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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
DG icon
101
Dollar General
DG
$27.2B
$164M 0.18%
2,018,527
+77,715
+4% +$5.82M
AFL icon
102
Aflac
AFL
$64.4B
$163M 0.18%
3,995,510
+321,130
+9% +$12.9M
FDX icon
103
FedEx
FDX
$73.5B
$161M 0.17%
711,657
+41,956
+6% +$8.93M
CRM icon
104
Salesforce
CRM
$142B
$159M 0.17%
1,700,014
+322,822
+23% +$29.7M
WBA
105
DELISTED
Walgreens Boots Alliance
WBA
$158M 0.17%
2,045,776
+130,811
+7% +$10.5M
DUK icon
106
Duke Energy
DUK
$100B
$156M 0.17%
1,862,232
+105,013
+6% +$8.99M
INTU icon
107
Intuit
INTU
$83.1B
$156M 0.17%
1,098,518
+17,854
+2% +$2.46M
SBUX icon
108
Starbucks
SBUX
$118B
$155M 0.17%
2,886,959
-60,804
-2% -$3.37M
RDS.A
109
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$152M 0.17%
2,511,344
+175,921
+8% +$9.84M
NEE icon
110
NextEra Energy
NEE
$185B
$151M 0.16%
4,127,104
+269,020
+7% +$9.85M
MRSH
111
Marsh
MRSH
$87.5B
$150M 0.16%
1,792,724
+231,965
+15% +$18.4M
CME icon
112
CME Group
CME
$91.8B
$150M 0.16%
1,103,078
+172,937
+19% +$21.8M
CB icon
113
Chubb
CB
$139B
$148M 0.16%
1,040,304
+51,173
+5% +$7.4M
NVS icon
114
Novartis
NVS
$297B
$148M 0.16%
1,918,448
+165,388
+9% +$12.5M
MDLZ icon
115
Mondelez International
MDLZ
$77.9B
$145M 0.16%
3,560,782
-30,884
-0.9% -$1.31M
MET icon
116
MetLife
MET
$61.2B
$143M 0.16%
2,762,193
-170,941
-6% -$8.32M
CHTR icon
117
Charter Communications
CHTR
$15.7B
$143M 0.16%
394,493
+30,002
+8% +$11.2M
CSX icon
118
CSX Corp
CSX
$96B
$143M 0.16%
7,926,171
+340,479
+4% +$5.84M
LYB icon
119
LyondellBasell Industries
LYB
$18.9B
$141M 0.15%
1,422,187
+85,841
+6% +$7.72M
COF icon
120
Capital One
COF
$127B
$141M 0.15%
1,660,968
+130,297
+9% +$10.7M
PRU icon
121
Prudential Financial
PRU
$42.3B
$140M 0.15%
1,315,741
+39,039
+3% +$4.17M
OXY icon
122
Occidental Petroleum
OXY
$54.6B
$139M 0.15%
2,169,280
+19,234
+0.9% +$1.17M
DHR icon
123
Danaher
DHR
$138B
$138M 0.15%
1,818,801
+106,420
+6% +$7.88M
PSX icon
124
Phillips 66
PSX
$83.3B
$137M 0.15%
1,499,115
+88,106
+6% +$7.46M
HPQ icon
125
HP
HPQ
$24.3B
$137M 0.15%
6,865,264
-240,859
-3% -$4.58M
3 4
5
6 7

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NIPH
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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.