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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
FTR
1301
DELISTED
Frontier Communications Corp.
FTR
$6.79M 0.01%
575,618
+421,570
+274% +$5.92M
SLF icon
1302
Sun Life Financial
SLF
$45.6B
$6.78M 0.01%
170,133
+11,047
+7% +$422K
LYV icon
1303
Live Nation Entertainment
LYV
$42.9B
$6.77M 0.01%
155,474
+48,760
+46% +$1.89M
GCI
1304
DELISTED
Gannett Co., Inc
GCI
$6.76M 0.01%
751,410
-84,546
-10% -$726K
LPT
1305
DELISTED
Liberty Property Trust
LPT
$6.76M 0.01%
164,677
+8,742
+6% +$365K
AGU
1306
DELISTED
Agrium
AGU
$6.73M 0.01%
62,775
+9,192
+17% +$917K
DORM icon
1307
Dorman Products
DORM
$4.22B
$6.71M 0.01%
93,722
-5,427
-5% -$390K
AMKR icon
1308
Amkor Technology
AMKR
$10.6B
$6.71M 0.01%
635,602
+72,201
+13% +$691K
H icon
1309
Hyatt Hotels
H
$17.5B
$6.69M 0.01%
108,299
+44,522
+70% +$2.57M
PB icon
1310
Prosperity Bancshares
PB
$8.9B
$6.69M 0.01%
101,712
-4,423
-4% -$277K
ABM icon
1311
ABM Industries
ABM
$2.89B
$6.67M 0.01%
160,029
-23,590
-13% -$1M
AHL
1312
DELISTED
ASPEN Insurance Holding Limited
AHL
$6.67M 0.01%
165,071
-12,531
-7% -$579K
RAD
1313
DELISTED
Rite Aid Corporation
RAD
$6.66M 0.01%
169,905
+66,441
+64% +$3.15M
TROX icon
1314
Tronox
TROX
$967M
$6.64M 0.01%
314,737
-99,997
-24% -$1.98M
ALKS icon
1315
Alkermes
ALKS
$8.11B
$6.61M 0.01%
130,022
-25,085
-16% -$1.34M
MRC
1316
DELISTED
MRC Global
MRC
$6.61M 0.01%
377,655
+22,905
+6% +$376K
FWONK icon
1317
Liberty Media Series C
FWONK
$25.5B
$6.57M 0.01%
178,440
+75,627
+74% +$2.64M
NEOG icon
1318
Neogen
NEOG
$2.05B
$6.57M 0.01%
226,104
+11,501
+5% +$296K
TIVO
1319
DELISTED
Tivo Inc
TIVO
$6.56M 0.01%
330,696
-10,174
-3% -$190K
IWR icon
1320
iShares Russell Mid-Cap ETF
IWR
$55.9B
$6.56M 0.01%
133,096
-6,764
-5% -$327K
HA
1321
DELISTED
Hawaiian Holdings, Inc.
HA
$6.56M 0.01%
174,712
-6,362
-4% -$270K
EBS icon
1322
Emergent Biosolutions
EBS
$379M
$6.55M 0.01%
161,898
+21,549
+15% +$780K
AEO icon
1323
American Eagle Outfitters
AEO
$2.94B
$6.54M 0.01%
457,251
+95,837
+27% +$1.17M
SHLM
1324
DELISTED
Schulman (A.) Inc
SHLM
$6.53M 0.01%
191,344
+49,423
+35% +$1.47M
ESLT icon
1325
Elbit Systems
ESLT
$36B
$6.52M 0.01%
44,354
+6,051
+16% +$804K
51 52
53
54 55

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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.