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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
CZNC icon
2926
Citizens & Northern Corp
CZNC
$450M
$449K ﹤0.01%
18,293
+3,525
+24% +$81.3K
TRVG
2927
trivago
TRVG
$387M
$448K ﹤0.01%
8,265
+3,303
+67% +$278K
WSR
2928
DELISTED
Whitestone REIT
WSR
$448K ﹤0.01%
34,296
+3,862
+13% +$49.4K
BATRK icon
2929
Atlanta Braves Holdings Series B
BATRK
$3.27B
$447K ﹤0.01%
17,671
-473
-3% -$11.7K
IYR icon
2930
iShares US Real Estate ETF
IYR
$4.76B
$447K ﹤0.01%
5,600
+80
+1% +$6.42K
CJ
2931
DELISTED
C&J Energy Services, Inc.
CJ
$446K ﹤0.01%
+14,877
New +$441K
ARDX icon
2932
Ardelyx
ARDX
$1.26B
$444K ﹤0.01%
79,373
+51,792
+188% +$273K
FTS icon
2933
Fortis
FTS
$29.7B
$444K ﹤0.01%
12,411
+105
+0.9% +$3.79K
SN
2934
DELISTED
Sanchez Energy Corporation
SN
$444K ﹤0.01%
92,024
-30,690
-25% -$158K
GIFI
2935
DELISTED
Gulf Island Fabrication
GIFI
$443K ﹤0.01%
34,921
+4,840
+16% +$55.4K
ESTE
2936
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$442K ﹤0.01%
40,232
+15,316
+61% +$150K
HYGS
2937
DELISTED
Hydrogenics Corp
HYGS
$438K ﹤0.01%
53,783
+3,972
+8% +$33.5K
MCRB icon
2938
Seres Therapeutics
MCRB
$46.5M
$437K ﹤0.01%
1,362
+267
+24% +$73K
LOCO icon
2939
El Pollo Loco
LOCO
$497M
$431K ﹤0.01%
35,453
-5,738
-14% -$70.6K
IAG icon
2940
IAMGOLD
IAG
$8.24B
$430K ﹤0.01%
70,539
-33,763
-32% -$196K
FRO icon
2941
Frontline
FRO
$8.63B
$429K ﹤0.01%
71,056
+346
+0.5% +$1.95K
GPJA
2942
Georgia Power Company Series 2017A 5.00% Junior Subordinated Notes due Oct 1 2077
GPJA
$226M
$429K ﹤0.01%
+17,056
New +$428K
SGMO
2943
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$429K ﹤0.01%
+28,587
New +$316K
TX icon
2944
Ternium
TX
$9.68B
$429K ﹤0.01%
13,862
+3,027
+28% +$91.7K
LGTY
2945
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$428K ﹤0.01%
37,648
-4,353
-10% -$44.3K
ESSA
2946
DELISTED
ESSA Bancorp
ESSA
$427K ﹤0.01%
27,176
+973
+4% +$14.5K
C.PRL.CL
2947
DELISTED
Citigroup Inc.
C.PRL.CL
$427K ﹤0.01%
15,846
+477
+3% +$12.8K
PRH
2948
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$426K ﹤0.01%
16,532
-2,491
-13% -$64.6K
SPP
2949
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$425K ﹤0.01%
63,205
-1,983
-3% -$13.3K
ORBC
2950
DELISTED
ORBCOMM, Inc.
ORBC
$425K ﹤0.01%
40,627
-3,355
-8% -$37.1K
116 117
118
119 120

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NIPH
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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.