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
CRD.B icon
2576
Crawford & Co Class B
CRD.B
$507M
$1.01M ﹤0.01%
84,565
+13
+0% +$126
OMN
2577
DELISTED
OMNOVA Solutions Inc.
OMN
$1.01M ﹤0.01%
92,021
-9,390
-9% -$87.2K
ARC
2578
DELISTED
ARC Document Solutions, Inc.
ARC
$1.01M ﹤0.01%
246,380
-2,778
-1% -$10.6K
MYRG icon
2579
MYR Group
MYRG
$5.01B
$1M ﹤0.01%
34,477
-25,961
-43% -$718K
UBNK
2580
DELISTED
United Financial Bancorp, Inc.
UBNK
$1M ﹤0.01%
54,812
+10,530
+24% +$183K
ZEUS
2581
DELISTED
Olympic Steel
ZEUS
$1M ﹤0.01%
45,541
-1,262
-3% -$23.2K
LMAT icon
2582
LeMaitre Vascular
LMAT
$2.37B
$1M ﹤0.01%
26,743
+501
+2% +$17.1K
OEF icon
2583
PUT
iShares S&P 100 ETF
OEF
$19.5B
$999K ﹤0.01%
19,518
-309
-2% -$33.8K
HLIT icon
2584
Harmonic Inc
HLIT
$1.15B
$996K ﹤0.01%
326,412
-45,952
-12% -$171K
UMH
2585
UMH Properties
UMH
$1.34B
$987K ﹤0.01%
63,469
-41,926
-40% -$671K
EGRX
2586
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$986K ﹤0.01%
16,532
+9,017
+120% +$545K
BPMC
2587
DELISTED
Blueprint Medicines
BPMC
$985K ﹤0.01%
14,137
+1,299
+10% +$69.4K
BNED icon
2588
Barnes & Noble Education
BNED
$435M
$983K ﹤0.01%
1,510
-38
-2% -$26.9K
VSI
2589
DELISTED
Vitamin Shoppe Inc.
VSI
$983K ﹤0.01%
183,660
+57,517
+46% +$444K
EVH icon
2590
Evolent Health
EVH
$371M
$982K ﹤0.01%
55,149
-7,146
-11% -$147K
WASH icon
2591
Washington Trust Bancorp
WASH
$748M
$981K ﹤0.01%
17,127
-12,019
-41% -$625K
AAIC
2592
DELISTED
Arlington Asset Investment Corp.
AAIC
$980K ﹤0.01%
76,972
-4,061
-5% -$53.6K
DBVT
2593
DBV Technologies
DBVT
$813M
$978K ﹤0.01%
2,304
-2
-0.1% -$857
FISI icon
2594
Financial Institutions
FISI
$812M
$977K ﹤0.01%
33,915
+5,601
+20% +$158K
MS.PRE icon
2595
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$973K ﹤0.01%
33,179
+750
+2% +$22.3K
WAIR
2596
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$971K ﹤0.01%
103,309
+23,869
+30% +$225K
CNOB icon
2597
Center Bancorp
CNOB
$1.65B
$969K ﹤0.01%
39,379
+14,531
+58% +$330K
LFCR icon
2598
Lifecore Biomedical
LFCR
$162M
$968K ﹤0.01%
74,746
-396
-0.5% -$5.22K
RVNC
2599
DELISTED
Revance Therapeutics, Inc.
RVNC
$966K ﹤0.01%
35,047
+5,935
+20% +$144K
NC icon
2600
NACCO Industries
NC
$359M
$962K ﹤0.01%
49,066
-5,117
-9% -$84.6K
102 103
104
105 106

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.