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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
PFSI icon
2226
PennyMac Financial
PFSI
$4.47B
$1.88M ﹤0.01%
105,395
+21,207
+25% +$366K
FND icon
2227
Floor & Decor
FND
$6.03B
$1.87M ﹤0.01%
+48,093
New +$1.78M
QTS
2228
DELISTED
QTS REALTY TRUST, INC.
QTS
$1.87M ﹤0.01%
35,668
+4,056
+13% +$216K
VRTV
2229
DELISTED
VERITIV CORPORATION
VRTV
$1.87M ﹤0.01%
57,459
+3,939
+7% +$132K
WMC
2230
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$1.86M ﹤0.01%
17,782
-1,274
-7% -$133K
ZNH
2231
DELISTED
China Southern Airlines Company Limited
ZNH
$1.86M ﹤0.01%
54,112
+7,304
+16% +$281K
KNL
2232
DELISTED
Knoll, Inc.
KNL
$1.86M ﹤0.01%
92,972
+13,268
+17% +$249K
RM icon
2233
Regional Management Corp
RM
$390M
$1.86M ﹤0.01%
76,730
-4,339
-5% -$101K
GPRE icon
2234
Green Plains
GPRE
$1.15B
$1.85M ﹤0.01%
92,009
+1,160
+1% +$22.1K
SONC
2235
DELISTED
Sonic Corp
SONC
$1.85M ﹤0.01%
72,528
-27,649
-28% -$673K
UA icon
2236
Under Armour Class C
UA
$2.95B
$1.84M ﹤0.01%
122,713
-30,330
-20% -$511K
SUBC
2237
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.84M ﹤0.01%
111,766
+9,055
+9% +$149K
MTSC
2238
DELISTED
MTS Systems Corp
MTSC
$1.84M ﹤0.01%
34,471
-2,831
-8% -$143K
RGS icon
2239
Regis Corp
RGS
$68.4M
$1.83M ﹤0.01%
6,423
-241
-4% -$55.5K
SCD
2240
LMP Capital and Income Fund
SCD
$351M
$1.83M ﹤0.01%
126,083
+3,615
+3% +$51.7K
NVEE
2241
DELISTED
NV5 Global
NVEE
$1.83M ﹤0.01%
134,044
+36,148
+37% +$409K
SFBS
2242
ServisFirst Bancshares
SFBS
$4.9B
$1.83M ﹤0.01%
47,137
+5,026
+12% +$179K
ZUMZ icon
2243
Zumiez
ZUMZ
$330M
$1.83M ﹤0.01%
101,149
+39,824
+65% +$542K
ALX
2244
Alexander's
ALX
$1.36B
$1.83M ﹤0.01%
4,308
+215
+5% +$90.7K
RDUS
2245
DELISTED
Radius Recycling
RDUS
$1.82M ﹤0.01%
64,847
-17,053
-21% -$447K
SFL icon
2246
SFL Corp
SFL
$1.61B
$1.82M ﹤0.01%
125,891
+38,636
+44% +$527K
FIT
2247
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.82M ﹤0.01%
262,263
+150,929
+136% +$878K
AHRT
2248
AH Realty Trust
AHRT
$536M
$1.82M ﹤0.01%
131,479
-43,832
-25% -$585K
PSMT icon
2249
Pricesmart
PSMT
$5.94B
$1.81M ﹤0.01%
20,339
+1,137
+6% +$95.3K
LTXB
2250
DELISTED
LegacyTexas Financial Group Inc
LTXB
$1.81M ﹤0.01%
45,460
+10,425
+30% +$392K
88 89
90
91 92

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MCM
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PSUF
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SCC
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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 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.