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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
XEL icon
301
Xcel Energy
XEL
$50.6B
$56M 0.06%
1,182,695
+70,487
+6% +$3.38M
SWKS icon
302
Skyworks Solutions
SWKS
$9.67B
$55.3M 0.06%
542,917
+10,809
+2% +$1.12M
PCAR icon
303
PACCAR
PCAR
$71.9B
$55.2M 0.06%
1,144,527
+33,276
+3% +$1.5M
PXD
304
DELISTED
Pioneer Natural Resource Co.
PXD
$54.9M 0.06%
372,096
-24,137
-6% -$3.47M
WHR icon
305
Whirlpool
WHR
$2.5B
$54.9M 0.06%
297,417
+5,352
+2% +$957K
ING icon
306
ING
ING
$95B
$54.8M 0.06%
2,974,651
+262,142
+10% +$4.74M
PFG icon
307
Principal Financial Group
PFG
$24.5B
$54.4M 0.06%
845,846
+64,811
+8% +$4.17M
BHP icon
308
BHP
BHP
$212B
$53.9M 0.06%
1,490,280
+163,809
+12% +$5.99M
RDS.B
309
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$53.1M 0.06%
849,769
+107,898
+15% +$6.19M
DTE icon
310
DTE Energy
DTE
$30.6B
$53.1M 0.06%
581,334
+17,998
+3% +$1.67M
ALLY icon
311
Ally Financial
ALLY
$13.4B
$52.8M 0.06%
2,174,850
+1,171
+0.1% +$26.1K
DELL icon
312
Dell
DELL
$250B
$52.5M 0.06%
2,423,700
+99,321
+4% +$1.91M
CCL icon
313
Carnival Corporation Ltd
CCL
$38.4B
$52.4M 0.06%
811,948
+104,989
+15% +$7.02M
MUFG icon
314
Mitsubishi UFJ Financial
MUFG
$252B
$51.7M 0.06%
8,022,112
+681,821
+9% +$4.31M
VOD icon
315
Vodafone
VOD
$37.7B
$51.6M 0.06%
1,812,050
+246,774
+16% +$7.14M
NXPI icon
316
NXP Semiconductors
NXPI
$65.9B
$51.3M 0.06%
453,386
-12,675
-3% -$1.41M
HST icon
317
Host Hotels & Resorts
HST
$17.3B
$51.2M 0.06%
2,767,609
+87,768
+3% +$1.6M
NEM icon
318
Newmont
NEM
$96.3B
$50.8M 0.06%
1,354,726
+38,229
+3% +$1.39M
DHI icon
319
D.R. Horton
DHI
$42B
$50.7M 0.06%
1,270,658
-188,572
-13% -$6.87M
MIDD icon
320
Middleby
MIDD
$6.1B
$50.7M 0.06%
395,499
+53,977
+16% +$6.66M
WBK
321
DELISTED
Westpac Banking Corporation
WBK
$50.4M 0.05%
1,999,094
+266,397
+15% +$6.69M
CNP icon
322
CenterPoint Energy
CNP
$29.1B
$50.2M 0.05%
1,719,131
+114,428
+7% +$3.3M
JCI icon
323
Johnson Controls International
JCI
$85.4B
$49.9M 0.05%
1,238,870
-45,076
-4% -$1.82M
STX icon
324
Seagate
STX
$170B
$49.9M 0.05%
1,504,787
+105,257
+8% +$3.58M
PUK icon
325
Prudential
PUK
$36.1B
$49.7M 0.05%
1,068,473
+58,420
+6% +$2.67M
11 12
13
14 15

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.