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
JBLU icon
576
JetBlue
JBLU
$2.23B
$23.7M 0.03%
1,279,120
-26,499
-2% -$555K
XYL icon
577
Xylem
XYL
$29.7B
$23.7M 0.03%
378,343
+28,679
+8% +$1.71M
HOG icon
578
Harley-Davidson
HOG
$2.66B
$23.4M 0.03%
486,378
+99,307
+26% +$4.83M
REP
579
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$23.4M 0.03%
1,270,827
+101,605
+9% +$1.87M
QRVO icon
580
Qorvo
QRVO
$8.09B
$23.3M 0.03%
329,234
+30,198
+10% +$2.11M
RS icon
581
Reliance Steel & Aluminium
RS
$21.2B
$23.2M 0.03%
304,450
-27,474
-8% -$2.01M
BR icon
582
Broadridge
BR
$18.3B
$23M 0.03%
285,100
+7,621
+3% +$587K
TRN icon
583
Trinity Industries
TRN
$3.03B
$23M 0.03%
1,001,468
-4,317
-0.4% -$89.1K
BIG
584
DELISTED
Big Lots, Inc.
BIG
$23M 0.02%
428,831
-16,342
-4% -$805K
PHG icon
585
Philips
PHG
$24.8B
$22.8M 0.02%
729,150
+92,010
+14% +$2.68M
KNBWY
586
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$22.8M 0.02%
964,819
+77,749
+9% +$1.84M
JWN
587
DELISTED
Nordstrom
JWN
$22.8M 0.02%
482,637
+34,180
+8% +$1.59M
CNI icon
588
Canadian National Railway
CNI
$78.3B
$22.7M 0.02%
274,132
+28,196
+11% +$2.29M
SU icon
589
Suncor Energy
SU
$75.4B
$22.7M 0.02%
647,732
+73,508
+13% +$2.35M
TTWO icon
590
Take-Two Interactive
TTWO
$46B
$22.7M 0.02%
221,857
+112,870
+104% +$10.1M
BKR icon
591
Baker Hughes
BKR
$58B
$22.7M 0.02%
+618,721
New +$22M
SNPS icon
592
Synopsys
SNPS
$73.5B
$22.3M 0.02%
277,360
-9,896
-3% -$768K
SIVB
593
DELISTED
SVB Financial Group
SIVB
$22.3M 0.02%
119,288
+18,889
+19% +$3.32M
WTW icon
594
Willis Towers Watson
WTW
$29.9B
$22.2M 0.02%
144,088
+21,803
+18% +$3.26M
ACM icon
595
Aecom
ACM
$9.57B
$22.2M 0.02%
603,064
+55,522
+10% +$1.82M
RACE icon
596
Ferrari
RACE
$68.6B
$22.2M 0.02%
200,776
+18,157
+10% +$1.93M
VNO icon
597
Vornado Realty Trust
VNO
$7.54B
$22.1M 0.02%
287,945
-33,930
-11% -$2.59M
LM
598
DELISTED
Legg Mason, Inc.
LM
$22.1M 0.02%
561,561
-14,722
-3% -$565K
CPAY icon
599
Corpay
CPAY
$25.1B
$22.1M 0.02%
142,626
+6,417
+5% +$942K
KYO
600
DELISTED
Kyocera Adr
KYO
$21.9M 0.02%
352,412
+41,610
+13% +$2.5M
22 23
24
25 26

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.