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
HTLD icon
1601
Heartland Express
HTLD
$986M
$4.51M ﹤0.01%
179,974
+17,423
+11% +$379K
UCB
1602
United Community Banks
UCB
$4.23B
$4.51M ﹤0.01%
157,945
+15,437
+11% +$417K
CMTL icon
1603
Comtech Telecommunications
CMTL
$50.9M
$4.51M ﹤0.01%
219,516
-5,909
-3% -$113K
CRZO
1604
DELISTED
Carrizo Oil & Gas Inc
CRZO
$4.5M ﹤0.01%
262,573
+56,499
+27% +$826K
EXLS icon
1605
EXL Service
EXLS
$5.21B
$4.5M ﹤0.01%
385,480
-9,285
-2% -$104K
VWR
1606
DELISTED
VWR Corporation
VWR
$4.5M ﹤0.01%
135,800
-2,996
-2% -$99K
TWNK
1607
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$4.5M ﹤0.01%
329,098
-116,918
-26% -$1.69M
DOOR
1608
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$4.49M ﹤0.01%
64,933
-72,745
-53% -$5.02M
GEO icon
1609
The GEO Group
GEO
$4.1B
$4.49M ﹤0.01%
166,979
-14,856
-8% -$411K
AYR
1610
DELISTED
Aircastle Ltd
AYR
$4.49M ﹤0.01%
201,492
-9,443
-4% -$210K
EXPR
1611
DELISTED
Express, Inc.
EXPR
$4.47M ﹤0.01%
33,049
+13,467
+69% +$1.7M
SHOO icon
1612
Steven Madden
SHOO
$3.5B
$4.46M ﹤0.01%
154,488
+12,945
+9% +$356K
INWK
1613
DELISTED
InnerWorkings, Inc.
INWK
$4.46M ﹤0.01%
396,369
+18,952
+5% +$210K
UBSI icon
1614
United Bankshares
UBSI
$6.62B
$4.45M ﹤0.01%
119,865
-1,379
-1% -$48.5K
HT
1615
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$4.45M ﹤0.01%
238,208
-35,778
-13% -$657K
IMO icon
1616
Imperial Oil
IMO
$62.3B
$4.44M ﹤0.01%
139,108
+22,986
+20% +$683K
GBCI icon
1617
Glacier Bancorp
GBCI
$6.38B
$4.44M ﹤0.01%
117,521
+14,708
+14% +$509K
DF
1618
DELISTED
Dean Foods Company
DF
$4.43M ﹤0.01%
407,575
+140,125
+52% +$1.8M
AERI
1619
DELISTED
Aerie Pharmaceuticals
AERI
$4.43M ﹤0.01%
91,222
+17,624
+24% +$962K
AGM icon
1620
Federal Agricultural Mortgage
AGM
$2.39B
$4.43M ﹤0.01%
60,926
-4,597
-7% -$310K
HSNI
1621
DELISTED
HSN, Inc.
HSNI
$4.43M ﹤0.01%
113,439
-58,185
-34% -$2.2M
CRUS icon
1622
Cirrus Logic
CRUS
$6.65B
$4.42M ﹤0.01%
82,947
-17,184
-17% -$1.01M
CKH
1623
DELISTED
Seacor Holdings Inc.
CKH
$4.42M ﹤0.01%
99,191
+29,495
+42% +$1.08M
WGO icon
1624
Winnebago Industries
WGO
$863M
$4.42M ﹤0.01%
98,821
+27,737
+39% +$1.02M
FWRD icon
1625
Forward Air
FWRD
$449M
$4.42M ﹤0.01%
77,173
+8,672
+13% +$458K
63 64
65
66 67

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.