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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
VTWV icon
3376
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
– –
-4,843
Closed -$498K
WINA icon
3377
Winmark
WINA
$1.23B
– –
-5,547
Closed -$715K
ZTR
3378
Virtus Total Return Fund
ZTR
$340M
– –
-36,472
Closed -$460K
FFNW
3379
DELISTED
First Financial Northwest, Inc
FFNW
– –
-10,075
Closed -$163K
ZYNE
3380
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
– –
-13,121
Closed -$223K
IVH
3381
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
– –
-30,174
Closed -$466K
OTIC
3382
DELISTED
Otonomy, Inc.
OTIC
– –
-32,561
Closed -$614K
MN
3383
DELISTED
MANNING & NAPIER, INC.
MN
– –
-10,035
Closed -$44K
ZIXI
3384
DELISTED
Zix Corporation
ZIXI
– –
-57,565
Closed -$328K
ADXS
3385
DELISTED
Advaxis Inc
ADXS
– –
-1,704
Closed -$166K
NNA
3386
DELISTED
Navios Maritime Acquisition Corporation
NNA
– –
-1,385
Closed -$31K
GEN
3387
DELISTED
Genesis Healthcare, Inc.
GEN
– –
-11,502
Closed -$20K
ADSW
3388
DELISTED
Advanced Disposal Services Inc
ADSW
– –
-9,698
Closed -$220K
FSB
3389
DELISTED
Franklin Financial Network, Inc.
FSB
– –
-43,219
Closed -$1.78M
ROSE
3390
DELISTED
Rosehill Resources Inc. Class A
ROSE
– –
-11,564
Closed -$96K
PSA.PRV.CL
3391
DELISTED
PUBLIC STORAGE Depositary Shares Each Representing 1/1,000 of a 5.375% Cumulative Preferred Share of
PSA.PRV.CL
– –
-12,948
Closed -$327K
ISG.CL
3392
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
– –
-15,792
Closed -$410K
STT.PRC.CL
3393
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
– –
-12,047
Closed -$304K
COF.PRP.CL
3394
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
– –
-21,474
Closed -$546K
JAG
3395
DELISTED
Jagged Peak Energy Inc.
JAG
– –
-18,891
Closed -$252K
PSB.PRU.CL
3396
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
– –
-16,168
Closed -$407K
SWJ.CL
3397
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
– –
-10,781
Closed -$276K
QTNA
3398
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
– –
-23,051
Closed -$438K
INSY
3399
DELISTED
Insys Therapeutics, Inc.
INSY
– –
-33,712
Closed -$426K
AKAO
3400
DELISTED
Achaogen Inc
AKAO
– –
-47,917
Closed -$1.04M
134 135
136
137 138

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MCM
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PSUF
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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.