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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
ARII
2876
DELISTED
American Railcar Industries, Inc.
ARII
$509K ﹤0.01%
13,191
-222
-2% -$8.11K
MR
2877
DELISTED
Montage Resources Corporation Common Stock
MR
$508K ﹤0.01%
13,554
-459
-3% -$17.2K
TBPH icon
2878
Theravance Biopharma
TBPH
$875M
$506K ﹤0.01%
14,792
+549
+4% +$18K
PTVCB
2879
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$506K ﹤0.01%
22,437
-4,542
-17% -$104K
CCF
2880
DELISTED
Chase Corporation
CCF
$505K ﹤0.01%
4,531
-263
-5% -$26.7K
JASO
2881
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$504K ﹤0.01%
66,077
-7,587
-10% -$51.2K
VICR icon
2882
Vicor
VICR
$8.76B
$503K ﹤0.01%
21,334
-708
-3% -$13.4K
HOS
2883
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$503K ﹤0.01%
124,520
-63,673
-34% -$184K
ARQ icon
2884
Arq
ARQ
$83.7M
$499K ﹤0.01%
45,501
+1,672
+4% +$16.8K
CSIQ icon
2885
Canadian Solar
CSIQ
$927M
$495K ﹤0.01%
29,410
-4,798
-14% -$78.6K
POWL icon
2886
Powell Industries
POWL
$7.32B
$495K ﹤0.01%
49,497
-4,701
-9% -$47.8K
EEQ
2887
DELISTED
Enbridge Energy Management Llc
EEQ
$495K ﹤0.01%
36,021
-164
-0.5% -$2.14K
GBLI icon
2888
Global Indemnity Group
GBLI
$405M
$494K ﹤0.01%
11,647
+914
+9% +$36.2K
YPF icon
2889
YPF
YPF
$19.5B
$493K ﹤0.01%
22,148
-979
-4% -$20.2K
ABR icon
2890
Arbor Realty Trust
ABR
$979M
$492K ﹤0.01%
59,981
-1,196
-2% -$9.74K
NXP icon
2891
Nuveen Select Tax-Free Income Portfolio
NXP
$899M
$492K ﹤0.01%
32,973
+2,845
+9% +$41.8K
GLOB icon
2892
Globant
GLOB
$1.52B
$489K ﹤0.01%
+12,197
New +$503K
HAYN
2893
DELISTED
Haynes International, Inc.
HAYN
$489K ﹤0.01%
13,607
-1,740
-11% -$56.1K
MRT
2894
DELISTED
MedEquities Realty Trust, Inc.
MRT
$489K ﹤0.01%
41,637
+1,172
+3% +$13.9K
AGYS icon
2895
Agilysys
AGYS
$3.12B
$487K ﹤0.01%
40,745
+2,342
+6% +$24.6K
CLS icon
2896
Celestica
CLS
$40.3B
$486K ﹤0.01%
39,273
+7,209
+22% +$88.8K
TLYS icon
2897
Tilly's
TLYS
$118M
$486K ﹤0.01%
40,511
-1,309
-3% -$13.6K
BAS
2898
DELISTED
Basis Energy Services, Inc.
BAS
$486K ﹤0.01%
25,179
+11,829
+89% +$235K
TA
2899
DELISTED
TravelCenters of America LLC
TA
$484K ﹤0.01%
22,775
-3,133
-12% -$59.3K
FBNK
2900
DELISTED
First Connecticut Bancorp, Inc
FBNK
$484K ﹤0.01%
18,105
+2,882
+19% +$73.1K
114 115
116
117 118

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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.