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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
UTI icon
3326
Universal Technical Institute
UTI
$2.12B
$40K ﹤0.01%
11,507
-2,358
-17% -$8.26K
WG
3327
DELISTED
Willbros Group
WG
$40K ﹤0.01%
+12,459
New +$29.9K
GSAT icon
3328
Globalstar
GSAT
$10.2B
$39K ﹤0.01%
1,605
-400
-20% -$11.6K
LCTX icon
3329
Lineage Cell Therapeutics
LCTX
$257M
$36K ﹤0.01%
14,675
+1,102
+8% +$2.73K
XCO
3330
DELISTED
Exco Resources
XCO
$36K ﹤0.01%
26,794
+3
+0% +$5
WKHS icon
3331
Workhorse Group
WKHS
$30.2M
$32K ﹤0.01%
4
-1
-20% -$8.93K
LEE icon
3332
Lee Enterprises
LEE
$173M
$30K ﹤0.01%
1,354
+155
+13% +$3.12K
ARAV
3333
DELISTED
Aravive, Inc. Common Stock
ARAV
$29K ﹤0.01%
1,985
-3,448
-63% -$348K
SEAC
3334
DELISTED
Seachange International Inc
SEAC
$29K ﹤0.01%
535
-1
-0.2% -$54
ATHX
3335
DELISTED
Athersys, Inc. Common Stock
ATHX
$28K ﹤0.01%
535
– –
ACGN
3336
DELISTED
Aceragen Inc
ACGN
$27K ﹤0.01%
+88
New +$23K
WAC
3337
DELISTED
Walter Investment Mgt Corp
WAC
$27K ﹤0.01%
45,137
-2,527
-5% -$1.47K
APVO icon
3338
Aptevo Therapeutics
APVO
$5.25M
– –
0
– –
ALSK
3339
DELISTED
Alaska Communications Systems
ALSK
$24K ﹤0.01%
+10,385
New +$23.1K
ALR
3340
DELISTED
AlerisLife Inc
ALR
$23K ﹤0.01%
1,472
+429
+41% +$6.9K
CRIS icon
3341
Curis
CRIS
$9.14M
$22K ﹤0.01%
+7
New +$25.9K
RIF.RT
3342
DELISTED
RMR Real Estate Income Fund.
RIF.RT
$15K ﹤0.01%
+25,866
New +$15K
SDRL
3343
DELISTED
Seadrill Limited Common Stock
SDRL
$6K ﹤0.01%
59
-7
-11% -$611
ADUS icon
3344
Addus HomeCare
ADUS
$2.16B
– –
-11,145
Closed -$415K
ADVM
3345
DELISTED
Adverum Biotechnologies
ADVM
– –
-1,571
Closed -$39K
BYM
3346
DELISTED
BlackRock Municipal Income Quality Trust
BYM
– –
-24,488
Closed -$355K
CCD
3347
Calamos Dynamic Convertible & Income Fund
CCD
$712M
– –
-44,303
Closed -$887K
CDTX
3348
DELISTED
Cidara Therapeutics
CDTX
– –
-602
Closed -$90K
CDZI icon
3349
Cadiz
CDZI
$259M
– –
-69,729
Closed -$941K
CLSD
3350
DELISTED
Clearside Biomedical
CLSD
– –
-895
Closed -$122K
132 133
134
135 136

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MCM
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PSUF
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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.