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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
WWD icon
1901
Woodward
WWD
$21.2B
$3.05M ﹤0.01%
39,309
+2,807
+8% +$198K
GCP
1902
DELISTED
GCP Applied Technologies Inc.
GCP
$3.05M ﹤0.01%
99,227
-1,409
-1% -$42.1K
NWLI
1903
DELISTED
National Western Life Group, Inc. Class A
NWLI
$3.04M ﹤0.01%
8,709
+626
+8% +$210K
PTR
1904
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$3.04M ﹤0.01%
47,393
+6,328
+15% +$401K
GTT
1905
DELISTED
GTT Communications, Inc.
GTT
$3.04M ﹤0.01%
95,999
+26,903
+39% +$822K
NCI
1906
DELISTED
Navigant Consulting, Inc.
NCI
$3.03M ﹤0.01%
179,288
+42,110
+31% +$712K
AU icon
1907
AngloGold Ashanti
AU
$41.6B
$3.03M ﹤0.01%
326,053
+16,431
+5% +$159K
LABL
1908
DELISTED
Multi-Color Corp
LABL
$3.03M ﹤0.01%
36,923
+6,330
+21% +$506K
SYNH
1909
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$3.02M ﹤0.01%
57,718
+1,048
+2% +$58.4K
ANH
1910
DELISTED
Anworth Mortgage Asset Corporation
ANH
$3.02M ﹤0.01%
501,981
-52,619
-9% -$319K
EBIX
1911
DELISTED
Ebix Inc
EBIX
$3.01M ﹤0.01%
46,175
-16,597
-26% -$957K
MCR
1912
DELISTED
MFS Charter Income Trust
MCR
$3.01M ﹤0.01%
347,448
+90,853
+35% +$784K
PEB icon
1913
Pebblebrook Hotel Trust
PEB
$2.12B
$3.01M ﹤0.01%
83,248
+8,775
+12% +$292K
SHLD
1914
DELISTED
Sears Holding Corporation
SHLD
$3.01M ﹤0.01%
411,936
+111,327
+37% +$915K
LTC
1915
LTC Properties
LTC
$2.06B
$3M ﹤0.01%
63,866
-10,463
-14% -$515K
AMWD
1916
DELISTED
American Woodmark
AMWD
$3M ﹤0.01%
31,144
-5,885
-16% -$545K
MTRX icon
1917
Matrix Service
MTRX
$320M
$3M ﹤0.01%
197,221
-58,531
-23% -$666K
KRA
1918
DELISTED
Kraton Corporation
KRA
$2.98M ﹤0.01%
73,801
-35,915
-33% -$1.24M
PRDO icon
1919
Perdoceo Education
PRDO
$2.04B
$2.98M ﹤0.01%
286,558
-15,312
-5% -$142K
GMED icon
1920
Globus Medical
GMED
$10.9B
$2.98M ﹤0.01%
100,102
+1,971
+2% +$60.2K
IRTC icon
1921
iRhythm Holdings
IRTC
$3.91B
$2.97M ﹤0.01%
57,323
+29,190
+104% +$1.32M
FFIN icon
1922
First Financial Bankshares
FFIN
$5B
$2.97M ﹤0.01%
131,524
+3,660
+3% +$76.6K
IGIB icon
1923
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.96M ﹤0.01%
53,764
– –
ADEA icon
1924
Adeia
ADEA
$2.8B
$2.96M ﹤0.01%
441,489
+61,486
+16% +$453K
HL icon
1925
Hecla Mining
HL
$10B
$2.95M ﹤0.01%
587,904
-109,627
-16% -$563K
75 76
77
78 79

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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.