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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
SUI icon
1226
Sun Communities
SUI
$15.8B
$7.58M 0.01%
88,496
+6,806
+8% +$602K
PFPT
1227
DELISTED
Proofpoint, Inc.
PFPT
$7.57M 0.01%
86,798
-15,080
-15% -$1.34M
MSM icon
1228
MSC Industrial Direct
MSM
$6.76B
$7.57M 0.01%
100,169
+33,240
+50% +$2.41M
GNC
1229
DELISTED
GNC Holdings, Inc.
GNC
$7.52M 0.01%
850,288
+169,428
+25% +$1.52M
SFR
1230
DELISTED
Starwood Waypoint Homes
SFR
$7.52M 0.01%
206,694
-38,777
-16% -$1.39M
DO
1231
DELISTED
Diamond Offshore Drilling
DO
$7.5M 0.01%
517,326
+106,884
+26% +$1.29M
FLOW
1232
DELISTED
SPX FLOW, Inc.
FLOW
$7.48M 0.01%
194,012
-22,119
-10% -$782K
CPE
1233
DELISTED
Callon Petroleum Company
CPE
$7.47M 0.01%
66,476
-1,768
-3% -$188K
COR
1234
DELISTED
Coresite Realty Corporation
COR
$7.47M 0.01%
66,778
+1,299
+2% +$143K
MDSO
1235
DELISTED
Medidata Solutions, Inc.
MDSO
$7.47M 0.01%
95,665
-17,557
-16% -$1.34M
RSPP
1236
DELISTED
RSP Permian, Inc.
RSPP
$7.47M 0.01%
215,829
+140,422
+186% +$4.51M
ESL
1237
DELISTED
Esterline Technologies
ESL
$7.46M 0.01%
82,804
-34,118
-29% -$3.08M
ALNY icon
1238
Alnylam Pharmaceuticals
ALNY
$38.3B
$7.44M 0.01%
63,312
-768
-1% -$65.6K
CHSP
1239
DELISTED
Chesapeake Lodging Trust
CHSP
$7.43M 0.01%
275,690
+77,957
+39% +$1.97M
COTY icon
1240
Coty
COTY
$2.4B
$7.43M 0.01%
449,407
-206,225
-31% -$3.73M
IWN icon
1241
iShares Russell 2000 Value ETF
IWN
$14.3B
$7.42M 0.01%
59,808
-266,294
-82% -$31.4M
TWTR
1242
DELISTED
Twitter, Inc.
TWTR
$7.42M 0.01%
439,846
-26,487
-6% -$462K
LXP icon
1243
LXP Industrial Trust
LXP
$3.52B
$7.37M 0.01%
144,193
-1,456
-1% -$72.8K
PTC icon
1244
PTC
PTC
$15.3B
$7.36M 0.01%
130,838
+16,160
+14% +$895K
AMCX icon
1245
AMC Global Media
AMCX
$450M
$7.36M 0.01%
125,930
+30,554
+32% +$1.82M
AMH icon
1246
American Homes 4 Rent
AMH
$12.1B
$7.34M 0.01%
338,232
+23,057
+7% +$517K
DBD
1247
DELISTED
Diebold Nixdorf Incorporated
DBD
$7.34M 0.01%
321,313
+40,176
+14% +$856K
MDRX
1248
DELISTED
Veradigm Inc. Common Stock
MDRX
$7.34M 0.01%
515,903
-12,329
-2% -$159K
EOD
1249
Allspring Global Dividend Opportunity Fund
EOD
$273M
$7.32M 0.01%
1,167,235
-15,112
-1% -$94.8K
CONE
1250
DELISTED
CyrusOne Inc Common Stock
CONE
$7.31M 0.01%
124,016
+14,054
+13% +$838K
48 49
50
51 52

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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.