We are live on ! Find out more
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
DFP
3351
Flaherty & Crumrine Dynamic Preferred and Income Fund
DFP
$427M
– –
-15,245
Closed -$401K
DHIL
3352
DELISTED
Diamond Hill
DHIL
– –
-1,127
Closed -$225K
DIAX
3353
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
– –
-311,599
Closed -$5.15M
DSL
3354
DoubleLine Income Solutions Fund
DSL
$1.22B
– –
-120,200
Closed -$2.48M
EDD
3355
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$378M
– –
-128,308
Closed -$1.02M
EEX
3356
DELISTED
Emerald Holding
EEX
– –
-15,478
Closed -$339K
FLXS icon
3357
Flexsteel Industries
FLXS
$313M
– –
-3,943
Closed -$213K
HPS
3358
John Hancock Preferred Income Fund III
HPS
$456M
– –
-26,948
Closed -$516K
IBRX icon
3359
ImmunityBio
IBRX
$6.99B
– –
-25,954
Closed -$197K
JAKK icon
3360
Jakks Pacific
JAKK
$296M
– –
-10,218
Closed -$409K
KPTI icon
3361
Karyopharm Therapeutics
KPTI
$154M
– –
-1,306
Closed -$177K
LXRX icon
3362
Lexicon Pharmaceuticals
LXRX
$991M
– –
-11,066
Closed -$182K
NOG icon
3363
Northern Oil and Gas
NOG
$2.2B
– –
-17,587
Closed -$246K
NXDT
3364
NexPoint Diversified Real Estate Trust
NXDT
$276M
– –
-60,227
Closed -$1.31M
PAGP icon
3365
Plains GP Holdings
PAGP
$5.23B
– –
-26,389
Closed -$690K
PI icon
3366
Impinj
PI
$3.85B
– –
-17,917
Closed -$872K
PMTS icon
3367
CPI Card Group
PMTS
$238M
– –
-5,832
Closed -$83K
RCKT icon
3368
Rocket Pharmaceuticals
RCKT
$340M
– –
-7,045
Closed -$54K
RGNX icon
3369
Regenxbio
RGNX
$588M
– –
-40,935
Closed -$808K
RPD icon
3370
Rapid7
RPD
$650M
– –
-19,670
Closed -$331K
SNAP icon
3371
Snap
SNAP
$7.87B
– –
-260,284
Closed -$4.63M
TDW icon
3372
Tidewater
TDW
$3.81B
– –
-996
Closed -$23K
USCI icon
3373
US Commodity Index
USCI
$366M
– –
-33,841
Closed -$1.3M
VGM icon
3374
Invesco Trust Investment Grade Municipals
VGM
$549M
– –
-166,843
Closed -$2.24M
VONV icon
3375
Vanguard Russell 1000 Value ETF
VONV
$20.8B
– –
-60,776
Closed -$3.08M
133 134
135
136 137

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.