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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
MMI icon
3076
Marcus & Millichap
MMI
$1.2B
$305K ﹤0.01%
11,318
+37
+0.3% +$963
CNR
3077
DELISTED
Cornerstone Building Brands, Inc.
CNR
$305K ﹤0.01%
19,568
-3,621
-16% -$59.9K
PCW
3078
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$305K ﹤0.01%
56,364
-148
-0.3% -$801
FLWS icon
3079
1-800-Flowers.com
FLWS
$254M
$304K ﹤0.01%
30,818
-3,800
-11% -$35.6K
WATT icon
3080
Energous
WATT
$72.8M
$303K ﹤0.01%
40
-6
-13% -$46.9K
FXO icon
3081
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$302K ﹤0.01%
10,166
-1,783
-15% -$51.8K
ICPT
3082
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$302K ﹤0.01%
5,202
-21,133
-80% -$2.28M
BFIN
3083
DELISTED
BankFinancial
BFIN
$298K ﹤0.01%
18,759
-2,125
-10% -$33.2K
RDUS
3084
DELISTED
Radius Health, Inc.
RDUS
$298K ﹤0.01%
7,727
-9,622
-55% -$378K
NYRT
3085
DELISTED
New York REIT, Inc.
NYRT
$298K ﹤0.01%
3,802
-90,084
-96% -$7.48M
EGC
3086
DELISTED
Energy XXI Gulf Coast, Inc. Common Stock
EGC
$297K ﹤0.01%
28,706
-1,279
-4% -$18.8K
DUKH
3087
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$296K ﹤0.01%
11,631
+257
+2% +$6.57K
OTE
3088
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$296K ﹤0.01%
48,826
+479
+1% +$2.9K
SDY icon
3089
State Street SPDR S&P Dividend ETF
SDY
$22.3B
$294K ﹤0.01%
3,222
-343
-10% -$30.7K
VFH icon
3090
Vanguard Financials ETF
VFH
$13.6B
$292K ﹤0.01%
+4,471
New +$282K
GMTA
3091
DELISTED
GATX Corporation 5.625% Senior Notes 5/30/2066
GMTA
$292K ﹤0.01%
10,821
+179
+2% +$4.71K
SBOW
3092
DELISTED
SilverBow Resources, Inc.
SBOW
$290K ﹤0.01%
+11,804
New +$277K
FBM
3093
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$289K ﹤0.01%
+20,437
New +$254K
NEWS
3094
DELISTED
NewStar Financial, Inc.
NEWS
$289K ﹤0.01%
24,631
-101
-0.4% -$1.1K
FITB.PRI
3095
Fifth Third Bancorp Depositary Shares 6.625% Fixed-to-Floating Rate Preferred Stock Series I
FITB.PRI
$456M
$288K ﹤0.01%
+9,594
New +$287K
NGS icon
3096
Natural Gas Services Group
NGS
$460M
$288K ﹤0.01%
+10,132
New +$251K
ALP.PRQ
3097
DELISTED
Alabama Power Co 5.00% Class A Preferred Stock
ALP.PRQ
$288K ﹤0.01%
+11,153
New +$287K
COF.PRF
3098
DELISTED
Capital One Financial Corporation
COF.PRF
$288K ﹤0.01%
10,662
+327
+3% +$8.75K
WFC.PRX
3099
DELISTED
Wells Fargo & Company Depositary Shares, each representing a 1/1,000th interest in a share of Non-Cu
WFC.PRX
$287K ﹤0.01%
11,162
+409
+4% +$10.5K
FLG.PRA
3100
Flagstar Bank National Association Series A Preferred Stock
FLG.PRA
$115M
$286K ﹤0.01%
+9,809
New +$288K
122 123
124
125 126

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.