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
NL icon
3101
NLI Holdings
NL
$291M
$285K ﹤0.01%
31,102
-1,407
-4% -$10.8K
KDNY
3102
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$285K ﹤0.01%
5,346
-279
-5% -$16.6K
AUD
3103
DELISTED
Audacy, Inc.
AUD
$285K ﹤0.01%
24,932
-2,428
-9% -$24.8K
BBT.PRE.CL
3104
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$285K ﹤0.01%
11,255
-10,368
-48% -$262K
KIM.PRL icon
3105
Kimco Realty Corp 5.125% Class L Preferred Stock
KIM.PRL
$174M
$284K ﹤0.01%
+11,395
New +$282K
ONC
3106
BeOne Medicines Ltd
ONC
$34.3B
$284K ﹤0.01%
+2,749
New +$205K
COF.PRG
3107
DELISTED
Capital One Financial Corporation
COF.PRG
$284K ﹤0.01%
+11,285
New +$282K
SNHNL
3108
DELISTED
Senior Housing Properties Trust 6.25% Senior Notes Due 2046
SNHNL
$284K ﹤0.01%
10,476
+316
+3% +$8.51K
JPM.PRD.CL
3109
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$283K ﹤0.01%
11,168
-10,384
-48% -$263K
NEE.PRI
3110
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$283K ﹤0.01%
11,247
+320
+3% +$8.06K
JPM.PRH
3111
DELISTED
JPMorgan Chase & Co.
JPM.PRH
$283K ﹤0.01%
+10,459
New +$284K
VRS
3112
DELISTED
Verso Corporation
VRS
$282K ﹤0.01%
55,453
+39,483
+247% +$189K
FLY
3113
DELISTED
Fly Leasing Limited
FLY
$281K ﹤0.01%
20,019
+1,315
+7% +$18.1K
AMNB
3114
DELISTED
American National Bankshares Inc
AMNB
$281K ﹤0.01%
6,818
-31
-0.5% -$1.16K
GHDX
3115
DELISTED
Genomic Health, Inc.
GHDX
$279K ﹤0.01%
8,702
+657
+8% +$20.7K
GLRE icon
3116
Greenlight Captial
GLRE
$586M
$277K ﹤0.01%
12,791
-265
-2% -$5.72K
MS.PRF icon
3117
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
$277K ﹤0.01%
9,581
+247
+3% +$7.22K
PHO icon
3118
Invesco Water Resources ETF
PHO
$2.05B
$277K ﹤0.01%
9,718
-1,385
-12% -$37.8K
RZB
3119
DELISTED
Reinsurance Group of America 5.75% Fixed-To-Floating Rate Subordinated Debentures due 2056
RZB
$277K ﹤0.01%
+9,556
New +$272K
VGT icon
3120
Vanguard Information Technology ETF
VGT
$136B
$277K ﹤0.01%
14,560
-1,656
-10% -$30.7K
NRO
3121
Neuberger Real Estate Securities Income Fund Inc
NRO
$195M
$276K ﹤0.01%
51,546
+34,271
+198% +$179K
WRB.PRB
3122
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$276K ﹤0.01%
10,626
+361
+4% +$9.28K
SCID
3123
DELISTED
Global X Scientific Beta Europe ETF
SCID
$276K ﹤0.01%
+9,729
New +$268K
AC
3124
DELISTED
Associated Capital Group
AC
$275K ﹤0.01%
7,739
+1,360
+21% +$46K
EWZ icon
3125
iShares MSCI Brazil ETF
EWZ
$9.13B
$275K ﹤0.01%
6,596
-657
-9% -$25.7K
123 124
125
126 127

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.