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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
IOSP icon
2101
Innospec
IOSP
$2.09B
$2.35M ﹤0.01%
38,089
-9,283
-20% -$556K
SEB icon
2102
Seaboard Corp
SEB
$4.39B
$2.34M ﹤0.01%
519
+43
+9% +$184K
GIMO
2103
DELISTED
Gigamon Inc.
GIMO
$2.31M ﹤0.01%
54,840
+1,799
+3% +$73.4K
BANF icon
2104
BancFirst
BANF
$3.81B
$2.31M ﹤0.01%
40,701
+723
+2% +$37.1K
HTGC icon
2105
Hercules Capital
HTGC
$2.99B
$2.31M ﹤0.01%
178,880
-9,184
-5% -$118K
MGU
2106
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$2.31M ﹤0.01%
87,838
+5,056
+6% +$128K
GOVT icon
2107
iShares US Treasury Bond ETF
GOVT
$43.7B
$2.31M ﹤0.01%
91,365
+930
+1% +$23.6K
MITT
2108
TPG Mortgage Investment Trust
MITT
$228M
$2.3M ﹤0.01%
39,865
-4,821
-11% -$274K
AKS
2109
DELISTED
AK Steel Holding Corp
AKS
$2.3M ﹤0.01%
411,492
-56,632
-12% -$324K
SXC icon
2110
SunCoke Energy
SXC
$794M
$2.3M ﹤0.01%
251,314
-75,061
-23% -$706K
ADAM
2111
Adamas Trust
ADAM
$777M
$2.29M ﹤0.01%
93,306
-72
-0.1% -$1.8K
IVC
2112
DELISTED
Invacare Corporation
IVC
$2.29M ﹤0.01%
145,622
-7,737
-5% -$110K
STOR
2113
DELISTED
STORE Capital Corporation
STOR
$2.29M ﹤0.01%
91,997
+22,227
+32% +$541K
SYBT icon
2114
Stock Yards Bancorp
SYBT
$2.6B
$2.28M ﹤0.01%
60,067
+12,994
+28% +$467K
SASR
2115
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.28M ﹤0.01%
55,091
-11,083
-17% -$436K
ARR
2116
Armour Residential REIT
ARR
$2.32B
$2.28M ﹤0.01%
16,966
-3,393
-17% -$440K
ENVA icon
2117
Enova International
ENVA
$6.09B
$2.27M ﹤0.01%
168,572
-6,225
-4% -$84.6K
ZAGG
2118
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$2.25M ﹤0.01%
143,062
+98,473
+221% +$1.08M
FFA
2119
First Trust Enhanced Equity Income Fund
FFA
$446M
$2.24M ﹤0.01%
148,808
+64,928
+77% +$969K
DATA
2120
DELISTED
Tableau Software, Inc.
DATA
$2.24M ﹤0.01%
29,910
+972
+3% +$67.5K
IWB icon
2121
iShares Russell 1000 ETF
IWB
$47.1B
$2.23M ﹤0.01%
15,973
-10,040
-39% -$1.38M
PGRE
2122
DELISTED
Paramount Group
PGRE
$2.23M ﹤0.01%
139,392
-22,630
-14% -$360K
ICON
2123
DELISTED
Iconix Brand Group, Inc.
ICON
$2.22M ﹤0.01%
39,061
-2,871
-7% -$171K
RBA icon
2124
RB Global
RBA
$21.5B
$2.22M ﹤0.01%
70,253
+13,629
+24% +$395K
BSFT
2125
DELISTED
BroadSoft, Inc.
BSFT
$2.22M ﹤0.01%
44,132
-5,970
-12% -$273K
83 84
85
86 87

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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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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.