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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
GILD icon
51
Gilead Sciences
GILD
$162B
$287M 0.31%
3,537,736
+474,106
+15% +$36.3M
MO icon
52
Altria Group
MO
$122B
$269M 0.29%
4,245,743
+16,747
+0.4% +$1.12M
IEMG icon
53
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$263M 0.29%
4,877,067
+301,362
+7% +$16M
BDX icon
54
Becton Dickinson
BDX
$43.8B
$263M 0.29%
1,377,392
+44,481
+3% +$8.62M
ABT icon
55
Abbott
ABT
$182B
$263M 0.29%
4,922,895
+286,778
+6% +$14.4M
RTX icon
56
RTX Corp
RTX
$294B
$258M 0.28%
3,535,113
+70,111
+2% +$5.19M
USB icon
57
US Bancorp
USB
$98.9B
$252M 0.27%
4,697,476
+586,623
+14% +$30.7M
IWF icon
58
iShares Russell 1000 Growth ETF
IWF
$120B
$247M 0.27%
7,902,944
+5,649,444
+251% +$173M
HON icon
59
Honeywell
HON
$77.9B
$245M 0.27%
1,914,239
+98,911
+5% +$12.3M
UNP icon
60
Union Pacific
UNP
$178B
$238M 0.26%
2,052,576
+39,365
+2% +$4.22M
BKNG icon
61
Booking.com
BKNG
$145B
$236M 0.26%
3,228,575
+45,850
+1% +$3.48M
BIIB icon
62
Biogen
BIIB
$29.5B
$233M 0.25%
743,537
+24,415
+3% +$7.23M
NVDA icon
63
NVIDIA
NVDA
$4.76T
$229M 0.25%
51,163,320
+5,316,960
+12% +$22.1M
CL icon
64
Colgate-Palmolive
CL
$73.6B
$226M 0.25%
3,107,622
+76,235
+3% +$5.49M
NKE icon
65
Nike
NKE
$62.5B
$226M 0.25%
4,352,267
+64,059
+1% +$3.6M
ELV icon
66
Elevance Health
ELV
$82.1B
$221M 0.24%
1,164,693
+8,356
+0.7% +$1.59M
ITW icon
67
Illinois Tool Works
ITW
$81.9B
$220M 0.24%
1,487,337
+103,127
+7% +$14.7M
COST icon
68
Costco
COST
$422B
$218M 0.24%
1,326,644
+53,284
+4% +$8.37M
GS icon
69
Goldman Sachs
GS
$309B
$217M 0.24%
915,715
+62,152
+7% +$14M
ADBE icon
70
Adobe
ADBE
$94.5B
$217M 0.24%
1,451,549
+138,133
+11% +$20.6M
BMY icon
71
Bristol-Myers Squibb
BMY
$128B
$215M 0.23%
3,375,704
+257,437
+8% +$15M
TJX icon
72
TJX Companies
TJX
$173B
$212M 0.23%
5,738,794
+966,952
+20% +$34.4M
PYPL icon
73
PayPal
PYPL
$49.5B
$211M 0.23%
3,291,350
+274,217
+9% +$16.4M
AVGO icon
74
Broadcom
AVGO
$1.82T
$209M 0.23%
8,636,710
+377,120
+5% +$9.32M
QCOM icon
75
Qualcomm
QCOM
$179B
$206M 0.22%
3,971,448
-195,858
-5% -$10.4M
1 2
3
4 5

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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.