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
REGI
2051
DELISTED
Renewable Energy Group, Inc.
REGI
$2.51M ﹤0.01%
206,309
+7,832
+4% +$96K
WT icon
2052
WisdomTree
WT
$2.79B
$2.5M ﹤0.01%
245,569
+31,838
+15% +$308K
HPP
2053
Hudson Pacific Properties
HPP
$758M
$2.5M ﹤0.01%
10,648
-54
-0.5% -$12.3K
RPXC
2054
DELISTED
RPX Corporation
RPXC
$2.5M ﹤0.01%
188,193
-12,395
-6% -$163K
NSM
2055
DELISTED
Nationstar Mortgage Holdings
NSM
$2.5M ﹤0.01%
134,468
-2,448
-2% -$42.7K
SMCI icon
2056
Super Micro Computer
SMCI
$16.6B
$2.49M ﹤0.01%
1,127,690
+706,660
+168% +$1.81M
EXTN
2057
DELISTED
Exterran Corporation
EXTN
$2.48M ﹤0.01%
78,444
+15,782
+25% +$436K
ESPR
2058
DELISTED
Esperion Therapeutics
ESPR
$2.47M ﹤0.01%
49,335
-813
-2% -$39.2K
FFG
2059
DELISTED
FBL Financial Group
FFG
$2.47M ﹤0.01%
33,186
-1,421
-4% -$97.5K
EBF icon
2060
Ennis
EBF
$554M
$2.47M ﹤0.01%
125,688
-8,501
-6% -$163K
HOMB icon
2061
Home BancShares
HOMB
$6.3B
$2.47M ﹤0.01%
97,876
+5,159
+6% +$124K
IMAX icon
2062
IMAX
IMAX
$2.67B
$2.45M ﹤0.01%
108,263
+68,870
+175% +$1.42M
SSTK icon
2063
Shutterstock
SSTK
$209M
$2.45M ﹤0.01%
73,648
+13,421
+22% +$495K
ACOR
2064
DELISTED
Acorda Therapeutics
ACOR
$2.45M ﹤0.01%
864
+95
+12% +$250K
CROX icon
2065
Crocs
CROX
$6.63B
$2.44M ﹤0.01%
252,047
-57,525
-19% -$492K
EXTR icon
2066
Extreme Networks
EXTR
$3.8B
$2.44M ﹤0.01%
204,887
+1,959
+1% +$20.1K
LADR
2067
Ladder Capital
LADR
$1.24B
$2.43M ﹤0.01%
176,562
+97,185
+122% +$1.31M
CARB
2068
DELISTED
Carbonite Inc
CARB
$2.43M ﹤0.01%
110,578
+20,731
+23% +$438K
STBA icon
2069
S&T Bancorp
STBA
$1.9B
$2.43M ﹤0.01%
61,425
-7,583
-11% -$279K
HF
2070
DELISTED
HFF Inc.
HF
$2.43M ﹤0.01%
61,406
+2,315
+4% +$85.3K
SAVE
2071
DELISTED
Spirit Airlines, Inc.
SAVE
$2.43M ﹤0.01%
72,659
+19,771
+37% +$791K
BKE icon
2072
Buckle
BKE
$2.32B
$2.43M ﹤0.01%
143,956
-22,242
-13% -$353K
LOXO
2073
DELISTED
Loxo Oncology, Inc
LOXO
$2.43M ﹤0.01%
26,337
-6,042
-19% -$469K
GDDY icon
2074
GoDaddy
GDDY
$13.9B
$2.42M ﹤0.01%
55,711
-3,513
-6% -$151K
MDXG icon
2075
MiMedx Group
MDXG
$630M
$2.42M ﹤0.01%
203,998
-34,632
-15% -$514K
81 82
83
84 85

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.