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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
SHPG
526
DELISTED
Shire pic
SHPG
$27.4M 0.03%
178,835
-41,324
-19% -$6.48M
CTRA
527
DELISTED
Coterra Energy
CTRA
$27.3M 0.03%
1,020,777
+105,171
+11% +$2.67M
VMC icon
528
Vulcan Materials
VMC
$37.4B
$27.2M 0.03%
227,542
+26,581
+13% +$3.19M
CE icon
529
Celanese
CE
$4.77B
$27.1M 0.03%
260,064
+18,313
+8% +$1.8M
CCK icon
530
Crown Holdings
CCK
$13.2B
$27.1M 0.03%
453,657
+299
+0.1% +$17.7K
CHKP icon
531
Check Point Software Technologies
CHKP
$14.1B
$27M 0.03%
237,089
+10,963
+5% +$1.2M
BPOP icon
532
Popular Inc
BPOP
$11.1B
$27M 0.03%
750,746
-36,046
-5% -$1.46M
TPR icon
533
Tapestry
TPR
$30.5B
$27M 0.03%
669,724
+495
+0.1% +$21.8K
AEL
534
DELISTED
American Equity Investment Life Holding Company
AEL
$26.9M 0.03%
925,245
-24,117
-3% -$665K
TER icon
535
Teradyne
TER
$50.2B
$26.8M 0.03%
719,946
+57,431
+9% +$1.99M
NI icon
536
NiSource
NI
$21.9B
$26.8M 0.03%
1,045,643
+60,828
+6% +$1.6M
BALL icon
537
Ball Corp
BALL
$17.8B
$26.5M 0.03%
642,347
+65,602
+11% +$2.69M
CTXS
538
DELISTED
Citrix Systems Inc
CTXS
$26.4M 0.03%
343,577
+9,868
+3% +$767K
AGCO icon
539
AGCO
AGCO
$8.96B
$26.4M 0.03%
357,533
+31,224
+10% +$2.19M
MFG icon
540
Mizuho Financial
MFG
$123B
$26.3M 0.03%
7,419,856
+431,030
+6% +$1.51M
QGEN icon
541
Qiagen
QGEN
$8.72B
$26.2M 0.03%
785,116
+149,540
+24% +$5.15M
CHL
542
DELISTED
China Mobile Limited
CHL
$26.1M 0.03%
517,022
+47,224
+10% +$2.52M
KSU
543
DELISTED
Kansas City Southern
KSU
$26.1M 0.03%
240,337
+6,690
+3% +$702K
MKL icon
544
Markel Group
MKL
$25.5B
$26.1M 0.03%
24,398
+1,029
+4% +$1.06M
MHK icon
545
Mohawk Industries
MHK
$7.14B
$26M 0.03%
105,131
+9,896
+10% +$2.46M
CRH icon
546
CRH
CRH
$69.1B
$25.9M 0.03%
685,402
+73,627
+12% +$2.61M
WPZ
547
DELISTED
Williams Partners L.P.
WPZ
$25.9M 0.03%
665,201
+28,096
+4% +$1.11M
DINO icon
548
HF Sinclair
DINO
$16.1B
$25.8M 0.03%
718,207
+64,104
+10% +$1.93M
AWK icon
549
American Water Works
AWK
$27B
$25.8M 0.03%
319,068
+36,192
+13% +$2.93M
NVR icon
550
NVR
NVR
$17.3B
$25.7M 0.03%
9,011
+1,447
+19% +$3.88M
20 21
22
23 24

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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.