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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
CAT icon
76
Caterpillar
CAT
$402B
$205M 0.22%
1,642,402
+73,333
+5% +$8.45M
TWX
77
DELISTED
Time Warner Inc
TWX
$202M 0.22%
1,971,536
+92,416
+5% +$9.37M
ACN icon
78
Accenture
ACN
$94.3B
$198M 0.22%
1,466,760
+125,739
+9% +$16.4M
AXP icon
79
American Express
AXP
$226B
$195M 0.21%
2,155,226
+154,228
+8% +$13.3M
TRV icon
80
Travelers Companies
TRV
$81.4B
$191M 0.21%
1,561,234
+36,402
+2% +$4.55M
MS icon
81
Morgan Stanley
MS
$337B
$188M 0.2%
3,908,902
+32,922
+0.8% +$1.53M
LMT icon
82
Lockheed Martin
LMT
$134B
$188M 0.2%
605,598
+26,089
+5% +$7.78M
AIG icon
83
American International
AIG
$42B
$186M 0.2%
3,033,249
+195,747
+7% +$12.2M
STT icon
84
State Street
STT
$50.7B
$186M 0.2%
1,948,755
+143,377
+8% +$13.4M
NOC icon
85
Northrop Grumman
NOC
$77.8B
$185M 0.2%
644,100
+25,490
+4% +$6.86M
AMAT icon
86
Applied Materials
AMAT
$410B
$183M 0.2%
3,506,481
-103,256
-3% -$4.67M
NFLX icon
87
Netflix
NFLX
$293B
$182M 0.2%
10,062,350
-152,560
-1% -$2.66M
MDT icon
88
Medtronic
MDT
$108B
$180M 0.2%
2,320,253
+154,332
+7% +$12.8M
LLY icon
89
Eli Lilly
LLY
$1.07T
$180M 0.2%
2,107,356
+123,300
+6% +$10.1M
AET
90
DELISTED
Aetna Inc
AET
$179M 0.19%
1,124,251
+36,129
+3% +$5.64M
ADP icon
91
Automatic Data Processing
ADP
$102B
$178M 0.19%
1,628,296
-50,160
-3% -$5.37M
RTN
92
DELISTED
Raytheon Company
RTN
$177M 0.19%
950,064
+27,487
+3% +$4.84M
PNC icon
93
PNC Financial Services
PNC
$99.6B
$175M 0.19%
1,299,316
+145,554
+13% +$18.7M
TMO icon
94
Thermo Fisher Scientific
TMO
$208B
$172M 0.19%
910,403
+24,467
+3% +$4.43M
GM icon
95
General Motors
GM
$78.7B
$171M 0.19%
4,225,357
+114,679
+3% +$4.19M
COP icon
96
ConocoPhillips
COP
$141B
$170M 0.19%
3,404,459
+86,655
+3% +$3.89M
SHW icon
97
Sherwin-Williams
SHW
$80.7B
$168M 0.18%
1,408,563
-29,268
-2% -$3.36M
VLO icon
98
Valero Energy
VLO
$90.5B
$168M 0.18%
2,182,776
+99,262
+5% +$6.84M
MCO icon
99
Moody's
MCO
$84.2B
$167M 0.18%
1,199,446
+76,836
+7% +$10.1M
SLB icon
100
SLB Ltd
SLB
$76.5B
$165M 0.18%
2,362,491
+78,120
+3% +$5.16M
2 3
4
5 6

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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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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.