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
CMCSA icon
26
Comcast
CMCSA
$80.9B
$492M 0.53%
12,792,729
+564,805
+5% +$22.2M
PEP icon
27
PepsiCo
PEP
$191B
$480M 0.52%
4,305,202
+252,048
+6% +$29.1M
ORCL icon
28
Oracle
ORCL
$345B
$478M 0.52%
9,891,713
+831,547
+9% +$41.4M
VZ icon
29
Verizon
VZ
$198B
$465M 0.51%
9,398,019
+943,275
+11% +$44.4M
CSCO icon
30
Cisco
CSCO
$452B
$464M 0.5%
13,787,188
+679,828
+5% +$21.6M
PM icon
31
Philip Morris
PM
$305B
$463M 0.5%
4,172,660
+93,027
+2% +$10.8M
MMM icon
32
3M
MMM
$91.9B
$458M 0.5%
2,607,550
+111,769
+4% +$19.4M
AMGN icon
33
Amgen
AMGN
$203B
$435M 0.47%
2,333,853
+85,238
+4% +$15.1M
MA icon
34
Mastercard
MA
$487B
$419M 0.46%
2,967,796
+149,511
+5% +$19.8M
KO icon
35
Coca-Cola
KO
$362B
$411M 0.45%
9,132,860
+441,760
+5% +$20.1M
GE icon
36
GE Aerospace
GE
$375B
$405M 0.44%
3,497,239
-126,599
-3% -$15.3M
DD icon
37
DuPont de Nemours
DD
$18.9B
$395M 0.43%
2,253,876
+1,140,595
+102% +$190M
WMT icon
38
Walmart Inc
WMT
$889B
$391M 0.42%
14,995,668
+660,207
+5% +$17.3M
MCD icon
39
McDonald's
MCD
$192B
$352M 0.38%
2,244,975
+146,314
+7% +$22.9M
IEFA icon
40
iShares Core MSCI EAFE ETF
IEFA
$188B
$347M 0.38%
5,413,250
+809,227
+18% +$50.6M
CELG
41
DELISTED
Celgene Corp
CELG
$344M 0.37%
2,357,078
+4,951
+0.2% +$674K
IBM icon
42
IBM
IBM
$204B
$343M 0.37%
2,470,266
+32,600
+1% +$4.54M
CVS icon
43
CVS Health
CVS
$137B
$342M 0.37%
4,208,978
+343,543
+9% +$27.2M
DIS icon
44
Walt Disney
DIS
$168B
$336M 0.36%
3,406,988
+111,031
+3% +$11.4M
TXN icon
45
Texas Instruments
TXN
$255B
$336M 0.36%
3,744,481
+132,195
+4% +$10.9M
BA icon
46
Boeing
BA
$167B
$329M 0.36%
1,295,267
+83,713
+7% +$19.5M
UPS icon
47
United Parcel Service
UPS
$96B
$320M 0.35%
2,662,998
+112,605
+4% +$12.8M
LOW icon
48
Lowe's Companies
LOW
$119B
$311M 0.34%
3,892,088
+482,796
+14% +$37M
ABBV icon
49
AbbVie
ABBV
$454B
$304M 0.33%
3,418,955
+188,933
+6% +$14.4M
AGG icon
50
iShares Core US Aggregate Bond ETF
AGG
$138B
$300M 0.33%
2,735,930
+952,969
+53% +$105M
1
2
3 4 5

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.