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
FBR
1476
DELISTED
Fibria Celulose Sa
FBR
$5.29M 0.01%
391,097
+42,846
+12% +$509K
TPH
1477
DELISTED
Tri Pointe Homes
TPH
$5.29M 0.01%
382,976
+94,706
+33% +$1.26M
HRI icon
1478
Herc Holdings
HRI
$4.78B
$5.28M 0.01%
107,390
-51,655
-32% -$2.24M
PBA icon
1479
Pembina Pipeline
PBA
$29.3B
$5.26M 0.01%
149,907
+19,369
+15% +$646K
DIA icon
1480
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$5.26M 0.01%
23,489
-23
-0.1% -$5.03K
NWBI icon
1481
Northwest Bancshares
NWBI
$2.33B
$5.25M 0.01%
303,863
+7,709
+3% +$122K
AMAG
1482
DELISTED
AMAG Pharmaceuticals
AMAG
$5.25M 0.01%
284,391
-798
-0.3% -$14.9K
SYKE
1483
DELISTED
SYKES Enterprises Inc
SYKE
$5.24M 0.01%
179,758
-28,332
-14% -$840K
QEP
1484
DELISTED
QEP RESOURCES, INC.
QEP
$5.24M 0.01%
611,098
+207,696
+51% +$1.7M
DFIN icon
1485
Donnelley Financial Solutions
DFIN
$1.28B
$5.23M 0.01%
242,699
+43,926
+22% +$951K
VEEV icon
1486
Veeva Systems
VEEV
$33.8B
$5.22M 0.01%
92,497
+10,244
+12% +$621K
SQM icon
1487
Sociedad Química y Minera de Chile
SQM
$19.3B
$5.2M 0.01%
93,421
+8,269
+10% +$371K
UTL icon
1488
Unitil
UTL
$989M
$5.18M 0.01%
104,757
+2,918
+3% +$145K
ARCB icon
1489
ArcBest
ARCB
$3.16B
$5.17M 0.01%
154,646
-268
-0.2% -$7.05K
WRLD icon
1490
World Acceptance Corp
WRLD
$861M
$5.17M 0.01%
62,392
-9,083
-13% -$701K
ARCC icon
1491
Ares Capital
ARCC
$13.4B
$5.17M 0.01%
315,379
-9,365
-3% -$152K
ZWS icon
1492
Zurn Elkay Water Solutions
ZWS
$8.55B
$5.14M 0.01%
420,180
-18,616
-4% -$216K
SNP
1493
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$5.12M 0.01%
67,529
+5,625
+9% +$430K
KFY icon
1494
Korn Ferry
KFY
$4.31B
$5.11M 0.01%
129,668
+5,564
+4% +$192K
DBI icon
1495
Designer Brands
DBI
$315M
$5.11M 0.01%
237,800
+60,467
+34% +$1.11M
FCE.A
1496
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$5.09M 0.01%
199,701
+31,125
+18% +$762K
QQQ icon
1497
Invesco QQQ Trust
QQQ
$436B
$5.08M 0.01%
34,932
+1,516
+5% +$217K
ENOV icon
1498
Enovis
ENOV
$1.74B
$5.08M 0.01%
70,823
+3,704
+6% +$258K
VRE
1499
DELISTED
Veris Residential
VRE
$5.07M 0.01%
213,748
-14,586
-6% -$359K
MDCO
1500
DELISTED
Medicines Co
MDCO
$5.07M 0.01%
136,828
+12,580
+10% +$464K
58 59
60
61 62

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.