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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
HSBC icon
151
HSBC
HSBC
$357B
$116M 0.13%
2,559,626
+287,974
+13% +$12.7M
CCI icon
152
Crown Castle
CCI
$32.4B
$114M 0.12%
1,144,298
+52,505
+5% +$5.37M
BP icon
153
BP
BP
$109B
$114M 0.12%
3,299,744
+86,266
+3% +$2.74M
MTD icon
154
Mettler-Toledo International
MTD
$27B
$114M 0.12%
182,164
-17,375
-9% -$10.4M
DAL icon
155
Delta Air Lines
DAL
$57B
$114M 0.12%
2,364,933
-7,463
-0.3% -$372K
SPG icon
156
Simon Property Group
SPG
$75.1B
$114M 0.12%
705,971
+132,775
+23% +$21.2M
VWO icon
157
Vanguard FTSE Emerging Markets ETF
VWO
$120B
$113M 0.12%
2,582,084
-481,135
-16% -$20.8M
GD icon
158
General Dynamics
GD
$105B
$112M 0.12%
546,827
+36,012
+7% +$7.22M
KHC icon
159
Kraft Heinz
KHC
$31.1B
$112M 0.12%
1,447,064
-15,517
-1% -$1.3M
SJM icon
160
J.M. Smucker
SJM
$12.9B
$112M 0.12%
1,067,032
+432,461
+68% +$49.4M
SO icon
161
Southern Company
SO
$109B
$111M 0.12%
2,261,105
+73,463
+3% +$3.56M
MON
162
DELISTED
Monsanto Co
MON
$111M 0.12%
926,114
+25,101
+3% +$2.95M
EOG icon
163
EOG Resources
EOG
$74.7B
$111M 0.12%
1,146,070
+29,520
+3% +$2.67M
HUM icon
164
Humana
HUM
$45.8B
$110M 0.12%
451,212
+47,987
+12% +$11.8M
ATVI
165
DELISTED
Activision Blizzard
ATVI
$110M 0.12%
1,700,303
+27,078
+2% +$1.69M
NSC icon
166
Norfolk Southern
NSC
$77.1B
$109M 0.12%
825,033
+41,184
+5% +$5.01M
ISRG icon
167
Intuitive Surgical
ISRG
$128B
$109M 0.12%
934,029
+53,460
+6% +$5.82M
SYY icon
168
Sysco
SYY
$40.2B
$108M 0.12%
2,001,235
+35,233
+2% +$1.83M
SPGI icon
169
S&P Global
SPGI
$130B
$107M 0.12%
686,878
+65,043
+10% +$9.89M
IP icon
170
International Paper
IP
$22.5B
$107M 0.12%
1,994,191
+15,099
+0.8% +$794K
AEP icon
171
American Electric Power
AEP
$72.7B
$107M 0.12%
1,527,373
+94,663
+7% +$6.74M
HCA icon
172
HCA Healthcare
HCA
$86.4B
$107M 0.12%
1,346,771
+54,653
+4% +$4.4M
SHY icon
173
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$106M 0.12%
1,256,886
+2,566
+0.2% +$217K
HAL icon
174
Halliburton
HAL
$26.8B
$105M 0.11%
2,285,293
+262,109
+13% +$11M
EQIX icon
175
Equinix
EQIX
$103B
$105M 0.11%
235,359
+7,031
+3% +$3.15M
5 6
7
8 9

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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.