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
MNTA
2426
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$1.32M ﹤0.01%
71,575
-4,191
-6% -$70.1K
FARO
2427
DELISTED
Faro Technologies
FARO
$1.32M ﹤0.01%
34,557
-560
-2% -$20.3K
LTRPA
2428
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.32M ﹤0.01%
106,901
+14,625
+16% +$182K
ESIO
2429
DELISTED
Electro Scientific Industries
ESIO
$1.32M ﹤0.01%
94,774
-6,069
-6% -$65.7K
MBUU icon
2430
Malibu Boats
MBUU
$548M
$1.32M ﹤0.01%
41,671
-638
-2% -$17.6K
UVE icon
2431
Universal Insurance Holdings
UVE
$1.26B
$1.31M ﹤0.01%
57,111
-32,874
-37% -$746K
VRN
2432
DELISTED
Veren
VRN
$1.31M ﹤0.01%
163,153
+50,120
+44% +$366K
FCBC icon
2433
First Community Bankshares
FCBC
$899M
$1.31M ﹤0.01%
45,056
+1,137
+3% +$30.4K
SABA
2434
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.31M ﹤0.01%
97,185
+10,692
+12% +$143K
KMG
2435
DELISTED
KMG Chemicals Inc
KMG
$1.31M ﹤0.01%
23,832
+2,849
+14% +$142K
BH icon
2436
Biglari Holdings Class B
BH
$1.2B
$1.31M ﹤0.01%
5,885
+255
+5% +$57.7K
TBRG
2437
DELISTED
TruBridge
TBRG
$1.3M ﹤0.01%
44,151
-556
-1% -$16.7K
CEVA icon
2438
CEVA Inc
CEVA
$831M
$1.3M ﹤0.01%
30,441
-14,248
-32% -$615K
TYPE
2439
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$1.3M ﹤0.01%
67,593
+34,842
+106% +$652K
PODD icon
2440
Insulet
PODD
$11.8B
$1.3M ﹤0.01%
23,610
+6,360
+37% +$347K
CMRX
2441
DELISTED
Chimerix, Inc.
CMRX
$1.3M ﹤0.01%
247,693
+11,343
+5% +$55.8K
CSFL
2442
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$1.3M ﹤0.01%
48,455
+856
+2% +$21.3K
WMS icon
2443
Advanced Drainage Systems
WMS
$10.6B
$1.3M ﹤0.01%
63,996
-19,241
-23% -$388K
STC icon
2444
Stewart Information Services
STC
$2.14B
$1.29M ﹤0.01%
34,283
-11,429
-25% -$446K
UNIT
2445
Uniti Group
UNIT
$2.52B
$1.29M ﹤0.01%
88,305
-34,493
-28% -$728K
REI icon
2446
Ring Energy
REI
$307M
$1.29M ﹤0.01%
89,265
-2,109
-2% -$27.2K
GNL icon
2447
Global Net Lease
GNL
$1.87B
$1.29M ﹤0.01%
59,009
+9,200
+18% +$199K
MSGN
2448
DELISTED
MSG Networks Inc.
MSGN
$1.29M ﹤0.01%
60,938
+1,248
+2% +$26.5K
QLYS icon
2449
Qualys
QLYS
$4.76B
$1.29M ﹤0.01%
24,919
+2,554
+11% +$117K
TRIB
2450
Trinity Biotech
TRIB
$8.9M
$1.29M ﹤0.01%
1,534
+10
+0.7% +$8.37K
96 97
98
99 100

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.