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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
XYZ
1201
Block Inc
XYZ
$48.9B
$7.85M 0.01%
272,520
+46,507
+21% +$1.22M
SNV
1202
DELISTED
Synovus
SNV
$7.84M 0.01%
170,253
-3,095
-2% -$134K
WEX icon
1203
WEX
WEX
$6.42B
$7.84M 0.01%
69,862
+3,530
+5% +$383K
AUO
1204
DELISTED
AU Optronics Corp
AUO
$7.84M 0.01%
1,939,617
+299,405
+18% +$1.21M
RITM icon
1205
Rithm Capital
RITM
$5.58B
$7.82M 0.01%
467,587
-88,298
-16% -$1.45M
WST icon
1206
West Pharmaceutical
WST
$23.7B
$7.8M 0.01%
81,077
+12,713
+19% +$1.15M
WSM icon
1207
Williams-Sonoma
WSM
$27.5B
$7.79M 0.01%
312,318
+7,532
+2% +$175K
TDK
1208
DELISTED
TDK CORP AMER DEP SH
TDK
$7.75M 0.01%
113,927
+19,640
+21% +$1.34M
EXEL icon
1209
Exelixis
EXEL
$13.9B
$7.74M 0.01%
319,598
-34,614
-10% -$921K
AXE
1210
DELISTED
Anixter International Inc
AXE
$7.71M 0.01%
90,721
-4,945
-5% -$380K
ABMD
1211
DELISTED
Abiomed Inc
ABMD
$7.71M 0.01%
45,697
+2,617
+6% +$396K
TMX
1212
DELISTED
Terminix Global Holdings, Inc.
TMX
$7.68M 0.01%
245,476
+50,884
+26% +$1.5M
FR icon
1213
First Industrial Realty Trust
FR
$8.66B
$7.67M 0.01%
255,070
+17,444
+7% +$527K
JHG
1214
DELISTED
Janus Henderson
JHG
$7.67M 0.01%
220,280
+5,414
+3% +$184K
MLCO icon
1215
Melco Resorts & Entertainment
MLCO
$2.21B
$7.67M 0.01%
317,983
+144,505
+83% +$3.14M
TTM
1216
DELISTED
Tata Motors Limited
TTM
$7.65M 0.01%
244,643
-12,506
-5% -$402K
HAIN icon
1217
Hain Celestial
HAIN
$44.6M
$7.65M 0.01%
185,837
+15,395
+9% +$636K
HRG
1218
DELISTED
HRG Group, Inc.
HRG
$7.65M 0.01%
489,833
+134,254
+38% +$2.17M
NVRI icon
1219
Enviri
NVRI
$624M
$7.64M 0.01%
365,678
-4,821
-1% -$82.2K
ELS icon
1220
Equity Lifestyle Properties
ELS
$13.1B
$7.64M 0.01%
179,576
+23,568
+15% +$1.03M
RHP icon
1221
Ryman Hospitality Properties
RHP
$8.56B
$7.63M 0.01%
122,050
-6,125
-5% -$374K
AN icon
1222
AutoNation
AN
$7.7B
$7.62M 0.01%
160,521
+8,055
+5% +$349K
ASB icon
1223
Associated Banc-Corp
ASB
$5.8B
$7.59M 0.01%
313,075
-26,873
-8% -$626K
GTY
1224
Getty Realty Corp
GTY
$2.16B
$7.59M 0.01%
265,333
+76,117
+40% +$2.02M
ACCO icon
1225
Acco Brands
ACCO
$399M
$7.58M 0.01%
637,126
-55,435
-8% -$631K
47 48
49
50 51

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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.