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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
CIT
676
DELISTED
CIT Group Inc.
CIT
$18.2M 0.02%
371,808
-52,115
-12% -$2.45M
OII icon
677
Oceaneering
OII
$4.78B
$18.2M 0.02%
694,163
+57,032
+9% +$1.38M
MUI
678
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$18.2M 0.02%
1,285,017
+422,211
+49% +$5.99M
XPO icon
679
XPO
XPO
$24B
$18.2M 0.02%
775,475
+100,838
+15% +$2.11M
MKTAY
680
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$18.1M 0.02%
448,579
+41,875
+10% +$1.69M
DB icon
681
Deutsche Bank
DB
$67.6B
$18.1M 0.02%
1,048,013
+97,325
+10% +$1.69M
UHS icon
682
Universal Health Services
UHS
$10.1B
$18M 0.02%
162,466
+22,633
+16% +$2.55M
JKHY icon
683
Jack Henry & Associates
JKHY
$11.2B
$18M 0.02%
175,195
-11,744
-6% -$1.22M
R icon
684
Ryder
R
$9.98B
$17.8M 0.02%
210,949
+14,338
+7% +$1.09M
TRMB icon
685
Trimble
TRMB
$13.6B
$17.8M 0.02%
454,402
+73,629
+19% +$2.8M
MORN icon
686
Morningstar
MORN
$7.38B
$17.8M 0.02%
209,169
+1,726
+0.8% +$141K
ORAN
687
DELISTED
Orange
ORAN
$17.7M 0.02%
1,075,347
+131,349
+14% +$2.19M
JEF icon
688
Jefferies Financial Group
JEF
$13.2B
$17.6M 0.02%
778,602
+24,832
+3% +$556K
REG icon
689
Regency Centers
REG
$14.8B
$17.5M 0.02%
282,668
+36,907
+15% +$2.38M
NFX
690
DELISTED
Newfield Exploration
NFX
$17.5M 0.02%
588,777
+157,483
+37% +$4.23M
DSU icon
691
BlackRock Debt Strategies Fund
DSU
$592M
$17.4M 0.02%
1,495,055
+112,540
+8% +$1.31M
LSTR icon
692
Landstar System
LSTR
$6.29B
$17.4M 0.02%
174,999
-6,026
-3% -$535K
GXP
693
DELISTED
Great Plains Energy Incorporated
GXP
$17.4M 0.02%
573,953
-24,475
-4% -$749K
SDX
694
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$17.3M 0.02%
692,884
+28,651
+4% +$716K
DLX icon
695
Deluxe
DLX
$1.25B
$17.3M 0.02%
237,044
+29,318
+14% +$2.04M
EQNR icon
696
Equinor
EQNR
$90.9B
$17.3M 0.02%
859,356
+79,962
+10% +$1.48M
KB icon
697
KB Financial Group
KB
$40.6B
$17.2M 0.02%
351,740
+26,375
+8% +$1.32M
ALLE icon
698
Allegion
ALLE
$13.7B
$17.2M 0.02%
198,885
+20,301
+11% +$1.64M
TECD
699
DELISTED
Tech Data Corp
TECD
$17.1M 0.02%
192,818
-24,316
-11% -$2.4M
GWR
700
DELISTED
Genesee & Wyoming Inc.
GWR
$17M 0.02%
230,090
+19,242
+9% +$1.32M
26 27
28
29 30

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MCM
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PSUF
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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.