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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
LSXMK
951
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$11.1M 0.01%
348,532
-297
-0.1% -$9.67K
PII icon
952
Polaris
PII
$3.83B
$11.1M 0.01%
106,182
+2,904
+3% +$275K
CFFN icon
953
Capitol Federal Financial
CFFN
$1.09B
$11.1M 0.01%
753,101
+87,907
+13% +$1.22M
WW
954
DELISTED
WW International
WW
$11.1M 0.01%
253,865
-106,773
-30% -$4.43M
KMT icon
955
Kennametal
KMT
$2.56B
$11M 0.01%
273,816
-12,839
-4% -$475K
STMP
956
DELISTED
Stamps.com, Inc.
STMP
$11M 0.01%
54,437
+3,809
+8% +$699K
EFOR
957
Everforth Inc
EFOR
$960M
$11M 0.01%
205,312
-27,327
-12% -$1.37M
FLG
958
Flagstar Bank National Association
FLG
$5.87B
$11M 0.01%
284,786
+19,324
+7% +$729K
PBI icon
959
Pitney Bowes
PBI
$2.39B
$11M 0.01%
782,952
-37,966
-5% -$521K
RNG icon
960
RingCentral
RNG
$4.83B
$10.9M 0.01%
262,072
-6,375
-2% -$245K
BIT icon
961
BlackRock Multi-Sector Income Trust
BIT
$692M
$10.9M 0.01%
584,978
-80,074
-12% -$1.47M
DECK icon
962
Deckers Outdoor
DECK
$14.1B
$10.9M 0.01%
955,830
+181,134
+23% +$1.95M
RYAAY icon
963
Ryanair
RYAAY
$30B
$10.9M 0.01%
258,418
+19,705
+8% +$890K
TDY icon
964
Teledyne Technologies
TDY
$29.2B
$10.9M 0.01%
68,293
+5,885
+9% +$855K
DDS icon
965
Dillards
DDS
$9.2B
$10.9M 0.01%
193,868
+1,588
+0.8% +$97.8K
EQC
966
DELISTED
Equity Commonwealth
EQC
$10.8M 0.01%
355,993
+19,149
+6% +$592K
TCF
967
DELISTED
TCF Financial Corporation Common Stock
TCF
$10.8M 0.01%
207,080
-6,420
-3% -$307K
SKX
968
DELISTED
Skechers
SKX
$10.8M 0.01%
430,862
-38,262
-8% -$1.04M
ZAYO
969
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$10.8M 0.01%
313,404
+14,447
+5% +$479K
SON icon
970
Sonoco
SON
$5.83B
$10.8M 0.01%
213,274
-15,362
-7% -$757K
NFG icon
971
National Fuel Gas
NFG
$7.69B
$10.8M 0.01%
190,022
-14,227
-7% -$824K
INFO
972
DELISTED
IHS Markit Ltd. Common Shares
INFO
$10.8M 0.01%
243,963
+66,872
+38% +$3.08M
CSGP icon
973
CoStar Group
CSGP
$12.2B
$10.7M 0.01%
398,610
+28,180
+8% +$782K
JHX icon
974
James Hardie Industries
JHX
$15.2B
$10.7M 0.01%
760,120
-88,886
-10% -$1.3M
VYX icon
975
NCR Voyix
VYX
$1.19B
$10.7M 0.01%
463,479
-66,884
-13% -$1.54M
37 38
39
40 41

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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.