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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
XBKS
3001
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$377K ﹤0.01%
11,610
-63
-0.5% -$1.86K
MSBI icon
3002
Midland States Bancorp
MSBI
$707M
$376K ﹤0.01%
11,858
-541
-4% -$17.1K
ACIC icon
3003
American Coastal Insurance
ACIC
$526M
$375K ﹤0.01%
23,017
+660
+3% +$10.5K
CB
3004
DELISTED
CHUBB CORPORATION
CB
$375K ﹤0.01%
2,628
-5
-0.2% -$713
IAU icon
3005
iShares Gold Trust
IAU
$62.5B
$374K ﹤0.01%
15,182
+270
+2% +$6.64K
SPAB icon
3006
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.81B
$371K ﹤0.01%
12,866
– –
AMFW
3007
DELISTED
AMEC Foster Wheeler plc
AMFW
$371K ﹤0.01%
54,833
+1,880
+4% +$11K
DGII icon
3008
Digi International
DGII
$2.53B
$370K ﹤0.01%
34,941
+4,998
+17% +$48.1K
VLRS
3009
Controladora Vuela Compania de Aviacion
VLRS
$910M
$370K ﹤0.01%
31,149
+1,449
+5% +$19.4K
PCSB
3010
DELISTED
PCSB Financial Corporation
PCSB
$367K ﹤0.01%
+19,445
New +$339K
GLUU
3011
DELISTED
Glu Mobile Inc.
GLUU
$366K ﹤0.01%
97,288
-70,166
-42% -$221K
CTO
3012
CTO Realty Growth
CTO
$740M
$365K ﹤0.01%
22,380
+5,168
+30% +$78K
CWEN.A
3013
DELISTED
Clearway Energy Class A
CWEN.A
$364K ﹤0.01%
19,177
-2,208
-10% -$40K
CASS icon
3014
Cass Information Systems
CASS
$720M
$363K ﹤0.01%
7,554
-1,031
-12% -$49.2K
KWEB icon
3015
KraneShares CSI China Internet ETF
KWEB
$5.41B
$363K ﹤0.01%
+6,374
New +$348K
ASMB icon
3016
Assembly Biosciences
ASMB
$507M
$361K ﹤0.01%
861
+37
+4% +$11.3K
CHUY
3017
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$361K ﹤0.01%
17,126
+6,639
+63% +$141K
VSLR
3018
DELISTED
VIVINT SOLAR, INC.
VSLR
$358K ﹤0.01%
105,202
-74,816
-42% -$362K
XLRE icon
3019
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.73B
$357K ﹤0.01%
+11,082
New +$360K
JPM.PRE.CL
3020
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$357K ﹤0.01%
13,355
+320
+2% +$8.61K
ACP
3021
abrdn Income Credit Strategies Fund
ACP
$631M
$356K ﹤0.01%
24,962
-255,167
-91% -$3.55M
TELL
3022
DELISTED
Tellurian Inc.
TELL
$356K ﹤0.01%
+33,375
New +$320K
QCRH icon
3023
QCR Holdings
QCRH
$1.69B
$355K ﹤0.01%
7,797
+565
+8% +$25.5K
SFE
3024
DELISTED
Safeguard Scientifics, Inc.
SFE
$355K ﹤0.01%
26,565
+9,649
+57% +$119K
ARD
3025
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$354K ﹤0.01%
+16,549
New +$356K
119 120
121
122 123

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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.