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
PPL
251
PPL Corp
PPL
$27.3B
$67.7M 0.07%
1,784,213
+33,483
+2% +$1.29M
PPG icon
252
PPG Industries
PPG
$27.2B
$67.3M 0.07%
619,783
+22,803
+4% +$2.43M
PH icon
253
Parker-Hannifin
PH
$125B
$66.6M 0.07%
380,422
+32,967
+9% +$5.41M
VOYA icon
254
Voya Financial
VOYA
$9.02B
$66.2M 0.07%
1,658,489
-19,253
-1% -$737K
FE icon
255
FirstEnergy
FE
$28.8B
$66M 0.07%
2,141,098
+157,963
+8% +$4.97M
DXC icon
256
DXC Technology
DXC
$1.75B
$65.8M 0.07%
885,697
-65,600
-7% -$4.65M
ZBH icon
257
Zimmer Biomet
ZBH
$18.6B
$65.5M 0.07%
575,810
-106,096
-16% -$12.2M
PARA
258
DELISTED
Paramount Global Class B
PARA
$65.3M 0.07%
1,125,553
+25,699
+2% +$1.62M
IVZ icon
259
Invesco
IVZ
$13.3B
$65.2M 0.07%
1,860,428
+65,325
+4% +$2.23M
DEO icon
260
Diageo
DEO
$49.2B
$65.1M 0.07%
492,582
+79,225
+19% +$10.2M
BUD icon
261
AB InBev
BUD
$161B
$64.8M 0.07%
543,259
+68,918
+15% +$8.07M
FTV icon
262
Fortive
FTV
$19.4B
$64.7M 0.07%
1,450,379
+73,703
+5% +$3.07M
MSI icon
263
Motorola Solutions
MSI
$73.1B
$64.4M 0.07%
758,515
+48,247
+7% +$4.22M
WMB icon
264
Williams Companies
WMB
$85.3B
$64.2M 0.07%
2,138,690
+58,630
+3% +$1.78M
SYF icon
265
Synchrony
SYF
$25B
$64.1M 0.07%
2,064,545
+208,223
+11% +$6.23M
FCX icon
266
Freeport-McMoran
FCX
$89.4B
$64.1M 0.07%
4,565,451
-561,196
-11% -$7.88M
WEC icon
267
WEC Energy
WEC
$37.4B
$63.6M 0.07%
1,013,346
+26,487
+3% +$1.69M
VFC icon
268
VF Corp
VFC
$6.94B
$63.6M 0.07%
1,062,792
+78,286
+8% +$4.52M
BAY
269
DELISTED
BAYER AG SPONS ADR
BAY
$63.4M 0.07%
1,853,290
+1,430,520
+338% +$49M
VAR
270
DELISTED
Varian Medical Systems, Inc.
VAR
$63.1M 0.07%
631,098
+25,238
+4% +$2.59M
GWW icon
271
W.W. Grainger
GWW
$65.5B
$63M 0.07%
350,397
-8,139
-2% -$1.37M
ANDV
272
DELISTED
Andeavor
ANDV
$62.9M 0.07%
609,515
+62,921
+12% +$6.19M
UAL icon
273
United Airlines
UAL
$40.3B
$62.5M 0.07%
1,026,923
-98,379
-9% -$6.55M
SI
274
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$62.3M 0.07%
879,981
+53,182
+6% +$3.76M
PGR icon
275
Progressive
PGR
$128B
$62.1M 0.07%
1,282,097
+178,930
+16% +$8.37M
9 10
11
12 13

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.