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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
SWK icon
226
Stanley Black & Decker
SWK
$14.9B
$77.2M 0.08%
511,680
+19,246
+4% +$2.77M
FISV
227
Fiserv Inc
FISV
$28.9B
$77.2M 0.08%
1,197,680
+70,222
+6% +$4.36M
PLD icon
228
Prologis
PLD
$138B
$76.8M 0.08%
1,209,902
+75,567
+7% +$4.66M
UN
229
DELISTED
Unilever NV New York Registry Shares
UN
$76.7M 0.08%
1,298,881
+137,758
+12% +$8.04M
ROP icon
230
Roper Technologies
ROP
$39B
$76.4M 0.08%
313,802
+16,006
+5% +$3.76M
FIS icon
231
Fidelity National Information Services
FIS
$23.1B
$75.5M 0.08%
808,637
+35,718
+5% +$3.25M
EG icon
232
Everest Group
EG
$15.8B
$75.2M 0.08%
329,109
-9,325
-3% -$2.35M
APD icon
233
Air Products & Chemicals
APD
$65.6B
$75.1M 0.08%
496,605
+28,155
+6% +$4.12M
ETR icon
234
Entergy
ETR
$53.2B
$74.8M 0.08%
1,958,354
+42,348
+2% +$1.64M
REGN icon
235
Regeneron Pharmaceuticals
REGN
$71.7B
$74.6M 0.08%
166,812
+19,729
+13% +$9.39M
ADM icon
236
Archer Daniels Midland
ADM
$39.7B
$74.3M 0.08%
1,748,837
+277,716
+19% +$11.7M
PSA icon
237
Public Storage
PSA
$62B
$74M 0.08%
345,795
+21,957
+7% +$4.54M
LEA icon
238
Lear
LEA
$7.49B
$73.8M 0.08%
426,339
-11,375
-3% -$1.72M
APH icon
239
Amphenol
APH
$178B
$73.8M 0.08%
3,486,508
-180,672
-5% -$3.55M
HIG icon
240
Hartford Financial Services
HIG
$39.1B
$73.7M 0.08%
1,330,142
+157,782
+13% +$8.58M
AON icon
241
Aon
AON
$81.1B
$72.4M 0.08%
495,651
+21,667
+5% +$3.02M
VRTX icon
242
Vertex Pharmaceuticals
VRTX
$123B
$72.4M 0.08%
476,018
+102,115
+27% +$15.4M
ADSK icon
243
Autodesk
ADSK
$50.5B
$72M 0.08%
641,526
+55,424
+9% +$6.11M
TTE icon
244
TotalEnergies
TTE
$186B
$72M 0.08%
1,345,559
+128,846
+11% +$6.62M
YUM icon
245
Yum! Brands
YUM
$41.2B
$72M 0.08%
977,808
+68,329
+8% +$5.14M
CLX icon
246
Clorox
CLX
$12B
$70.8M 0.08%
536,640
+20,303
+4% +$2.73M
BABA icon
247
Alibaba
BABA
$277B
$69.2M 0.08%
400,582
-13,758
-3% -$2.23M
NVO
248
Novo Nordisk
NVO
$225B
$69.2M 0.08%
2,873,556
+258,728
+10% +$5.85M
EMN icon
249
Eastman Chemical
EMN
$7.86B
$68.9M 0.07%
761,216
+12,421
+2% +$1.06M
VO icon
250
Vanguard Mid-Cap ETF
VO
$107B
$67.8M 0.07%
1,846,224
+686,104
+59% +$24.7M
8 9
10
11 12

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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.