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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
BLD
901
DELISTED
TopBuild
BLD
$12M 0.01%
184,692
+7,614
+4% +$430K
PDCO
902
DELISTED
Patterson Companies, Inc.
PDCO
$12M 0.01%
311,272
+10,610
+4% +$424K
BLKB icon
903
Blackbaud
BLKB
$2B
$12M 0.01%
136,669
-5,054
-4% -$436K
BYD icon
904
Boyd Gaming
BYD
$6.72B
$12M 0.01%
459,641
-5,877
-1% -$152K
CNX icon
905
CNX Resources
CNX
$4.91B
$12M 0.01%
847,860
-35,204
-4% -$452K
GLPI icon
906
Gaming and Leisure Properties
GLPI
$13B
$11.9M 0.01%
323,566
+32,971
+11% +$1.25M
ARE icon
907
Alexandria Real Estate Equities
ARE
$9.42B
$11.9M 0.01%
100,217
+5,475
+6% +$658K
GWB
908
DELISTED
Great Western Bancorp, Inc.
GWB
$11.9M 0.01%
287,405
-40,299
-12% -$1.54M
FICO icon
909
Fair Isaac
FICO
$32.5B
$11.8M 0.01%
83,899
+540
+0.6% +$75.6K
VVV icon
910
Valvoline
VVV
$5.08B
$11.7M 0.01%
501,000
-43,998
-8% -$988K
BCO icon
911
Brink's
BCO
$5.01B
$11.7M 0.01%
139,430
-1,913
-1% -$146K
MELI icon
912
Mercado Libre
MELI
$94.9B
$11.7M 0.01%
45,137
+29,126
+182% +$7.72M
SCI icon
913
Service Corp International
SCI
$11.7B
$11.7M 0.01%
338,520
+24,539
+8% +$851K
WWW icon
914
Wolverine World Wide
WWW
$1.68B
$11.7M 0.01%
404,095
+36,995
+10% +$1M
LBTYA icon
915
Liberty Global Class A
LBTYA
$3.55B
$11.7M 0.01%
343,671
+4,690
+1% +$156K
JBTM
916
JBT Marel
JBTM
$7.27B
$11.6M 0.01%
115,080
-4,999
-4% -$461K
TRGP icon
917
Targa Resources
TRGP
$57B
$11.6M 0.01%
245,735
+11,354
+5% +$516K
EE
918
DELISTED
El Paso Electric Company
EE
$11.6M 0.01%
210,326
+7,330
+4% +$393K
ARMK icon
919
Aramark
ARMK
$15B
$11.6M 0.01%
395,611
-8,668
-2% -$251K
COLB icon
920
Columbia Banking Systems
COLB
$8.75B
$11.6M 0.01%
275,468
-12,980
-4% -$502K
THC icon
921
Tenet Healthcare
THC
$22.2B
$11.6M 0.01%
705,791
+73,426
+12% +$1.25M
WF icon
922
Woori Financial
WF
$15.9B
$11.6M 0.01%
248,661
+15,306
+7% +$747K
ZBRA icon
923
Zebra Technologies
ZBRA
$13.5B
$11.6M 0.01%
106,655
-16,853
-14% -$1.73M
CYH icon
924
Community Health Systems
CYH
$382M
$11.6M 0.01%
1,504,306
+26,620
+2% +$207K
GHY
925
PGIM Global High Yield Fund
GHY
$477M
$11.5M 0.01%
771,081
+204,441
+36% +$3.05M
35 36
37
38 39

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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.