ﹤0.01%
104,022
-2,045
-2% -$48.3K
POLY
1871
DELISTED
Plantronics, Inc.
POLY
$3.19M ﹤0.01%
72,027
+322
+0.4% +$14.8K
KND
1872
DELISTED
Kindred Healthcare
KND
$3.17M ﹤0.01%
465,567
-153,208
-25% -$1.3M
ALGT icon
1873
Allegiant Air
ALGT
$2.66B
$3.16M ﹤0.01%
24,019
-1,549
-6% -$199K
FSP
1874
Franklin Street Properties
FSP
$48.1M
$3.16M ﹤0.01%
297,879
-63,026
-17% -$650K
MOD icon
1875
Modine Manufacturing
MOD
$10.3B
$3.16M ﹤0.01%
164,028
-13,555
-8% -$227K
73 74
75
76 77

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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.