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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
GEH.CL
2801
DELISTED
General Electric Capital Corp.
GEH.CL
$592K ﹤0.01%
23,210
+404
+2% +$10.3K
CYBR
2802
DELISTED
CyberArk
CYBR
$591K ﹤0.01%
+14,404
New +$610K
ACRS icon
2803
Aclaris Therapeutics
ACRS
$715M
$589K ﹤0.01%
22,816
-5,427
-19% -$145K
XHB icon
2804
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$589K ﹤0.01%
14,800
– –
MIN
2805
Aberdeen Intermediate Income Fund
MIN
$275M
$585K ﹤0.01%
136,592
-37,783
-22% -$162K
INDA icon
2806
iShares MSCI India ETF
INDA
$6.81B
$583K ﹤0.01%
17,743
-6,867
-28% -$232K
SFS
2807
DELISTED
Smart & Final Stores, Inc.
SFS
$582K ﹤0.01%
74,178
+891
+1% +$6.86K
OSG
2808
DELISTED
Overseas Shipholding Group Inc.
OSG
$580K ﹤0.01%
220,386
-120,339
-35% -$306K
ELGX
2809
DELISTED
Endologix Inc
ELGX
$580K ﹤0.01%
12,995
+5,097
+65% +$232K
PGH
2810
DELISTED
Pengrowth Energy Corporation
PGH
$580K ﹤0.01%
562,780
-97,452
-15% -$70.3K
SPCB icon
2811
SuperCom
SPCB
$64.6M
$578K ﹤0.01%
826
– –
BBBY
2812
Bed Bath & Beyond
BBBY
$479M
$577K ﹤0.01%
25,867
+10,163
+65% +$153K
MS.PRK icon
2813
Morgan Stanley Series K Preferred Stock
MS.PRK
$918M
$576K ﹤0.01%
21,070
+444
+2% +$12.1K
PHX
2814
DELISTED
PHX Minerals
PHX
$576K ﹤0.01%
24,189
+2,756
+13% +$61.2K
ACGLP
2815
DELISTED
Arch Capital Group Ltd. Depositary Shares Representing Interest in 5.25% Non-Cumulative Preferred Se
ACGLP
$576K ﹤0.01%
23,330
+650
+3% +$16K
GNBC
2816
DELISTED
Green Bancorp, Inc
GNBC
$574K ﹤0.01%
24,269
+22
+0.1% +$469
GEB.CL
2817
DELISTED
General Electric Capital Corp
GEB.CL
$573K ﹤0.01%
22,598
+1,327
+6% +$33.6K
TUES
2818
DELISTED
Tuesday Morning Corp
TUES
$572K ﹤0.01%
178,865
+63,241
+55% +$129K
ASRT
2819
DELISTED
Assertio
ASRT
$571K ﹤0.01%
1,645
+82
+5% +$38.6K
SCHW.PRD
2820
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$719M
$571K ﹤0.01%
21,054
+645
+3% +$17.7K
GS.PRN
2821
DELISTED
Goldman Sachs Group, Inc., The Depositary Shares, Each Representing 1/1,000th Interest in a Share of
GS.PRN
$571K ﹤0.01%
20,779
+670
+3% +$18.3K
C.PRJ
2822
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$570K ﹤0.01%
19,649
+8,758
+80% +$258K
TIP icon
2823
iShares TIPS Bond ETF
TIP
$14.5B
$567K ﹤0.01%
4,992
– –
NGVC icon
2824
Vitamin Cottage Natural Grocers
NGVC
$760M
$565K ﹤0.01%
101,268
+81,201
+405% +$543K
GORO icon
2825
Goldgroup Mining Inc.
GORO
$155M
$563K ﹤0.01%
150,220
-128,843
-46% -$502K
111 112
113
114 115

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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.