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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
SITC icon
926
SITE Centers
SITC
$236M
$11.5M 0.01%
974,520
+99,844
+11% +$1.25M
MNK
927
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$11.5M 0.01%
307,393
-8,703
-3% -$346K
CBSH icon
928
Commerce Bancshares
CBSH
$8.68B
$11.5M 0.01%
307,728
+2,901
+1% +$105K
ANF icon
929
Abercrombie & Fitch
ANF
$4.55B
$11.4M 0.01%
791,669
+50,586
+7% +$578K
UPM
930
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$11.4M 0.01%
419,994
+16,232
+4% +$441K
TDS icon
931
Telephone and Data Systems
TDS
$3.87B
$11.4M 0.01%
408,535
+28,082
+7% +$793K
ORI icon
932
Old Republic International
ORI
$10.9B
$11.4M 0.01%
578,303
+45,849
+9% +$889K
MANH icon
933
Manhattan Associates
MANH
$12.1B
$11.3M 0.01%
272,768
+38,012
+16% +$1.66M
BNDX icon
934
Vanguard Total International Bond ETF
BNDX
$82B
$11.3M 0.01%
206,942
-1,669
-0.8% -$91.1K
XHR
935
Xenia Hotels & Resorts
XHR
$2.01B
$11.3M 0.01%
536,672
+86,650
+19% +$1.74M
OGE icon
936
OGE Energy
OGE
$9.86B
$11.3M 0.01%
313,245
+4,163
+1% +$148K
CRL icon
937
Charles River Laboratories
CRL
$11.3B
$11.3M 0.01%
104,255
+3,207
+3% +$329K
IDTI
938
DELISTED
Integrated Device Technology I
IDTI
$11.3M 0.01%
423,560
+49,860
+13% +$1.27M
ITT icon
939
ITT
ITT
$17.1B
$11.2M 0.01%
253,875
+23,815
+10% +$981K
WRB icon
940
W.R. Berkley
WRB
$28.1B
$11.2M 0.01%
568,232
-27,108
-5% -$543K
MGLN
941
DELISTED
Magellan Health Services, Inc.
MGLN
$11.2M 0.01%
130,175
+15,139
+13% +$1.19M
RPM icon
942
RPM International
RPM
$13.8B
$11.2M 0.01%
218,751
+4,180
+2% +$214K
TLK icon
943
Telkom Indonesia
TLK
$14.2B
$11.2M 0.01%
327,281
+15,965
+5% +$560K
PUB
944
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$11.2M 0.01%
641,214
+32,097
+5% +$561K
IHG icon
945
InterContinental Hotels
IHG
$23.8B
$11.2M 0.01%
201,122
+16,139
+9% +$899K
DCT
946
DELISTED
DCT Industrial Trust Inc.
DCT
$11.2M 0.01%
192,704
+62,607
+48% +$3.55M
TRP icon
947
TC Energy
TRP
$70.1B
$11.2M 0.01%
225,720
+29,647
+15% +$1.49M
FL
948
DELISTED
Foot Locker
FL
$11.2M 0.01%
316,738
+66,164
+26% +$2.78M
CLB icon
949
Core Laboratories
CLB
$455M
$11.1M 0.01%
112,769
+25,012
+29% +$2.42M
MTOR
950
DELISTED
MERITOR, Inc.
MTOR
$11.1M 0.01%
427,459
+20,625
+5% +$409K
36 37
38
39 40

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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.