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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
STWD icon
776
Starwood Property Trust
STWD
$6.18B
$14.9M 0.02%
687,519
+42,076
+7% +$927K
HHH icon
777
Howard Hughes
HHH
$4B
$14.9M 0.02%
132,768
+8,517
+7% +$973K
IART icon
778
Integra LifeSciences
IART
$1.54B
$14.9M 0.02%
294,754
-57,002
-16% -$2.93M
SANM icon
779
Sanmina
SANM
$9.24B
$14.9M 0.02%
400,195
-34,781
-8% -$1.3M
MMS icon
780
Maximus
MMS
$3.31B
$14.9M 0.02%
230,244
+14,289
+7% +$876K
AMN icon
781
AMN Healthcare
AMN
$1.35B
$14.8M 0.02%
324,893
+321
+0.1% +$12.3K
GOLD
782
DELISTED
Randgold Resources Ltd
GOLD
$14.8M 0.02%
151,565
+13,291
+10% +$1.28M
AGO icon
783
Assured Guaranty
AGO
$3.79B
$14.8M 0.02%
392,052
+58,705
+18% +$2.51M
TXNM
784
TXNM Energy Inc
TXNM
$6.43B
$14.7M 0.02%
365,898
-31,818
-8% -$1.29M
HOLX
785
DELISTED
Hologic
HOLX
$14.7M 0.02%
401,254
-11,049
-3% -$446K
IGSB icon
786
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$14.7M 0.02%
279,276
– –
MBFI
787
DELISTED
MB Financial Corp
MBFI
$14.7M 0.02%
326,526
+111,338
+52% +$4.61M
GRFS
788
Grifois
GRFS
$5.44B
$14.7M 0.02%
670,604
+22,782
+4% +$473K
SLG icon
789
SL Green Realty
SLG
$3.77B
$14.7M 0.02%
149,377
-14,876
-9% -$1.44M
LFUS icon
790
Littelfuse
LFUS
$9.91B
$14.6M 0.02%
74,357
+1,200
+2% +$218K
NDAQ icon
791
Nasdaq
NDAQ
$53.6B
$14.6M 0.02%
562,974
+36,882
+7% +$916K
EON
792
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$14.6M 0.02%
1,278,698
+241,701
+23% +$2.75M
ATR icon
793
AptarGroup
ATR
$8.8B
$14.5M 0.02%
168,524
+7,836
+5% +$666K
VER
794
DELISTED
VEREIT, Inc.
VER
$14.5M 0.02%
350,689
-13,053
-4% -$550K
LUX
795
DELISTED
Luxottica Group
LUX
$14.5M 0.02%
260,790
+13,696
+6% +$763K
HE icon
796
Hawaiian Electric Industries
HE
$2.28B
$14.5M 0.02%
435,253
+39,948
+10% +$1.32M
BAH icon
797
Booz Allen Hamilton
BAH
$8.8B
$14.5M 0.02%
388,335
+1,235
+0.3% +$42.4K
SNA icon
798
Snap-on
SNA
$21.7B
$14.5M 0.02%
97,391
+12,595
+15% +$1.89M
FFIV icon
799
F5
FFIV
$22.9B
$14.5M 0.02%
120,189
-2,730
-2% -$330K
SEE
800
DELISTED
Sealed Air
SEE
$14.5M 0.02%
338,547
+25,325
+8% +$1.12M
30 31
32
33 34

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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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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.