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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
OIS icon
1826
Oil States International
OIS
$456M
$3.43M ﹤0.01%
135,209
-67,829
-33% -$1.67M
MATV icon
1827
Mativ Holdings
MATV
$472M
$3.42M ﹤0.01%
82,563
+3,395
+4% +$130K
CRC
1828
DELISTED
California Resources Corporation
CRC
$3.42M ﹤0.01%
327,198
-182,971
-36% -$1.46M
PRAA icon
1829
PRA Group
PRAA
$662M
$3.42M ﹤0.01%
119,321
+1,073
+0.9% +$35.8K
ALEX
1830
DELISTED
Alexander & Baldwin
ALEX
$3.41M ﹤0.01%
73,636
+4,286
+6% +$185K
IGR
1831
CBRE Global Real Estate Income Fund
IGR
$718M
$3.41M ﹤0.01%
431,960
+45,182
+12% +$352K
OXM icon
1832
Oxford Industries
OXM
$571M
$3.41M ﹤0.01%
53,704
+4,957
+10% +$303K
TCO
1833
DELISTED
Taubman Centers Inc.
TCO
$3.4M ﹤0.01%
68,429
+1,893
+3% +$104K
TOWR
1834
DELISTED
Tower International, Inc.
TOWR
$3.4M ﹤0.01%
124,943
+32,146
+35% +$748K
PDCE
1835
DELISTED
PDC Energy, Inc.
PDCE
$3.39M ﹤0.01%
69,228
+4,468
+7% +$192K
INXN
1836
DELISTED
Interxion Holding N.V.
INXN
$3.38M ﹤0.01%
66,384
+4,798
+8% +$234K
ASTE icon
1837
Astec Industries
ASTE
$1.18B
$3.37M ﹤0.01%
60,096
-20,830
-26% -$1.06M
LKSD
1838
DELISTED
LSC Communications, Inc.
LKSD
$3.36M ﹤0.01%
203,752
-113,728
-36% -$2.04M
KWR icon
1839
Quaker Houghton
KWR
$2.69B
$3.36M ﹤0.01%
22,701
-1,798
-7% -$256K
HR
1840
DELISTED
Healthcare Realty Trust Incorporated
HR
$3.36M ﹤0.01%
103,804
+13,761
+15% +$455K
AAT
1841
American Assets Trust
AAT
$1.48B
$3.35M ﹤0.01%
84,323
+2,817
+3% +$113K
TTD icon
1842
Trade Desk
TTD
$8.59B
$3.35M ﹤0.01%
544,270
+10,200
+2% +$55.1K
ANDE icon
1843
Andersons Inc
ANDE
$2.44B
$3.35M ﹤0.01%
97,725
-7,830
-7% -$259K
XENT
1844
DELISTED
Intersect ENT, Inc
XENT
$3.34M ﹤0.01%
107,315
+31,501
+42% +$932K
BGX
1845
Blackstone Long-Short Credit Income Fund
BGX
$136M
$3.34M ﹤0.01%
207,595
-109,154
-34% -$1.75M
HTLF
1846
DELISTED
Heartland Financial USA, Inc.
HTLF
$3.33M ﹤0.01%
67,341
+1,107
+2% +$50.6K
FIX icon
1847
Comfort Systems
FIX
$59.8B
$3.32M ﹤0.01%
93,085
-10,925
-11% -$377K
VSAT icon
1848
Viasat
VSAT
$10.7B
$3.32M ﹤0.01%
51,660
+25,560
+98% +$1.62M
CDR
1849
DELISTED
Cedar Realty Trust, Inc
CDR
$3.32M ﹤0.01%
89,392
-10,638
-11% -$361K
ATHN
1850
DELISTED
Athenahealth, Inc.
ATHN
$3.31M ﹤0.01%
26,660
-3,066
-10% -$422K
72 73
74
75 76

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MCM
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PSUF
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SCC
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BAM
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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.