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
WRD
3401
DELISTED
WildHorse Resource Development
WRD
– –
-18,465
Closed -$228K
ECYT
3402
DELISTED
Endocyte, Inc. Common Stock
ECYT
– –
-90,620
Closed -$136K
BAC.PRI.CL
3403
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
– –
-10,556
Closed -$273K
SNAK
3404
DELISTED
Inventure Foods, Inc.
SNAK
– –
-17,026
Closed -$73K
STS
3405
DELISTED
Supreme Industries Inc Class A
STS
– –
-57,325
Closed -$943K
SGBK
3406
DELISTED
Stonegate Bank
SGBK
– –
-5,389
Closed -$249K
CAB
3407
DELISTED
Cabela's Inc
CAB
– –
-60,096
Closed -$3.57M
SHOR
3408
DELISTED
ShoreTel, Inc.
SHOR
– –
-50,880
Closed -$295K
MORE
3409
DELISTED
Monogram Residential Trust, Inc.
MORE
– –
-238,049
Closed -$2.31M
MYCC
3410
DELISTED
ClubCorp Holdings, Inc.
MYCC
– –
-26,206
Closed -$343K
WBMD
3411
DELISTED
WebMD Health Corp.
WBMD
– –
-53,513
Closed -$3.14M
WMAR
3412
DELISTED
West Marine Inc
WMAR
– –
-12,361
Closed -$159K
DFT
3413
DELISTED
DuPont Fabros Technology Inc.
DFT
– –
-46,617
Closed -$2.85M
CDI
3414
DELISTED
CDI Corp.
CDI
– –
-52,651
Closed -$308K
DRA
3415
DELISTED
Diversified Real Asset Income Fd
DRA
– –
-155,901
Closed -$2.72M
FUEL
3416
DELISTED
Rocket Fuel Inc.
FUEL
– –
-17,128
Closed -$47K
PTHN
3417
DELISTED
Patheon N.V.
PTHN
– –
-21,672
Closed -$756K
DD
3418
DELISTED
Du Pont De Nemours E I
DD
– –
-1,795,896
Closed -$145M
NVDQ
3419
DELISTED
Novadaq Technologies Inc.
NVDQ
– –
-50,265
Closed -$589K
AMRI
3420
DELISTED
Albany Molecular Research Inc
AMRI
– –
-36,483
Closed -$792K
WFM
3421
DELISTED
Whole Foods Market Inc
WFM
– –
-832,392
Closed -$35.1M
NUTR
3422
DELISTED
Nutraceutical International Co
NUTR
– –
-18,537
Closed -$772K
CCP
3423
DELISTED
Care Capital Properties, Inc.
CCP
– –
-228,148
Closed -$6.09M
SPNC
3424
DELISTED
Spectranetics Corp
SPNC
– –
-37,116
Closed -$1.43M
NSR
3425
DELISTED
Neustar Inc
NSR
– –
-242,372
Closed -$8.08M
135 136
137
138 139

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.