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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
PEI
1926
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$2.95M ﹤0.01%
18,753
+377
+2% +$62K
TFCF
1927
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$2.95M ﹤0.01%
114,318
+21,500
+23% +$584K
ALOG
1928
DELISTED
Analogic Corp
ALOG
$2.94M ﹤0.01%
35,128
+1,863
+6% +$136K
RSX
1929
DELISTED
VanEck Russia ETF
RSX
$2.94M ﹤0.01%
131,950
– –
WNS
1930
DELISTED
WNS Holdings
WNS
$2.94M ﹤0.01%
80,415
+6,460
+9% +$227K
TBBK icon
1931
The Bancorp
TBBK
$2.7B
$2.93M ﹤0.01%
354,662
-129,290
-27% -$1M
CHU
1932
DELISTED
China Unicom (HONG KONG) Limited
CHU
$2.93M ﹤0.01%
208,793
+13,290
+7% +$194K
SRCI
1933
DELISTED
SRC Energy Inc
SRCI
$2.92M ﹤0.01%
301,869
+64,313
+27% +$508K
GFF icon
1934
Griffon
GFF
$4.03B
$2.91M ﹤0.01%
131,265
-5,965
-4% -$120K
WPM icon
1935
Wheaton Precious Metals
WPM
$51.5B
$2.91M ﹤0.01%
152,660
+11,878
+8% +$234K
SITE icon
1936
SiteOne Landscape Supply
SITE
$4.15B
$2.91M ﹤0.01%
50,076
+5,457
+12% +$286K
WEB
1937
DELISTED
Web.com Group, Inc.
WEB
$2.91M ﹤0.01%
116,309
+12,336
+12% +$296K
ABCB icon
1938
Ameris Bancorp
ABCB
$5.88B
$2.91M ﹤0.01%
60,538
+3,659
+6% +$166K
WIN
1939
DELISTED
Windstream Holdings Inc
WIN
$2.9M ﹤0.01%
327,980
+28,856
+10% +$382K
CCJ icon
1940
Cameco
CCJ
$38.4B
$2.9M ﹤0.01%
299,640
+32,099
+12% +$318K
WSFS icon
1941
WSFS Financial
WSFS
$4.1B
$2.9M ﹤0.01%
59,395
+965
+2% +$43.5K
EWT icon
1942
iShares MSCI Taiwan ETF
EWT
$9.6B
$2.9M ﹤0.01%
80,193
-6,994
-8% -$257K
SAM icon
1943
Boston Beer
SAM
$1.93B
$2.89M ﹤0.01%
18,482
-506
-3% -$73.9K
PDFS icon
1944
PDF Solutions
PDFS
$1.93B
$2.88M ﹤0.01%
185,842
-8,283
-4% -$134K
GIII icon
1945
G-III Apparel Group
GIII
$1.55B
$2.88M ﹤0.01%
99,187
+16,051
+19% +$423K
VECO icon
1946
Veeco
VECO
$2.95B
$2.88M ﹤0.01%
134,433
-20,302
-13% -$486K
HMSY
1947
DELISTED
HMS Holdings Corp.
HMSY
$2.88M ﹤0.01%
144,882
-5,694
-4% -$106K
HLX icon
1948
Helix Energy Solutions
HLX
$1.36B
$2.87M ﹤0.01%
388,432
+3,502
+0.9% +$22.2K
AROC icon
1949
Archrock
AROC
$6.21B
$2.87M ﹤0.01%
228,622
-33,690
-13% -$366K
AUB icon
1950
Atlantic Union Bankshares
AUB
$6B
$2.87M ﹤0.01%
81,210
+4,209
+5% +$136K
76 77
78
79 80

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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.