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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
COBZ
3051
DELISTED
CoBiz Financial,Inc
COBZ
$330K ﹤0.01%
16,814
+1,822
+12% +$31.7K
AVHI
3052
DELISTED
A V Homes, Inc.
AVHI
$328K ﹤0.01%
19,114
-960
-5% -$16.1K
XLB icon
3053
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$327K ﹤0.01%
+11,514
New +$317K
AKH
3054
DELISTED
AIR France-KLM
AKH
$327K ﹤0.01%
20,887
-1,654
-7% -$25.9K
VOE icon
3055
Vanguard Mid-Cap Value ETF
VOE
$24.1B
$326K ﹤0.01%
3,086
-774
-20% -$80.4K
UCFC
3056
DELISTED
United Community Financial Corp
UCFC
$325K ﹤0.01%
33,900
-1,829
-5% -$16.5K
JPM.PRB.CL
3057
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$325K ﹤0.01%
12,087
+286
+2% +$7.72K
OSPN icon
3058
OneSpan
OSPN
$572M
$323K ﹤0.01%
26,764
-5,338
-17% -$68.3K
ACHN
3059
DELISTED
Achillion Pharmaceuticals
ACHN
$323K ﹤0.01%
71,926
-62,230
-46% -$276K
VEU icon
3060
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$322K ﹤0.01%
6,108
-1,442
-19% -$74.6K
VTRB
3061
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$322K ﹤0.01%
12,652
+172
+1% +$4.38K
TEI
3062
Templeton Emerging Markets Income Fund
TEI
$314M
$321K ﹤0.01%
27,715
-154,803
-85% -$1.76M
JOBS
3063
DELISTED
51job Inc
JOBS
$321K ﹤0.01%
5,292
-98
-2% -$5.34K
AXS.PRE icon
3064
AXIS Capital Holdings Ltd Series E
AXS.PRE
$416M
$319K ﹤0.01%
12,558
+1,064
+9% +$26.8K
HBNC icon
3065
Horizon Bancorp
HBNC
$1.06B
$319K ﹤0.01%
16,410
-4,310
-21% -$75.9K
PJH
3066
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$317K ﹤0.01%
12,386
-1,841
-13% -$47.7K
IBA
3067
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$316K ﹤0.01%
4,751
-18
-0.4% -$1.12K
ERUS
3068
DELISTED
iShares MSCI Russia ETF
ERUS
$315K ﹤0.01%
+9,375
New +$291K
CETV
3069
DELISTED
Central European Media Enterprises Ltd
CETV
$314K ﹤0.01%
77,482
+17,046
+28% +$70.9K
VIG icon
3070
Vanguard Dividend Appreciation ETF
VIG
$113B
$313K ﹤0.01%
3,303
-998
-23% -$93.1K
HIL
3071
DELISTED
Hill International, Inc. Common Stock
HIL
$312K ﹤0.01%
65,781
-12,853
-16% -$62.4K
SBCF icon
3072
Seacoast Banking Corp of Florida
SBCF
$3.27B
$311K ﹤0.01%
+13,016
New +$301K
OCUL icon
3073
Ocular Therapeutix
OCUL
$1.85B
$310K ﹤0.01%
50,219
-10,300
-17% -$66.3K
DSPG
3074
DELISTED
DSP Group Inc
DSPG
$308K ﹤0.01%
23,669
+1,088
+5% +$13.1K
PGEM
3075
DELISTED
Ply Gem Holdings, Inc.
PGEM
$308K ﹤0.01%
18,038
+1,071
+6% +$17.6K
121 122
123
124 125

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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.