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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
CALX icon
3276
Calix
CALX
$2.32B
$124K ﹤0.01%
24,571
-6,276
-20% -$35.8K
CORI
3277
DELISTED
Corium International, Inc.
CORI
$124K ﹤0.01%
+11,213
New +$99.2K
AQMS icon
3278
Aqua Metals
AQMS
$9.78M
$122K ﹤0.01%
89
+37
+71% +$66.6K
XONE
3279
DELISTED
The ExOne Company
XONE
$120K ﹤0.01%
+10,593
New +$104K
IGA
3280
Voya Global Advantage and Premium Opportunity Fund
IGA
$155M
$119K ﹤0.01%
10,306
-120
-1% -$1.31K
MCHX icon
3281
Marchex
MCHX
$79.3M
$119K ﹤0.01%
38,545
+3,711
+11% +$11.1K
TEN
3282
Tsakos Energy Navigation Ltd
TEN
$1.18B
$111K ﹤0.01%
4,923
-555
-10% -$13K
ATCO
3283
DELISTED
Atlas Corp.
ATCO
$110K ﹤0.01%
+15,534
New +$107K
PFSW
3284
DELISTED
PFSweb, Inc.
PFSW
$109K ﹤0.01%
13,005
-6,729
-34% -$53.3K
CLNE icon
3285
Clean Energy Fuels
CLNE
$427M
$106K ﹤0.01%
42,647
-30,577
-42% -$77K
NEOS
3286
DELISTED
Neos Therapeutics, Inc
NEOS
$105K ﹤0.01%
+11,486
New +$87.3K
TRVN
3287
DELISTED
Trevena, Inc.
TRVN
$102K ﹤0.01%
64
+18
+39% +$28.3K
EGO icon
3288
Eldorado Gold
EGO
$8.09B
$101K ﹤0.01%
9,185
-12,326
-57% -$134K
CMBT
3289
CMB.TECH NV
CMBT
$4.47B
$93K ﹤0.01%
11,520
+796
+7% +$6.16K
ACTG icon
3290
Acacia Research
ACTG
$454M
$92K ﹤0.01%
20,171
-1,012
-5% -$3.79K
CIA icon
3291
Citizens
CIA
$250M
$91K ﹤0.01%
12,322
+205
+2% +$1.58K
PLPM
3292
DELISTED
Planet Payment, Inc
PLPM
$91K ﹤0.01%
21,107
+451
+2% +$1.68K
PPT
3293
Franklin Premier Income Trust
PPT
$323M
$90K ﹤0.01%
17,003
-98,856
-85% -$532K
CEMP
3294
DELISTED
Cempra, Inc.
CEMP
$90K ﹤0.01%
27,842
-120,243
-81% -$425K
ARLZ
3295
DELISTED
Aralez Pharmaceuticals Inc.
ARLZ
$88K ﹤0.01%
+38,349
New +$51.3K
VIVS
3296
VivoSim Labs
VIVS
$1.26M
$87K ﹤0.01%
164
-8
-5% -$4.26K
TOVX icon
3297
Theriva Biologics
TOVX
$9.53M
$86K ﹤0.01%
+11
New +$63.6K
EIGI
3298
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$86K ﹤0.01%
+10,474
New +$84.5K
BTE icon
3299
Baytex Energy
BTE
$2.91B
$85K ﹤0.01%
28,399
+3,228
+13% +$8.45K
AMBR
3300
DELISTED
Amber Road Inc
AMBR
$85K ﹤0.01%
11,079
-301
-3% -$2.47K
130 131
132
133 134

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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.