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
GTN icon
2601
Gray Television
GTN
$437M
$960K ﹤0.01%
61,170
+30,073
+97% +$430K
JOE icon
2602
St. Joe Company
JOE
$3.55B
$950K ﹤0.01%
50,415
+3,925
+8% +$72.9K
RBBN icon
2603
Ribbon Communications
RBBN
$386M
$947K ﹤0.01%
123,762
-11,794
-9% -$84.4K
PKY
2604
DELISTED
Parkway, Inc.
PKY
$947K ﹤0.01%
41,100
-5,682
-12% -$130K
DS
2605
DELISTED
Drive Shack Inc.
DS
$945K ﹤0.01%
261,659
+3,928
+2% +$11.4K
TIS
2606
DELISTED
Orchids Paper Products, Inc.
TIS
$945K ﹤0.01%
67,133
+24,736
+58% +$286K
HK
2607
DELISTED
Halcon Resources Corporation
HK
$943K ﹤0.01%
138,686
+40,125
+41% +$251K
LDR
2608
DELISTED
Landauer Inc
LDR
$942K ﹤0.01%
14,002
-1,010
-7% -$61.1K
SWBI icon
2609
Smith & Wesson
SWBI
$649M
$941K ﹤0.01%
80,280
-60,516
-43% -$853K
ARTNA icon
2610
Artesian Resources
ARTNA
$360M
$930K ﹤0.01%
24,597
+169
+0.7% +$6.36K
CRMT icon
2611
America's Car Mart
CRMT
$25.9M
$930K ﹤0.01%
22,618
-2,345
-9% -$91.1K
AAOI icon
2612
Applied Optoelectronics
AAOI
$6.14B
$920K ﹤0.01%
14,222
-14,464
-50% -$1.02M
ITCL
2613
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$919K ﹤0.01%
66,115
+3,674
+6% +$51.9K
TDAY
2614
USA Today Co
TDAY
$1.29B
$918K ﹤0.01%
62,048
+17,536
+39% +$241K
GKOS icon
2615
Glaukos
GKOS
$9.49B
$918K ﹤0.01%
27,811
-9,115
-25% -$346K
P
2616
Everpure Inc
P
$23B
$915K ﹤0.01%
57,254
+38,839
+211% +$533K
GBDC icon
2617
Golub Capital BDC
GBDC
$3.33B
$914K ﹤0.01%
49,595
-16
-0% -$298
TRUP icon
2618
Trupanion
TRUP
$1.13B
$913K ﹤0.01%
34,587
-7,151
-17% -$164K
REV
2619
DELISTED
Revlon, Inc.
REV
$913K ﹤0.01%
37,185
+2,945
+9% +$56.9K
CHUBK
2620
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$909K ﹤0.01%
42,570
+2,050
+5% +$40.2K
PACB icon
2621
Pacific Biosciences
PACB
$435M
$904K ﹤0.01%
172,117
+26,280
+18% +$113K
ATRC icon
2622
AtriCure
ATRC
$2.08B
$899K ﹤0.01%
40,200
-20,669
-34% -$467K
HIVE
2623
DELISTED
Aerohive Networks
HIVE
$898K ﹤0.01%
219,526
-18,483
-8% -$74.1K
P
2624
DELISTED
Pandora Media Inc
P
$898K ﹤0.01%
116,685
+34,323
+42% +$295K
TVTX icon
2625
Travere Therapeutics
TVTX
$5.17B
$896K ﹤0.01%
35,998
+2,535
+8% +$55.8K
103 104
105
106 107

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.