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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
ARGO
1126
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$8.58M 0.01%
160,389
+36,602
+30% +$1.92M
GGB icon
1127
Gerdau
GGB
$9.54B
$8.56M 0.01%
3,145,610
-1,230,667
-28% -$3.46M
MASI
1128
DELISTED
Masimo
MASI
$8.56M 0.01%
98,857
-14,339
-13% -$1.27M
SPIL
1129
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$8.55M 0.01%
1,084,321
+94,915
+10% +$757K
VMW
1130
DELISTED
VMware, Inc
VMW
$8.54M 0.01%
78,162
+12,774
+20% +$1.26M
SSB icon
1131
SouthState Bank Corp
SSB
$10.3B
$8.53M 0.01%
94,748
+38,798
+69% +$3.24M
AGR
1132
DELISTED
Avangrid, Inc.
AGR
$8.53M 0.01%
179,868
+8,504
+5% +$395K
STL
1133
DELISTED
Sterling Bancorp
STL
$8.51M 0.01%
345,167
+61,518
+22% +$1.4M
BCE icon
1134
BCE
BCE
$20.8B
$8.5M 0.01%
181,529
+8,534
+5% +$400K
GEF icon
1135
Greif
GEF
$4.95B
$8.48M 0.01%
144,828
-2,773
-2% -$158K
WSO icon
1136
Watsco Inc
WSO
$13.2B
$8.47M 0.01%
52,608
+8,804
+20% +$1.33M
SNX icon
1137
TD Synnex
SNX
$19.9B
$8.44M 0.01%
133,488
-9,750
-7% -$575K
HRC
1138
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$8.43M 0.01%
113,929
-52,714
-32% -$4.06M
BKU icon
1139
Bankunited
BKU
$3.33B
$8.43M 0.01%
236,914
+82,485
+53% +$2.77M
SAIA icon
1140
Saia
SAIA
$10.5B
$8.42M 0.01%
134,465
+14,599
+12% +$804K
BOH icon
1141
Bank of Hawaii
BOH
$3.14B
$8.42M 0.01%
101,009
+3,058
+3% +$248K
ELUX
1142
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$8.41M 0.01%
123,628
+12,212
+11% +$831K
TI
1143
DELISTED
Telecom Italia
TI
$8.41M 0.01%
894,259
+186,959
+26% +$1.81M
VSM
1144
DELISTED
Versum Materials, Inc.
VSM
$8.4M 0.01%
216,447
+10,571
+5% +$378K
AVK
1145
Advent Convertible and Income Fund
AVK
$528M
$8.4M 0.01%
532,714
-77,796
-13% -$1.23M
LITE icon
1146
Lumentum
LITE
$46.9B
$8.39M 0.01%
154,428
-13,051
-8% -$759K
MAT icon
1147
Mattel
MAT
$4.47B
$8.39M 0.01%
542,080
-229,783
-30% -$4.11M
CLH icon
1148
Clean Harbors
CLH
$17.2B
$8.39M 0.01%
147,962
-3,595
-2% -$196K
BGB
1149
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$8.38M 0.01%
524,153
-184,739
-26% -$2.95M
RLJ icon
1150
RLJ Lodging Trust
RLJ
$1.88B
$8.37M 0.01%
380,360
+32,704
+9% +$674K
44 45
46
47 48

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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.