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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
FRC
476
DELISTED
First Republic Bank
FRC
$31.3M 0.03%
299,667
+57,236
+24% +$5.68M
KMX icon
477
CarMax
KMX
$8.36B
$31.3M 0.03%
412,554
+26,135
+7% +$1.74M
PKG icon
478
Packaging Corp of America
PKG
$22.6B
$31.1M 0.03%
271,569
+27,939
+11% +$3.13M
ACGL icon
479
Arch Capital
ACGL
$37.2B
$31M 0.03%
945,603
+14,970
+2% +$483K
TXT icon
480
Textron
TXT
$15.6B
$31M 0.03%
575,945
+99,183
+21% +$4.93M
CINF icon
481
Cincinnati Financial
CINF
$28.3B
$31M 0.03%
405,219
+25,954
+7% +$1.97M
XLNX
482
DELISTED
Xilinx Inc
XLNX
$31M 0.03%
437,696
+21,495
+5% +$1.4M
HP icon
483
Helmerich & Payne
HP
$3.31B
$30.7M 0.03%
589,975
-9,958
-2% -$493K
KIM icon
484
Kimco Realty
KIM
$17.7B
$30.7M 0.03%
1,572,494
+414,664
+36% +$8.13M
SONY icon
485
Sony
SONY
$133B
$30.7M 0.03%
4,106,650
+399,530
+11% +$3.13M
OSK icon
486
Oshkosh
OSK
$9.51B
$30.5M 0.03%
369,459
+7,378
+2% +$542K
BMO icon
487
Bank of Montreal
BMO
$127B
$30.4M 0.03%
401,974
+31,376
+8% +$2.34M
BNS icon
488
Scotiabank
BNS
$108B
$30.4M 0.03%
472,502
+40,244
+9% +$2.5M
HUN icon
489
Huntsman Corp
HUN
$2B
$30.3M 0.03%
1,105,074
-13,638
-1% -$363K
IX icon
490
ORIX
IX
$42.8B
$30.2M 0.03%
1,865,065
+147,035
+9% +$2.36M
NLY icon
491
Annaly Capital Management
NLY
$17.4B
$30.1M 0.03%
618,083
+20,584
+3% +$1.01M
BBWI icon
492
Bath & Body Works
BBWI
$4.13B
$30M 0.03%
892,753
-111,745
-11% -$3.75M
WAT icon
493
Waters Corp
WAT
$37.7B
$29.9M 0.03%
166,698
+10,015
+6% +$1.82M
FMC icon
494
FMC
FMC
$1.37B
$29.8M 0.03%
384,984
+26,577
+7% +$1.91M
VR
495
DELISTED
Validus Hold Ltd
VR
$29.8M 0.03%
605,851
+25,636
+4% +$1.3M
APA icon
496
APA Corp
APA
$12.3B
$29.8M 0.03%
649,601
-337,396
-34% -$14.9M
ETFC
497
DELISTED
E*Trade Financial Corporation
ETFC
$29.8M 0.03%
682,174
+30,103
+5% +$1.22M
XEC
498
DELISTED
CIMAREX ENERGY CO
XEC
$29.4M 0.03%
258,902
+71,140
+38% +$7.1M
PACW
499
DELISTED
PacWest Bancorp
PACW
$29.3M 0.03%
579,527
+38,583
+7% +$1.8M
XL
500
DELISTED
XL Group Ltd.
XL
$29.3M 0.03%
741,919
+111,985
+18% +$4.78M
18 19
20
21 22

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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.