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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
NEWR
2126
DELISTED
New Relic, Inc.
NEWR
$2.22M ﹤0.01%
44,560
-350
-0.8% -$16.5K
JQC icon
2127
Nuveen Credit Strategies Income Fund
JQC
$705M
$2.21M ﹤0.01%
260,033
+17,856
+7% +$152K
CAA
2128
DELISTED
CalAtlantic Group, Inc.
CAA
$2.21M ﹤0.01%
60,247
+2,586
+4% +$92K
RMAX icon
2129
RE/MAX Holdings
RMAX
$198M
$2.21M ﹤0.01%
34,718
+890
+3% +$53.3K
TCMD icon
2130
Tactile Systems Technology
TCMD
$618M
$2.2M ﹤0.01%
71,150
+32,013
+82% +$1.01M
TIER
2131
DELISTED
TIER REIT, Inc.
TIER
$2.2M ﹤0.01%
114,074
-7,175
-6% -$132K
CVLT icon
2132
Commault Systems
CVLT
$4.98B
$2.2M ﹤0.01%
36,161
-2,480
-6% -$148K
DPLO
2133
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$2.2M ﹤0.01%
106,176
+28,704
+37% +$485K
ASNA
2134
DELISTED
Ascena Retail Group, Inc.
ASNA
$2.2M ﹤0.01%
44,873
+4,613
+11% +$200K
CALM icon
2135
Cal-Maine
CALM
$4.43B
$2.2M ﹤0.01%
53,454
+6,958
+15% +$260K
PLOW icon
2136
Douglas Dynamics
PLOW
$992M
$2.2M ﹤0.01%
55,729
-522
-0.9% -$17.8K
BUSE icon
2137
First Busey Corp
BUSE
$2.55B
$2.19M ﹤0.01%
69,928
+5,277
+8% +$154K
WMK icon
2138
Weis Markets
WMK
$1.92B
$2.19M ﹤0.01%
50,355
-4,108
-8% -$187K
PLAB icon
2139
Photronics
PLAB
$1.65B
$2.18M ﹤0.01%
246,569
+56,094
+29% +$498K
MC icon
2140
Moelis & Co
MC
$4.85B
$2.17M ﹤0.01%
50,477
+2,587
+5% +$104K
ERF
2141
DELISTED
Enerplus Corporation
ERF
$2.17M ﹤0.01%
219,819
-145,365
-40% -$1.29M
ROCK icon
2142
Gibraltar Industries
ROCK
$1.28B
$2.17M ﹤0.01%
69,490
+5,319
+8% +$161K
BRS
2143
DELISTED
Bristow Group, Inc.
BRS
$2.16M ﹤0.01%
231,356
+31,489
+16% +$256K
FORM icon
2144
FormFactor
FORM
$6.51B
$2.16M ﹤0.01%
127,930
+56,097
+78% +$798K
NHS
2145
Neuberger High Yield Strategies Fund Inc
NHS
$250M
$2.15M ﹤0.01%
177,066
+32,111
+22% +$384K
GLNG icon
2146
Golar LNG
GLNG
$4.82B
$2.15M ﹤0.01%
95,111
-1,515
-2% -$33.3K
KGC icon
2147
Kinross Gold
KGC
$27.7B
$2.14M ﹤0.01%
505,607
+115,459
+30% +$493K
NSA
2148
DELISTED
National Storage Affiliates Trust
NSA
$2.14M ﹤0.01%
88,284
-35,854
-29% -$814K
HIFR
2149
DELISTED
InfraREIT, Inc.
HIFR
$2.13M ﹤0.01%
95,272
+21,106
+28% +$453K
NSLR
2150
Neostellar Capital Corp
NSLR
$258M
$2.12M ﹤0.01%
465,793
-567
-0.1% -$2.16K
84 85
86
87 88

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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 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.