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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
PX
126
DELISTED
Praxair Inc
PX
$137M 0.15%
978,952
+67,095
+7% +$8.94M
CI icon
127
Cigna
CI
$77B
$136M 0.15%
729,690
+55,395
+8% +$9.86M
ALL icon
128
Allstate
ALL
$67.3B
$136M 0.15%
1,481,168
+30,192
+2% +$2.75M
AMT icon
129
American Tower
AMT
$77.7B
$135M 0.15%
989,655
+63,131
+7% +$8.79M
EXC icon
130
Exelon
EXC
$48.2B
$134M 0.15%
4,990,429
-139,947
-3% -$3.74M
KMB icon
131
Kimberly-Clark
KMB
$37B
$133M 0.14%
1,130,683
-55,111
-5% -$6.73M
MU icon
132
Micron Technology
MU
$1.02T
$133M 0.14%
3,383,098
+51,527
+2% +$1.63M
MPC icon
133
Marathon Petroleum
MPC
$91.2B
$130M 0.14%
2,320,761
+52,667
+2% +$2.82M
STZ icon
134
Constellation Brands
STZ
$22.2B
$128M 0.14%
640,510
+8,004
+1% +$1.58M
EMR icon
135
Emerson Electric
EMR
$83.6B
$126M 0.14%
2,004,779
+112,821
+6% +$6.8M
CTSH icon
136
Cognizant
CTSH
$22.3B
$125M 0.14%
1,724,014
-7,511
-0.4% -$528K
ECL icon
137
Ecolab
ECL
$76.4B
$125M 0.14%
971,753
+85,351
+10% +$11.2M
BNY
138
Bank of New York Mellon
BNY
$107B
$124M 0.13%
2,334,289
+242,764
+12% +$12.7M
AGN
139
DELISTED
Allergan plc
AGN
$123M 0.13%
601,460
-6,246
-1% -$1.45M
EA icon
140
Electronic Arts
EA
$52.4B
$123M 0.13%
1,040,924
+52,313
+5% +$6.06M
DE icon
141
Deere & Co
DE
$169B
$122M 0.13%
974,660
+23,234
+2% +$2.87M
EBAY icon
142
eBay
EBAY
$50.3B
$122M 0.13%
3,177,100
-68,331
-2% -$2.48M
GLW icon
143
Corning
GLW
$123B
$121M 0.13%
4,043,832
-174,685
-4% -$5.17M
ADI icon
144
Analog Devices
ADI
$181B
$121M 0.13%
1,400,026
+251,513
+22% +$20.3M
BLK icon
145
Blackrock
BLK
$165B
$120M 0.13%
268,575
+21,080
+9% +$9M
TGT icon
146
Target
TGT
$63.7B
$120M 0.13%
2,033,709
+532,207
+35% +$29.8M
DFS
147
DELISTED
Discover Financial Services
DFS
$120M 0.13%
1,857,339
+111,915
+6% +$6.79M
ICE icon
148
Intercontinental Exchange
ICE
$84.1B
$119M 0.13%
1,738,062
+99,415
+6% +$6.55M
SCHW
149
Charles Schwab
SCHW
$181B
$119M 0.13%
2,729,161
+110,166
+4% +$4.57M
STI
150
DELISTED
SunTrust Banks, Inc.
STI
$116M 0.13%
1,948,553
-117,888
-6% -$6.66M
4 5
6
7 8

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NIPH
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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.