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
BRCD
751
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$15.4M 0.02%
1,286,043
+139,502
+12% +$1.72M
FLS icon
752
Flowserve
FLS
$9.38B
$15.4M 0.02%
360,558
+20,519
+6% +$863K
FLR icon
753
Fluor
FLR
$6.89B
$15.3M 0.02%
363,956
-22,737
-6% -$943K
HCSG icon
754
Healthcare Services Group
HCSG
$1.63B
$15.3M 0.02%
283,618
+69,409
+32% +$3.57M
DAN icon
755
Dana Inc
DAN
$2.95B
$15.3M 0.02%
547,298
-79,405
-13% -$1.93M
NMR icon
756
Nomura Holdings
NMR
$28.1B
$15.2M 0.02%
2,729,998
+76,685
+3% +$440K
AKAM icon
757
Akamai
AKAM
$16.3B
$15.2M 0.02%
312,087
+7,327
+2% +$350K
LAD icon
758
Lithia Motors
LAD
$8.17B
$15.2M 0.02%
126,213
+33,369
+36% +$3.49M
ACHC icon
759
Acadia Healthcare
ACHC
$3.01B
$15.2M 0.02%
317,466
-15,634
-5% -$762K
CPB icon
760
Campbell Soup
CPB
$6.8B
$15.2M 0.02%
323,592
-15,679
-5% -$794K
HRB icon
761
H&R Block
HRB
$5.7B
$15.1M 0.02%
571,923
-845
-0.1% -$24.5K
THG icon
762
Hanover Insurance
THG
$7.84B
$15.1M 0.02%
156,201
+17,647
+13% +$1.68M
PANW icon
763
Palo Alto Networks
PANW
$260B
$15.1M 0.02%
630,048
+70,644
+13% +$1.61M
RMD icon
764
ResMed
RMD
$30.3B
$15.1M 0.02%
196,439
+43,401
+28% +$3.32M
EME icon
765
Emcor
EME
$31.4B
$15.1M 0.02%
217,580
+13,353
+7% +$884K
ON icon
766
ON Semiconductor
ON
$32.8B
$15.1M 0.02%
817,294
+32,459
+4% +$522K
IDA icon
767
Idacorp
IDA
$8.24B
$15.1M 0.02%
171,541
+4,043
+2% +$354K
IBN icon
768
ICICI Bank
IBN
$109B
$15.1M 0.02%
1,760,111
+135,681
+8% +$1.24M
HDB icon
769
HDFC Bank
HDB
$121B
$15.1M 0.02%
624,684
+76,672
+14% +$1.82M
HRL icon
770
Hormel Foods
HRL
$14.1B
$15M 0.02%
468,188
-18,351
-4% -$600K
RJF icon
771
Raymond James Financial
RJF
$34B
$15M 0.02%
267,428
-8,728
-3% -$471K
HWM icon
772
Howmet Aerospace
HWM
$114B
$15M 0.02%
787,444
+34,966
+5% +$669K
OVV icon
773
Ovintiv
OVV
$16.4B
$15M 0.02%
254,725
+58,709
+30% +$2.87M
BBL
774
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$15M 0.02%
423,226
+56,728
+15% +$2.02M
AMD icon
775
Advanced Micro Devices
AMD
$741B
$14.9M 0.02%
1,172,275
-577,291
-33% -$7.53M
29 30
31
32 33

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.