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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
UHAL icon
2026
U-Haul Holding Co
UHAL
$14B
$2.57M ﹤0.01%
68,460
+2,030
+3% +$75.8K
UHT
2027
Universal Health Realty Income Trust
UHT
$621M
$2.57M ﹤0.01%
33,988
-2,299
-6% -$177K
PMC
2028
DELISTED
PharMerica Corporation
PMC
$2.56M ﹤0.01%
87,400
+2,775
+3% +$77.7K
SNEX icon
2029
StoneX
SNEX
$8.72B
$2.56M ﹤0.01%
337,957
-69,114
-17% -$506K
BBT
2030
Beacon Financial Corp
BBT
$2.5B
$2.56M ﹤0.01%
65,968
-10,909
-14% -$385K
HTH icon
2031
Hilltop Holdings
HTH
$2.26B
$2.55M ﹤0.01%
98,027
-12,123
-11% -$304K
UVSP icon
2032
Univest Financial
UVSP
$1.23B
$2.55M ﹤0.01%
79,668
-15,017
-16% -$448K
CTBI icon
2033
Community Trust Bancorp
CTBI
$1.42B
$2.55M ﹤0.01%
54,774
-4,527
-8% -$195K
KOS icon
2034
Kosmos Energy
KOS
$1.47B
$2.54M ﹤0.01%
319,248
+26,969
+9% +$186K
MATW icon
2035
Matthews International
MATW
$887M
$2.54M ﹤0.01%
40,827
-3,417
-8% -$213K
VTLE
2036
DELISTED
Vital Energy
VTLE
$2.54M ﹤0.01%
9,815
+1,459
+17% +$353K
AORT icon
2037
Artivion
AORT
$1.34B
$2.54M ﹤0.01%
111,780
-15,426
-12% -$311K
AVX
2038
DELISTED
AVX Corporation
AVX
$2.54M ﹤0.01%
139,110
-8,469
-6% -$147K
KTOS icon
2039
Kratos Defense & Security Solutions
KTOS
$8.23B
$2.53M ﹤0.01%
193,506
-25,074
-11% -$309K
SNR
2040
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.53M ﹤0.01%
276,114
-7,557
-3% -$72.6K
CWEN icon
2041
Clearway Energy Class C
CWEN
$4.79B
$2.52M ﹤0.01%
130,756
-2,185
-2% -$40.4K
LGIH icon
2042
LGI Homes
LGIH
$1.35B
$2.52M ﹤0.01%
51,826
+33,987
+191% +$1.51M
FRPT icon
2043
Freshpet
FRPT
$3.04B
$2.52M ﹤0.01%
160,795
-5,842
-4% -$94.1K
RMBS icon
2044
Rambus
RMBS
$8.98B
$2.52M ﹤0.01%
188,357
+29,724
+19% +$382K
JRI icon
2045
Nuveen Real Asset Income & Growth Fund
JRI
$350M
$2.51M ﹤0.01%
+139,603
New +$2.52M
PEGI
2046
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$2.51M ﹤0.01%
104,247
+1,474
+1% +$36.6K
ALG icon
2047
Alamo Group
ALG
$1.91B
$2.51M ﹤0.01%
23,383
+6,545
+39% +$613K
KLIC icon
2048
Kulicke & Soffa
KLIC
$4.34B
$2.51M ﹤0.01%
116,434
+9,980
+9% +$200K
DNOW icon
2049
DNOW Inc
DNOW
$2.44B
$2.51M ﹤0.01%
181,519
-36,568
-17% -$498K
MED icon
2050
Medifast
MED
$107M
$2.51M ﹤0.01%
42,229
-1,409
-3% -$70.1K
80 81
82
83 84

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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.