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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
PSDO
2676
DELISTED
Presidio, Inc. Common Stock
PSDO
$804K ﹤0.01%
56,802
+23,724
+72% +$328K
INF
2677
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$802K ﹤0.01%
59,389
+35,228
+146% +$479K
RT
2678
DELISTED
Ruby Tuesday Georgia
RT
$801K ﹤0.01%
374,277
+39,239
+12% +$81.1K
RRR icon
2679
Red Rock Resorts
RRR
$3.84B
$798K ﹤0.01%
34,476
+10,764
+45% +$249K
PKE icon
2680
Park Aerospace
PKE
$720M
$795K ﹤0.01%
42,997
-4,408
-9% -$80.2K
ONTO icon
2681
Onto Innovation
ONTO
$10.9B
$794K ﹤0.01%
27,573
-36,417
-57% -$958K
BSV icon
2682
Vanguard Short-Term Bond ETF
BSV
$44.7B
$792K ﹤0.01%
9,920
+447
+5% +$35.7K
FRGI
2683
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$790K ﹤0.01%
41,554
+8,567
+26% +$154K
UFI icon
2684
UNIFI
UFI
$114M
$785K ﹤0.01%
22,041
+3,688
+20% +$117K
VSEC icon
2685
VSE Corp
VSEC
$5.19B
$783K ﹤0.01%
13,777
-3
-0% -$150
BTU icon
2686
Peabody Energy
BTU
$2.54B
$779K ﹤0.01%
+26,864
New +$758K
ENTA icon
2687
Enanta Pharmaceuticals
ENTA
$362M
$778K ﹤0.01%
16,623
+3,847
+30% +$155K
GNRT
2688
DELISTED
Gener8 Maritime, Inc.
GNRT
$777K ﹤0.01%
172,214
+36,250
+27% +$180K
OSBC icon
2689
Old Second Bancorp
OSBC
$1.29B
$776K ﹤0.01%
57,725
+8,916
+18% +$105K
AIMT
2690
DELISTED
Aimmune Therapeutics
AIMT
$773K ﹤0.01%
31,183
+3,176
+11% +$68.5K
PRO
2691
DELISTED
PROS Holdings
PRO
$771K ﹤0.01%
31,948
-11,147
-26% -$297K
TBNK
2692
DELISTED
Territorial Bancorp Inc.
TBNK
$769K ﹤0.01%
24,374
-1,423
-6% -$42.9K
INVH icon
2693
Invitation Homes
INVH
$17.9B
$764K ﹤0.01%
33,727
-804
-2% -$17.8K
VCYT icon
2694
Veracyte
VCYT
$4.45B
$763K ﹤0.01%
87,036
+23,461
+37% +$191K
EWM icon
2695
iShares MSCI Malaysia ETF
EWM
$307M
$762K ﹤0.01%
23,521
+528
+2% +$16.9K
ECOM
2696
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$761K ﹤0.01%
66,213
-9,479
-13% -$103K
MOMO
2697
Hello Group
MOMO
$867M
$760K ﹤0.01%
24,253
+7,718
+47% +$307K
CVCO icon
2698
Cavco Industries
CVCO
$4.36B
$757K ﹤0.01%
5,129
+727
+17% +$96.8K
BHR
2699
Braemar Hotels & Resorts
BHR
$163M
$755K ﹤0.01%
80,317
+7,530
+10% +$73.9K
DFRG
2700
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$754K ﹤0.01%
51,837
+21,078
+69% +$305K
106 107
108
109 110

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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.