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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 Miscellaneous 16.81%
2 Financials 14.98%
3 Technology 12.88%
4 Healthcare 11.88%
5 Industrials 9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MRTN icon
2076
Marten Transport
MRTN
$1.11B
$2.42M ﹤0.01%
176,847
+2,512
+1% +$28.5K
IMKTA icon
2077
Ingles Markets
IMKTA
$1.58B
$2.42M ﹤0.01%
94,174
+1,523
+2% +$40.6K
TLRD
2078
DELISTED
Tailored Brands, Inc.
TLRD
$2.42M ﹤0.01%
167,374
+36,171
+28% +$440K
JUNO
2079
DELISTED
Juno Therapeutics, Inc.
JUNO
$2.41M ﹤0.01%
53,724
+9,975
+23% +$340K
SAFE
2080
Safehold
SAFE
$960M
$2.41M ﹤0.01%
41,916
+1,476
+4% +$84.8K
GTS
2081
DELISTED
Triple-S Management Corporation
GTS
$2.41M ﹤0.01%
106,867
+33,917
+46% +$661K
NOVT icon
2082
Novanta
NOVT
$5.05B
$2.41M ﹤0.01%
55,209
-1,106
-2% -$43K
STE icon
2083
Steris
STE
$20.3B
$2.4M ﹤0.01%
27,113
+4,428
+20% +$375K
CBZ icon
2084
CBIZ
CBZ
$2.96B
$2.39M ﹤0.01%
147,238
+1,783
+1% +$26.9K
BLDR icon
2085
Builders FirstSource
BLDR
$6.21B
$2.39M ﹤0.01%
132,973
+40,309
+44% +$650K
TGH
2086
DELISTED
Textainer Group Holdings limited
TGH
$2.39M ﹤0.01%
139,344
-12,606
-8% -$201K
KYNB
2087
Kyntra Bio
KYNB
$28.7M
$2.39M ﹤0.01%
1,776
+1,193
+205% +$1.26M
ONIT
2088
Onity Group
ONIT
$273M
$2.39M ﹤0.01%
46,284
-3,390
-7% -$148K
OEF icon
2089
CALL
iShares S&P 100 ETF
OEF
$20.3B
$2.38M ﹤0.01%
3,300
– –
KRO icon
2090
KRONOS Worldwide
KRO
$946M
$2.38M ﹤0.01%
104,232
-21,557
-17% -$443K
LMNX
2091
DELISTED
Luminex Corp
LMNX
$2.38M ﹤0.01%
117,054
-5,934
-5% -$118K
CVNA icon
2092
Carvana
CVNA
$47.4B
$2.38M ﹤0.01%
+809,515
New +$2.95M
CUTR
2093
DELISTED
Cutera, Inc.
CUTR
$2.38M ﹤0.01%
57,483
-4,967
-8% -$164K
TKC icon
2094
Turkcell
TKC
$4.44B
$2.37M ﹤0.01%
268,832
+33,613
+14% +$301K
BKS
2095
DELISTED
Barnes & Noble
BKS
$2.37M ﹤0.01%
311,807
+45,232
+17% +$337K
UBA
2096
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$2.36M ﹤0.01%
108,880
+16,376
+18% +$342K
EPE
2097
DELISTED
EP Energy Corporation
EPE
$2.36M ﹤0.01%
723,215
-64,032
-8% -$209K
ORBK
2098
DELISTED
Orbotech Ltd
ORBK
$2.35M ﹤0.01%
55,760
-14,059
-20% -$537K
ICFI icon
2099
ICF International
ICFI
$1.55B
$2.35M ﹤0.01%
43,621
-21,429
-33% -$1.01M
MAGN
2100
Magnera Corp
MAGN
$417M
$2.35M ﹤0.01%
9,293
-714
-7% -$170K
82 83
84
85 86

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MCM
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PSUF
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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 Miscellaneous at 17% of assets, up from 16% a quarter earlier, followed by Financials and Technology.

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.