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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
HWKN icon
2976
Hawkins
HWKN
$2.99B
$406K ﹤0.01%
19,886
-992
-5% -$20.4K
CTBB
2977
DELISTED
Qwest Corp 6.5% Notes due 2056
CTBB
$403K ﹤0.01%
15,930
+362
+2% +$9.14K
SNDX icon
2978
Syndax Pharmaceuticals
SNDX
$1.74B
$401K ﹤0.01%
34,310
-2,255
-6% -$27.6K
DCO icon
2979
Ducommun
DCO
$2.68B
$400K ﹤0.01%
12,491
-41
-0.3% -$1.22K
NIQ
2980
DELISTED
NUVEEN INTERMEDIATE DURATION QUALITY MUNICIPAL TERM FUND
NIQ
$400K ﹤0.01%
30,224
+2,567
+9% +$34K
NOAH
2981
Noah Holdings
NOAH
$594M
$399K ﹤0.01%
12,424
+3,553
+40% +$108K
CAFD
2982
DELISTED
8point3 Energy Partners LP
CAFD
$399K ﹤0.01%
26,521
-1,028
-4% -$14.9K
PGZ
2983
Principal Real Estate Income Fund
PGZ
$68.9M
$398K ﹤0.01%
22,175
-1,521
-6% -$27.9K
ITOT icon
2984
iShares Core S&P Total US Stock Market ETF
ITOT
$93.7B
$397K ﹤0.01%
6,891
+16
+0.2% +$903
MBB icon
2985
iShares MBS ETF
MBB
$39.2B
$397K ﹤0.01%
3,711
– –
STN icon
2986
Stantec
STN
$8.19B
$397K ﹤0.01%
14,292
-10,252
-42% -$272K
OOMA icon
2987
Ooma
OOMA
$608M
$396K ﹤0.01%
37,508
+13,426
+56% +$118K
DTJ
2988
DELISTED
DTE Energy Company 2016 Series B 5.375% Junior Subordinated Debentures due 2076
DTJ
$396K ﹤0.01%
15,315
+241
+2% +$6.2K
CCV.CL
2989
DELISTED
Comcast Corporation
CCV.CL
$394K ﹤0.01%
15,422
+265
+2% +$6.77K
BOOT icon
2990
Boot Barn
BOOT
$4.81B
$393K ﹤0.01%
44,133
+3,586
+9% +$28.5K
IIIN icon
2991
Insteel Industries
IIIN
$631M
$389K ﹤0.01%
14,917
+2,205
+17% +$59.5K
WHG icon
2992
Westwood Holdings Group
WHG
$187M
$386K ﹤0.01%
5,735
-8
-0.1% -$478
IWP icon
2993
iShares Russell Mid-Cap Growth ETF
IWP
$19.6B
$385K ﹤0.01%
6,798
-10
-0.1% -$549
VATE icon
2994
INNOVATE Corp
VATE
$106M
$384K ﹤0.01%
7,267
+996
+16% +$53.2K
TTSH
2995
DELISTED
Tile Shop Holdings
TTSH
$382K ﹤0.01%
30,096
-83,398
-73% -$1.3M
PSA.PRD
2996
DELISTED
Public Storage
PSA.PRD
$380K ﹤0.01%
15,079
+661
+5% +$16.4K
IBB icon
2997
iShares Biotechnology ETF
IBB
$9.55B
$379K ﹤0.01%
3,408
+444
+15% +$47.5K
TY icon
2998
TRI-Continental Corp
TY
$1.86B
$379K ﹤0.01%
14,840
-309
-2% -$7.7K
KLDX
2999
DELISTED
KLONDEX MINES LTD
KLDX
$379K ﹤0.01%
104,044
+63,685
+158% +$212K
DNR
3000
DELISTED
Denbury Resources, Inc.
DNR
$377K ﹤0.01%
281,007
-2,261,372
-89% -$2.95M
118 119
120
121 122

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MCM
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PSUF
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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.