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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
PSA.PRB
3126
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.40% Cumulative Preferred Share of
PSA.PRB
$275K ﹤0.01%
10,381
+143
+1% +$3.73K
OEC icon
3127
Orion
OEC
$400M
$274K ﹤0.01%
12,203
+566
+5% +$12.1K
RZA
3128
DELISTED
REINSURANCE GROUP OF AMERICA, INCORPORATED 6.20% Fixed-To-Floating Rate Subordinated Debentures due 2042
RZA
$274K ﹤0.01%
+9,641
New +$280K
GOGO icon
3129
Gogo Inc
GOGO
$550M
$273K ﹤0.01%
23,113
+160
+0.7% +$2.04K
NEE.PRJ
3130
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$272K ﹤0.01%
10,788
+302
+3% +$7.62K
PFIG icon
3131
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$115M
$269K ﹤0.01%
10,473
-1,005
-9% -$25.8K
XRN
3132
Chiron Real Estate Inc
XRN
$541M
$267K ﹤0.01%
5,939
-324
-5% -$14.6K
MLR icon
3133
Miller Industries
MLR
$584M
$267K ﹤0.01%
9,558
+593
+7% +$15.1K
OEF icon
3134
iShares S&P 100 ETF
OEF
$19.8B
$266K ﹤0.01%
2,394
+240
+11% +$26.2K
XBI icon
3135
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$264K ﹤0.01%
+3,053
New +$245K
TSC
3136
DELISTED
TriState Capital Holdings, Inc.
TSC
$264K ﹤0.01%
11,530
-1,034
-8% -$23.3K
PROV icon
3137
Provident Financial
PROV
$110M
$262K ﹤0.01%
13,392
+817
+6% +$15.7K
KBE icon
3138
State Street SPDR S&P Bank ETF
KBE
$1.66B
$261K ﹤0.01%
5,779
-32
-0.6% -$1.37K
LILA icon
3139
Liberty Latin America Class A
LILA
$1.67B
$260K ﹤0.01%
17,078
+29
+0.2% +$469
FBIO icon
3140
Fortress Biotech
FBIO
$113M
$259K ﹤0.01%
3,909
-39
-1% -$2.63K
USB.PRO
3141
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$259K ﹤0.01%
10,043
+204
+2% +$5.31K
RAS
3142
DELISTED
RAIT Financial Trust
RAS
$258K ﹤0.01%
353,882
-143,270
-29% -$188K
HCI icon
3143
HCI Group
HCI
$2.29B
$255K ﹤0.01%
6,671
-11,049
-62% -$454K
GOLF icon
3144
Acushnet Holdings
GOLF
$6.05B
$254K ﹤0.01%
+14,327
New +$254K
LYTS icon
3145
LSI Industries
LYTS
$880M
$254K ﹤0.01%
38,403
-738
-2% -$5.16K
OSB
3146
DELISTED
Norbord Inc.
OSB
$254K ﹤0.01%
6,666
+156
+2% +$5.41K
CHMI
3147
Cherry Hill Mortgage Investment Corp
CHMI
$81.9M
$253K ﹤0.01%
13,965
+817
+6% +$15.3K
IPLDP
3148
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$253K ﹤0.01%
10,002
+178
+2% +$4.57K
HCKT icon
3149
Hackett Group
HCKT
$266M
$252K ﹤0.01%
16,574
-2,649
-14% -$39.4K
VV icon
3150
Vanguard Large-Cap ETF
VV
$52B
$252K ﹤0.01%
2,180
-746
-25% -$84.5K
124 125
126
127 128

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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.