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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
PRGS icon
1351
Progress Software
PRGS
$1.75B
$6.29M 0.01%
164,734
-7,805
-5% -$261K
DAI
1352
DELISTED
DAIMLER AG
DAI
$6.29M 0.01%
78,910
+10,708
+16% +$853K
LVNTA
1353
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$6.26M 0.01%
108,796
+6,146
+6% +$356K
GRPN icon
1354
Groupon
GRPN
$1.03B
$6.26M 0.01%
60,173
-575
-0.9% -$47.5K
BKH icon
1355
Black Hills Corp
BKH
$5.55B
$6.25M 0.01%
90,713
+3,618
+4% +$251K
DK icon
1356
Delek US
DK
$3.98B
$6.24M 0.01%
233,559
+13,831
+6% +$346K
ANET icon
1357
Arista Networks
ANET
$199B
$6.24M 0.01%
526,736
+14,832
+3% +$155K
AZTA icon
1358
Azenta
AZTA
$1.3B
$6.24M 0.01%
205,598
+26,158
+15% +$673K
SBNY
1359
DELISTED
Signature Bank
SBNY
$6.23M 0.01%
48,662
-356
-0.7% -$46.7K
AKR icon
1360
Acadia Realty Trust
AKR
$3.11B
$6.23M 0.01%
217,679
+56,386
+35% +$1.63M
GBX icon
1361
The Greenbrier Companies
GBX
$1.57B
$6.23M 0.01%
129,370
-12,119
-9% -$538K
NPO icon
1362
Enpro
NPO
$6.26B
$6.19M 0.01%
76,906
+1,594
+2% +$116K
WLK icon
1363
Westlake Corp
WLK
$9.26B
$6.19M 0.01%
74,480
+4,035
+6% +$296K
FUL icon
1364
H.B. Fuller
FUL
$3B
$6.17M 0.01%
106,322
+333
+0.3% +$17.4K
SRPT icon
1365
Sarepta Therapeutics
SRPT
$1.64B
$6.17M 0.01%
136,098
+26,280
+24% +$1.05M
DMC
1366
Del Monte Corp
DMC
$1.42B
$6.17M 0.01%
135,690
-14,347
-10% -$697K
SID icon
1367
Companhia Siderúrgica Nacional
SID
$1.37B
$6.17M 0.01%
2,082,644
-12,889
-0.6% -$34.6K
SHO icon
1368
Sunstone Hotel Investors
SHO
$2.19B
$6.16M 0.01%
383,432
+14,533
+4% +$231K
SVU
1369
DELISTED
SUPERVALU Inc.
SVU
$6.16M 0.01%
283,231
+10,465
+4% +$232K
GVA icon
1370
Granite Construction
GVA
$5.16B
$6.15M 0.01%
106,201
-28,174
-21% -$1.49M
ATH
1371
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$6.15M 0.01%
114,183
+16,717
+17% +$865K
VG
1372
DELISTED
Vonage Holdings Corporation
VG
$6.14M 0.01%
754,907
+10,640
+1% +$80.1K
VIV icon
1373
Telefônica Brasil
VIV
$20.4B
$6.14M 0.01%
387,838
-34,334
-8% -$521K
ASIX icon
1374
AdvanSix
ASIX
$542M
$6.12M 0.01%
153,954
-5,989
-4% -$203K
HUBB icon
1375
Hubbell
HUBB
$24.4B
$6.12M 0.01%
52,720
+2,172
+4% +$249K
53 54
55
56 57

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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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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.