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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
ARCH
2451
DELISTED
Arch Resources, Inc.
ARCH
$1.28M ﹤0.01%
+17,906
New +$1.34M
ICHR icon
2452
Ichor Holdings
ICHR
$2.17B
$1.28M ﹤0.01%
47,730
-30,844
-39% -$675K
HAPN
2453
Happen Inc
HAPN
$2.14B
$1.28M ﹤0.01%
41,962
-1,754
-4% -$50.5K
MYE icon
2454
Myers Industries
MYE
$1.24B
$1.27M ﹤0.01%
60,765
-7,066
-10% -$130K
IIP
2455
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$1.27M ﹤0.01%
291,733
+239,719
+461% +$1.04M
NXTM
2456
DELISTED
NxStage Medical Inc.
NXTM
$1.27M ﹤0.01%
45,927
-15,115
-25% -$403K
ASC icon
2457
Ardmore Shipping
ASC
$683M
$1.27M ﹤0.01%
153,503
+825
+0.5% +$6.4K
OCLR
2458
DELISTED
Oclaro Inc.
OCLR
$1.26M ﹤0.01%
146,624
-48,458
-25% -$437K
PRMW
2459
DELISTED
Primo Water Corporation
PRMW
$1.26M ﹤0.01%
106,435
-22,587
-18% -$274K
BLX icon
2460
Bladex Inc
BLX
$2.15B
$1.26M ﹤0.01%
42,789
+1,119
+3% +$30.5K
CRR
2461
DELISTED
Carbo Ceramics Inc.
CRR
$1.26M ﹤0.01%
145,910
+8,249
+6% +$58.2K
ATNI icon
2462
ATN International
ATNI
$365M
$1.26M ﹤0.01%
23,877
-13,582
-36% -$811K
KNM
2463
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.26M ﹤0.01%
25,888
+74
+0.3% +$3.6K
SRG
2464
Seritage Growth Properties
SRG
$138M
$1.25M ﹤0.01%
27,212
+1,111
+4% +$51.5K
SCHW.PRC
2465
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.25M ﹤0.01%
46,114
+1,202
+3% +$33K
MYOK
2466
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$1.25M ﹤0.01%
+29,056
New +$927K
SSP icon
2467
E.W. Scripps
SSP
$270M
$1.24M ﹤0.01%
65,042
-3,132
-5% -$57.4K
SCMP
2468
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$1.24M ﹤0.01%
105,341
+49,856
+90% +$559K
JBSS icon
2469
John B. Sanfilippo & Son
JBSS
$986M
$1.24M ﹤0.01%
18,416
+2,684
+17% +$172K
SPWR
2470
DELISTED
SunPower Corporation Common Stock
SPWR
$1.24M ﹤0.01%
259,303
-11,249
-4% -$68K
GLDD
2471
DELISTED
Great Lakes Dredge & Dock
GLDD
$1.22M ﹤0.01%
252,282
-278,169
-52% -$1.16M
HNP
2472
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.22M ﹤0.01%
49,894
+699
+1% +$18.5K
VTOL icon
2473
Bristow Group
VTOL
$1.33B
$1.22M ﹤0.01%
54,376
+13,006
+31% +$248K
CSS
2474
DELISTED
CSS Industries, Inc.
CSS
$1.22M ﹤0.01%
42,170
+6,050
+17% +$163K
HTHT icon
2475
Huazhu Hotels Group
HTHT
$13.3B
$1.21M ﹤0.01%
40,664
-13,860
-25% -$359K
97 98
99
100 101

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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.