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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
TRST
1976
Trustco Bank Corp NY
TRST
$963M
$2.78M ﹤0.01%
62,467
-26,147
-30% -$1.04M
VET icon
1977
Vermilion Energy
VET
$1.76B
$2.78M ﹤0.01%
78,025
+5,748
+8% +$189K
ECPG icon
1978
Encore Capital Group
ECPG
$2.02B
$2.77M ﹤0.01%
62,619
+2,635
+4% +$107K
AHT
1979
Ashford Hospitality Trust
AHT
$20.9M
$2.77M ﹤0.01%
421
-5
-1% -$30.8K
SBGI icon
1980
Sinclair Inc
SBGI
$994M
$2.75M ﹤0.01%
85,939
-6,915
-7% -$217K
MTUS icon
1981
Metallus
MTUS
$826M
$2.75M ﹤0.01%
166,779
-28,631
-15% -$439K
LGF.B
1982
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$2.75M ﹤0.01%
86,458
-1,481
-2% -$41.4K
VIVO
1983
DELISTED
Meridian Bioscience Inc
VIVO
$2.75M ﹤0.01%
192,188
+3,024
+2% +$43.2K
FFH
1984
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$2.74M ﹤0.01%
+5,285
New +$2.74M
TRS icon
1985
TriMas Corp
TRS
$1.36B
$2.74M ﹤0.01%
101,475
+3,556
+4% +$85.3K
AAON icon
1986
Aaon
AAON
$7.17B
$2.73M ﹤0.01%
118,926
-5,048
-4% -$115K
BPFH
1987
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.73M ﹤0.01%
164,810
+25,249
+18% +$382K
SXI icon
1988
Standex International
SXI
$3.48B
$2.72M ﹤0.01%
25,649
+1,913
+8% +$183K
HLI icon
1989
Houlihan Lokey
HLI
$8.97B
$2.72M ﹤0.01%
69,590
-2,440
-3% -$89.1K
AY
1990
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.72M ﹤0.01%
+138,226
New +$2.87M
SAFT icon
1991
Safety Insurance
SAFT
$1.52B
$2.72M ﹤0.01%
35,679
-5,280
-13% -$376K
BF.A icon
1992
Brown-Forman Class A
BF.A
$13.4B
$2.72M ﹤0.01%
61,023
+4,374
+8% +$184K
NUVA
1993
DELISTED
NuVasive, Inc.
NUVA
$2.72M ﹤0.01%
48,987
-47,637
-49% -$3.15M
BZH icon
1994
Beazer Homes USA
BZH
$891M
$2.71M ﹤0.01%
144,698
-2,291
-2% -$34.8K
DIOD icon
1995
Diodes
DIOD
$3.77B
$2.71M ﹤0.01%
90,405
-3,465
-4% -$93.2K
TRNO icon
1996
Terreno Realty
TRNO
$7.65B
$2.7M ﹤0.01%
74,737
+637
+0.9% +$22.4K
ACH
1997
DELISTED
Alum Corp of China Ltd
ACH
$2.69M ﹤0.01%
121,267
+7,795
+7% +$137K
ADC icon
1998
Agree Realty
ADC
$9.42B
$2.68M ﹤0.01%
54,677
-18,468
-25% -$902K
XOXO
1999
DELISTED
Xo Group Inc
XOXO
$2.68M ﹤0.01%
136,466
+33,493
+33% +$616K
LQ
2000
DELISTED
La Quinta Holdings Inc.
LQ
$2.68M ﹤0.01%
153,262
+29,097
+23% +$452K
78 79
80
81 82

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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.