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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
ASX icon
1076
ASE Group
ASX
$68.3B
$9.16M 0.01%
1,482,161
+155,048
+12% +$972K
EVHC
1077
DELISTED
Envision Healthcare Holdings Inc
EVHC
$9.16M 0.01%
203,727
-46,996
-19% -$2.51M
CENTA icon
1078
Central Garden & Pet Co Class A
CENTA
$2.43B
$9.15M 0.01%
307,636
-24,648
-7% -$653K
HIO
1079
Western Asset High Income Opportunity Fund
HIO
$331M
$9.15M 0.01%
1,784,058
+582,595
+48% +$2.97M
BAP icon
1080
Credicorp
BAP
$30.5B
$9.15M 0.01%
44,635
+4,712
+12% +$925K
OZK icon
1081
Bank OZK
OZK
$5.63B
$9.15M 0.01%
190,420
+15,787
+9% +$703K
S
1082
DELISTED
Sprint Corporation
S
$9.14M 0.01%
1,174,889
+184,865
+19% +$1.52M
MKSI icon
1083
MKS Inc
MKSI
$17.4B
$9.13M 0.01%
96,640
-33,900
-26% -$2.77M
AEIS icon
1084
Advanced Energy
AEIS
$10.1B
$9.12M 0.01%
112,945
-19,256
-15% -$1.4M
BURL icon
1085
Burlington
BURL
$23.4B
$9.11M 0.01%
95,452
-20,909
-18% -$1.84M
ROL icon
1086
Rollins
ROL
$18.6B
$9.1M 0.01%
443,601
+62,635
+16% +$1.21M
PDM
1087
Piedmont Realty Trust
PDM
$1.24B
$9.1M 0.01%
451,184
+6,905
+2% +$141K
NKTR icon
1088
Nektar Therapeutics
NKTR
$2.39B
$9.09M 0.01%
25,247
+3,833
+18% +$1.2M
GPOR
1089
DELISTED
Gulfport Energy Corp.
GPOR
$9.07M 0.01%
632,669
-23,244
-4% -$302K
AIF
1090
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$9.07M 0.01%
559,604
-76,527
-12% -$1.25M
GFI icon
1091
Gold Fields
GFI
$28.8B
$9.05M 0.01%
2,100,839
+159,132
+8% +$652K
VLY icon
1092
Valley National Bancorp
VLY
$7.9B
$9.05M 0.01%
751,303
+14,010
+2% +$161K
HIW icon
1093
Highwoods Properties
HIW
$3.79B
$9.04M 0.01%
173,481
+6,563
+4% +$336K
NGVT icon
1094
Ingevity
NGVT
$2.46B
$9.03M 0.01%
144,533
+6,048
+4% +$358K
DXCM icon
1095
DexCom
DXCM
$29B
$9.02M 0.01%
737,556
+135,000
+22% +$2.39M
TREE icon
1096
LendingTree
TREE
$551M
$9.02M 0.01%
36,877
-490
-1% -$106K
BOBE
1097
DELISTED
Bob Evans Farms, Inc.
BOBE
$9.01M 0.01%
116,253
+41,883
+56% +$2.89M
TRU icon
1098
TransUnion
TRU
$16B
$8.95M 0.01%
189,452
+46,311
+32% +$2.12M
CPA icon
1099
Copa Holdings
CPA
$5.56B
$8.93M 0.01%
71,703
+10,728
+18% +$1.36M
TTC icon
1100
Toro Company
TTC
$8.79B
$8.92M 0.01%
143,732
+5,214
+4% +$349K
42 43
44
45 46

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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.