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
AVB icon
326
AvalonBay Communities
AVB
$27.4B
$49.6M 0.05%
277,745
+9,911
+4% +$1.86M
HSY icon
327
Hershey
HSY
$36.9B
$49.2M 0.05%
450,350
+24,726
+6% +$2.63M
BEN icon
328
Franklin Resources
BEN
$17.3B
$49M 0.05%
1,100,764
+94,508
+9% +$4.14M
CHD icon
329
Church & Dwight Co
CHD
$23.8B
$48.9M 0.05%
1,010,036
-23,666
-2% -$1.2M
QVCGA
330
DELISTED
QVC Group Inc Series A
QVCGA
$48.9M 0.05%
42,709
+1,544
+4% +$1.73M
CFG icon
331
Citizens Financial Group
CFG
$30.5B
$48.9M 0.05%
1,290,294
+183,823
+17% +$6.43M
SRE icon
332
Sempra
SRE
$59.6B
$48.6M 0.05%
851,846
+70,132
+9% +$4.06M
LDOS icon
333
Leidos
LDOS
$14.9B
$48.4M 0.05%
816,701
-29,215
-3% -$1.63M
MNST icon
334
Monster Beverage
MNST
$95.3B
$48.3M 0.05%
1,747,112
+210,778
+14% +$5.68M
MKC icon
335
McCormick & Company Non-Voting
MKC
$13.9B
$47.6M 0.05%
927,312
+112,724
+14% +$5.43M
ITUB icon
336
Itaú Unibanco
ITUB
$92B
$47.5M 0.05%
7,145,002
-738,126
-9% -$4.51M
LUMN icon
337
Lumen
LUMN
$6.27B
$47M 0.05%
2,489,132
-77,308
-3% -$1.63M
RGA icon
338
Reinsurance Group of America
RGA
$15.9B
$47M 0.05%
337,005
+17,355
+5% +$2.35M
LBTYK icon
339
Liberty Global Class C
LBTYK
$3.39B
$46.8M 0.05%
1,431,260
+3,669
+0.3% +$119K
UNM icon
340
Unum
UNM
$14B
$46.8M 0.05%
914,985
+58,117
+7% +$2.83M
CAH icon
341
Cardinal Health
CAH
$54.5B
$46.6M 0.05%
695,631
-41,335
-6% -$2.92M
SMFG icon
342
Sumitomo Mitsui Financial
SMFG
$162B
$46.5M 0.05%
6,035,660
+922,574
+18% +$7.03M
TDG icon
343
TransDigm Group
TDG
$73B
$46.3M 0.05%
181,288
+12,292
+7% +$3.33M
PNW icon
344
Pinnacle West Capital
PNW
$12.9B
$46.2M 0.05%
546,770
+42,481
+8% +$3.72M
UL icon
345
Unilever
UL
$144B
$46.1M 0.05%
706,438
+106,896
+18% +$6.87M
ABB
346
DELISTED
ABB Ltd
ABB
$45.9M 0.05%
1,856,532
+78,573
+4% +$1.88M
TIF
347
DELISTED
Tiffany & Co.
TIF
$45.8M 0.05%
499,306
+58,219
+13% +$5.33M
AEE icon
348
Ameren
AEE
$31.4B
$45.4M 0.05%
785,531
+45,580
+6% +$2.63M
ROK icon
349
Rockwell Automation
ROK
$52.2B
$45.3M 0.05%
254,157
+18,508
+8% +$3.08M
WY icon
350
Weyerhaeuser
WY
$17.7B
$45.2M 0.05%
1,328,393
+42,661
+3% +$1.4M
12 13
14
15 16

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.