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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 Miscellaneous 16.81%
2 Financials 14.98%
3 Technology 12.88%
4 Healthcare 11.88%
5 Industrials 9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EVC icon
3301
Entravision Communication
EVC
$749M
$84K ﹤0.01%
14,759
+4,495
+44% +$27.1K
GNE icon
3302
Genie Energy
GNE
$419M
$83K ﹤0.01%
12,622
+1,860
+17% +$11.9K
LTS
3303
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$82K ﹤0.01%
28,504
+3,918
+16% +$9.76K
ERII icon
3304
Energy Recovery
ERII
$360M
$81K ﹤0.01%
10,202
-3,944
-28% -$28.2K
SSI
3305
DELISTED
Stage Stores Inc
SSI
$81K ﹤0.01%
43,797
-121,194
-73% -$224K
CLDX icon
3306
Celldex Therapeutics
CLDX
$3.02B
$79K ﹤0.01%
1,837
+1,123
+157% +$42.1K
NXEO
3307
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$79K ﹤0.01%
+10,832
New +$82.9K
CDXS icon
3308
Codexis
CDXS
$153M
$78K ﹤0.01%
+11,719
New +$64.9K
HNRG icon
3309
Hallador Energy
HNRG
$676M
$74K ﹤0.01%
12,962
-2,926
-18% -$19K
LPCN icon
3310
Lipocine
LPCN
$18.1M
$69K ﹤0.01%
1,023
-52
-5% -$3.76K
ICD
3311
DELISTED
Independence Contract Drilling, Inc.
ICD
$69K ﹤0.01%
906
+116
+15% +$8.2K
PDS
3312
Precision Drilling
PDS
$1.15B
$68K ﹤0.01%
1,090
-1,450
-57% -$84K
JONE
3313
DELISTED
Jones Energy, Inc.
JONE
$68K ﹤0.01%
1,773
-3,155
-64% -$84.2K
RIGL icon
3314
Rigel Pharmaceuticals
RIGL
$829M
$63K ﹤0.01%
2,495
-478
-16% -$11.6K
LUB
3315
DELISTED
Luby's Inc.
LUB
$61K ﹤0.01%
23,101
-21,569
-48% -$59.4K
MEET
3316
DELISTED
The Meet Group, Inc. Common Stock
MEET
$59K ﹤0.01%
16,167
-9,844
-38% -$42K
BCRX icon
3317
BioCryst Pharmaceuticals
BCRX
$2.09B
$58K ﹤0.01%
+11,072
New +$56.7K
RLGT icon
3318
Radiant Logistics
RLGT
$459M
$56K ﹤0.01%
10,584
+239
+2% +$1.19K
LRMR icon
3319
Larimar Therapeutics
LRMR
$406M
$55K ﹤0.01%
1,313
-269
-17% -$11.2K
EGIO
3320
DELISTED
Edgio, Inc. Common Stock
EGIO
$54K ﹤0.01%
341
-125
-27% -$17.6K
AGRX
3321
DELISTED
Agile Therapeutics
AGRX
$53K ﹤0.01%
6
-1
-14% -$7.68K
AGEN
3322
Agenus
AGEN
$322M
$52K ﹤0.01%
599
+31
+5% +$2.51K
NGD
3323
DELISTED
New Gold Inc
NGD
$48K ﹤0.01%
12,982
– –
RSYS
3324
DELISTED
Radisys Corp
RSYS
$45K ﹤0.01%
33,037
+10,325
+45% +$20K
GERN icon
3325
Geron
GERN
$842M
$43K ﹤0.01%
19,871
-28,105
-59% -$66.3K
131 132
133
134 135

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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 Miscellaneous at 17% of assets, up from 16% a quarter earlier, followed by Financials and Technology.

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.