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
NPTN
3026
DELISTED
NEOPHOTONICS CORP
NPTN
$353K ﹤0.01%
63,456
+6,166
+11% +$41.6K
GABC icon
3027
German American Bancorp
GABC
$1.92B
$352K ﹤0.01%
9,251
+1,594
+21% +$54.1K
FSAM
3028
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$351K ﹤0.01%
90,090
+4,534
+5% +$18.6K
CO
3029
DELISTED
Global Cord Blood Corporation
CO
$350K ﹤0.01%
31,434
-3,108
-9% -$36.4K
FPI
3030
Farmland Partners
FPI
$417M
$349K ﹤0.01%
38,561
+19,556
+103% +$173K
GWPH
3031
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$349K ﹤0.01%
3,434
+39
+1% +$4.18K
OPCH icon
3032
Option Care Health
OPCH
$3.53B
$348K ﹤0.01%
31,603
-13,882
-31% -$157K
SNHNI
3033
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$346K ﹤0.01%
13,622
+2,769
+26% +$69.6K
RICK icon
3034
RCI Hospitality Holdings
RICK
$203M
$344K ﹤0.01%
13,893
+2,383
+21% +$56.9K
SPWH icon
3035
Sportsman's Warehouse
SPWH
$45.7M
$343K ﹤0.01%
76,065
-9,099
-11% -$40.3K
PSA.PRA.CL
3036
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.875% Cumulative Preferred Share of
PSA.PRA.CL
$343K ﹤0.01%
12,825
+397
+3% +$10.6K
ABTX
3037
DELISTED
Allegiance Bancshares
ABTX
$342K ﹤0.01%
9,300
+3,063
+49% +$112K
EIV
3038
DELISTED
Eaton Vance Municipal Bond Fund II
EIV
$342K ﹤0.01%
27,241
+7,867
+41% +$100K
HOFT icon
3039
Hooker Furnishings Corp
HOFT
$150M
$339K ﹤0.01%
+7,102
New +$304K
SCE.PRK
3040
DELISTED
SCE TRUST V
SCE.PRK
$339K ﹤0.01%
12,146
+2,579
+27% +$74.1K
IXYS
3041
DELISTED
IXYS Corp
IXYS
$339K ﹤0.01%
+14,289
New +$271K
HMY icon
3042
Harmony Gold Mining
HMY
$9.7B
$338K ﹤0.01%
184,552
+15,427
+9% +$28.3K
VIRT icon
3043
Virtu Financial
VIRT
$5.11B
$338K ﹤0.01%
20,854
+1,833
+10% +$30.9K
CMTA
3044
DELISTED
Clementia Pharmaceuticals Inc.
CMTA
$338K ﹤0.01%
+20,018
New +$327K
STEW
3045
SRH Total Return Fund
STEW
$1.79B
$336K ﹤0.01%
32,970
+3,276
+11% +$32.6K
TFIN icon
3046
Triumph Financial Inc
TFIN
$1.84B
$334K ﹤0.01%
10,368
-3,133
-23% -$87.9K
EZU icon
3047
iShare MSCI Eurozone ETF
EZU
$9.44B
$333K ﹤0.01%
+7,686
New +$322K
SIEN
3048
DELISTED
Sientra, Inc.
SIEN
$333K ﹤0.01%
2,160
+142
+7% +$16.7K
ACGLO icon
3049
Arch Capital Group
ACGLO
$257M
$331K ﹤0.01%
+13,127
New +$330K
NEX
3050
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$330K ﹤0.01%
19,811
+8,619
+77% +$127K
120 121
122
123 124

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.