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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
BHBK
3176
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$231K ﹤0.01%
12,049
-3,453
-22% -$64.4K
SMH icon
3177
VanEck Semiconductor ETF
SMH
$64.4B
$230K ﹤0.01%
+4,938
New +$216K
GBL
3178
DELISTED
GAMCO Investors, Inc.
GBL
$229K ﹤0.01%
7,690
+912
+13% +$27.1K
NVEC icon
3179
NVE Corp
NVEC
$567M
$228K ﹤0.01%
2,892
-1,189
-29% -$90.7K
MERC icon
3180
Mercer International
MERC
$46.7M
$226K ﹤0.01%
19,111
+1,371
+8% +$15.4K
RPT
3181
Rithm Property Trust
RPT
$94.9M
$226K ﹤0.01%
2,765
-765
-22% -$62.7K
CVLG icon
3182
Covenant Logistics
CVLG
$1.11B
$225K ﹤0.01%
+15,550
New +$165K
PSB.PRX
3183
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1,000 of a Share of 5.25 Percent Cumulative Preferred Stock, Series X
PSB.PRX
$225K ﹤0.01%
+8,909
New +$224K
REN
3184
DELISTED
Resolute Energy Corporaton
REN
$225K ﹤0.01%
7,584
+77
+1% +$2.29K
IMOS
3185
ChipMOS TECHNOLOGIES
IMOS
$1.73B
$224K ﹤0.01%
9,853
+980
+11% +$21.7K
TNK icon
3186
Teekay Tankers
TNK
$2.68B
$224K ﹤0.01%
17,297
-3,231
-16% -$41.5K
COF.PRH
3187
DELISTED
Capital One Financial Corporation Depositary Shares, Each Representing 1/40th Interest in a Share of
COF.PRH
$223K ﹤0.01%
+8,354
New +$222K
FTK icon
3188
Flotek Industries
FTK
$849M
$222K ﹤0.01%
7,960
-140
-2% -$5.54K
CMRE icon
3189
Costamare
CMRE
$1.86B
$220K ﹤0.01%
35,521
-8,045
-18% -$52K
AFH
3190
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
$218K ﹤0.01%
11,552
+542
+5% +$8.78K
PCYO icon
3191
Pure Cycle
PCYO
$260M
$216K ﹤0.01%
28,792
+532
+2% +$3.87K
ATRO icon
3192
Astronics
ATRO
$3.36B
$215K ﹤0.01%
+9,953
New +$203K
BCOV
3193
DELISTED
Brightcove, Inc.
BCOV
$215K ﹤0.01%
29,915
-617
-2% -$4.2K
ANW
3194
DELISTED
Aegean Marine Petroleum Network
ANW
$215K ﹤0.01%
43,526
+26,690
+159% +$132K
ATE
3195
DELISTED
Advantest Corp
ATE
$214K ﹤0.01%
11,534
-104
-0.9% -$1.93K
LOGI icon
3196
Logitech
LOGI
$15.9B
$213K ﹤0.01%
+5,833
New +$212K
MGNX icon
3197
MacroGenics
MGNX
$241M
$213K ﹤0.01%
11,551
-27
-0.2% -$468
NCSM icon
3198
NCS Multistage Holdings
NCSM
$117M
$213K ﹤0.01%
442
-66
-13% -$28.9K
PZN
3199
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$213K ﹤0.01%
19,552
+61
+0.3% +$623
EWJ icon
3200
iShares MSCI Japan ETF
EWJ
$21.3B
$212K ﹤0.01%
3,805
-2,397
-39% -$131K
126 127
128
129 130

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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.