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
PTCT icon
2851
PTC Therapeutics
PTCT
$6.19B
$535K ﹤0.01%
26,739
-21,265
-44% -$416K
JCAP
2852
DELISTED
Jernigan Capital, Inc.
JCAP
$534K ﹤0.01%
25,996
+7,765
+43% +$159K
XLY icon
2853
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$533K ﹤0.01%
11,826
-94
-0.8% -$4.23K
WMGI
2854
DELISTED
Wright Medical Group Inc
WMGI
$532K ﹤0.01%
20,577
-26,602
-56% -$733K
KODK icon
2855
Kodak
KODK
$805M
$531K ﹤0.01%
72,233
-5,858
-8% -$48.7K
CIGI icon
2856
Colliers International
CIGI
$5.18B
$529K ﹤0.01%
10,647
+641
+6% +$33.4K
SFUN
2857
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$529K ﹤0.01%
2,611
-74
-3% -$13.1K
FTAI icon
2858
FTAI Aviation
FTAI
$20.3B
$528K ﹤0.01%
+34,293
New +$502K
QNST icon
2859
QuinStreet
QNST
$925M
$527K ﹤0.01%
71,661
+11,246
+19% +$54.5K
TCRT icon
2860
Alaunos Therapeutics
TCRT
$4.69M
$525K ﹤0.01%
570
-1
-0.2% -$888
AMU
2861
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$525K ﹤0.01%
29,566
+3,359
+13% +$60.9K
BOX icon
2862
Box
BOX
$4.48B
$520K ﹤0.01%
26,922
+942
+4% +$17.7K
QHC
2863
DELISTED
Quorum Health Corporation
QHC
$519K ﹤0.01%
100,113
+22,568
+29% +$91.7K
CBPX
2864
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$517K ﹤0.01%
19,875
-21,930
-52% -$506K
PCBK
2865
DELISTED
Pacific Continental Corp
PCBK
$517K ﹤0.01%
19,197
+8,028
+72% +$199K
CIO
2866
DELISTED
City Office REIT
CIO
$515K ﹤0.01%
37,405
+8,054
+27% +$102K
ENO
2867
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$91.9M
$515K ﹤0.01%
19,595
+342
+2% +$8.97K
HZO icon
2868
MarineMax
HZO
$750M
$514K ﹤0.01%
31,054
+1,536
+5% +$25.1K
WVE icon
2869
Wave Life Sciences
WVE
$1.12B
$514K ﹤0.01%
23,616
+6,885
+41% +$138K
IMPV
2870
DELISTED
Imperva, Inc.
IMPV
$514K ﹤0.01%
11,841
+230
+2% +$10.5K
STT.PRD
2871
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$513K ﹤0.01%
18,384
+512
+3% +$14.4K
ATRA icon
2872
Atara Biotherapeutics
ATRA
$72.4M
$512K ﹤0.01%
1,238
+51
+4% +$19.2K
EDIT icon
2873
Editas Medicine
EDIT
$399M
$510K ﹤0.01%
21,241
-12
-0.1% -$228
THR
2874
DELISTED
Thermon Group Holdings
THR
$510K ﹤0.01%
28,334
+415
+1% +$7.28K
COF.PRC.CL
2875
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$510K ﹤0.01%
19,240
+578
+3% +$15.3K
113 114
115
116 117

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.