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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
OMF icon
1551
OneMain Financial
OMF
$7.32B
$4.8M 0.01%
170,318
+34,517
+25% +$925K
QSR icon
1552
Restaurant Brands International
QSR
$25.8B
$4.8M 0.01%
75,161
+12,800
+21% +$791K
CVBF icon
1553
CVB Financial
CVBF
$4B
$4.79M 0.01%
198,319
+59,793
+43% +$1.29M
HI
1554
DELISTED
Hillenbrand
HI
$4.79M 0.01%
123,343
-43,482
-26% -$1.58M
PRLB icon
1555
Protolabs
PRLB
$1.79B
$4.79M 0.01%
59,608
+11,064
+23% +$800K
GIB icon
1556
CGI
GIB
$15.2B
$4.79M 0.01%
92,251
+12,703
+16% +$652K
VCRA
1557
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$4.78M 0.01%
152,401
-7,335
-5% -$202K
IQI icon
1558
Invesco Quality Municipal Securities
IQI
$528M
$4.76M 0.01%
372,061
+225,407
+154% +$2.89M
SF
1559
Stifel
SF
$12.5B
$4.76M 0.01%
200,432
+21,210
+12% +$459K
INDB icon
1560
Independent Bank
INDB
$4.02B
$4.76M 0.01%
63,742
+3,385
+6% +$236K
POST icon
1561
Post Holdings
POST
$4.21B
$4.75M 0.01%
82,234
+6,149
+8% +$337K
WTS icon
1562
Watts Water Technologies
WTS
$11.5B
$4.74M 0.01%
68,553
+4,302
+7% +$277K
AL
1563
DELISTED
Air Lease Corp
AL
$4.74M 0.01%
111,276
-20,179
-15% -$805K
CBU icon
1564
Community Bank
CBU
$3.42B
$4.74M 0.01%
85,720
-8,546
-9% -$457K
VSTO
1565
DELISTED
Vista Outdoor Inc.
VSTO
$4.73M 0.01%
206,335
+19,688
+11% +$443K
ELME
1566
Elme Communities
ELME
$144M
$4.72M 0.01%
144,245
-580
-0.4% -$18.9K
SCL icon
1567
Stepan Co
SCL
$1.48B
$4.72M 0.01%
56,476
-5,914
-9% -$486K
BXMT icon
1568
Blackstone Mortgage Trust
BXMT
$2.53B
$4.72M 0.01%
152,157
-2,725
-2% -$84.7K
MLI icon
1569
Mueller Industries
MLI
$14.8B
$4.71M 0.01%
538,740
+9,876
+2% +$75.7K
TCBI icon
1570
Texas Capital Bancshares
TCBI
$4.29B
$4.71M 0.01%
54,837
-200
-0.4% -$15.5K
IONS icon
1571
Ionis Pharmaceuticals
IONS
$8.81B
$4.68M 0.01%
92,272
-6,642
-7% -$348K
SPB icon
1572
Spectrum Brands
SPB
$2.04B
$4.67M 0.01%
44,056
-12,048
-21% -$1.35M
CRS icon
1573
Carpenter Technology
CRS
$25B
$4.66M 0.01%
97,116
-3,565
-4% -$143K
CAL icon
1574
Caleres
CAL
$437M
$4.66M 0.01%
152,796
+1,682
+1% +$45.5K
TREX icon
1575
Trex
TREX
$4.56B
$4.66M 0.01%
206,804
+8,136
+4% +$155K
61 62
63
64 65

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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.