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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
SYK icon
176
Stryker
SYK
$129B
$105M 0.11%
739,287
+50,324
+7% +$7.22M
BAX icon
177
Baxter International
BAX
$12.1B
$105M 0.11%
1,666,746
+73,771
+5% +$4.56M
KR icon
178
Kroger
KR
$35.5B
$103M 0.11%
5,145,254
+843,047
+20% +$19M
AMP icon
179
Ameriprise Financial
AMP
$47.6B
$103M 0.11%
691,734
+29,610
+4% +$4.13M
CMI icon
180
Cummins
CMI
$91.3B
$102M 0.11%
609,290
+17,200
+3% +$2.78M
VEA icon
181
Vanguard FTSE Developed Markets ETF
VEA
$227B
$102M 0.11%
2,343,056
+29,998
+1% +$1.27M
ZTS icon
182
Zoetis
ZTS
$32.2B
$101M 0.11%
1,590,794
-31,175
-2% -$1.95M
ESRX
183
DELISTED
Express Scripts Holding Company
ESRX
$98.2M 0.11%
1,551,526
+317,878
+26% +$19.8M
ALXN
184
DELISTED
Alexion Pharmaceuticals
ALXN
$97.1M 0.11%
691,926
+37,663
+6% +$5.12M
ROST icon
185
Ross Stores
ROST
$78.1B
$95.1M 0.1%
1,473,245
+501,505
+52% +$28.9M
RF icon
186
Regions Financial
RF
$26.2B
$94.7M 0.1%
6,216,238
+45,193
+0.7% +$650K
WM icon
187
Waste Management
WM
$95.5B
$94.2M 0.1%
1,204,156
+9,353
+0.8% +$711K
BTI icon
188
British American Tobacco
BTI
$131B
$94.1M 0.1%
1,506,925
+456,692
+43% +$29.5M
PEG icon
189
Public Service Enterprise Group
PEG
$39.5B
$93.7M 0.1%
2,026,166
+37,129
+2% +$1.68M
ETN icon
190
Eaton
ETN
$155B
$91.8M 0.1%
1,195,348
+45,064
+4% +$3.4M
FITB
191
Fifth Third Bancorp
FITB
$51.7B
$91.2M 0.1%
3,259,870
-70,051
-2% -$1.86M
TSN icon
192
Tyson Foods
TSN
$21.4B
$90.4M 0.1%
1,283,400
+86,849
+7% +$5.55M
ED icon
193
Consolidated Edison
ED
$41.1B
$89.5M 0.1%
1,109,470
+59,098
+6% +$4.89M
OMC icon
194
Omnicom Group
OMC
$23.5B
$89.2M 0.1%
1,204,385
-12,470
-1% -$961K
COR icon
195
Cencora
COR
$60.5B
$89M 0.1%
1,075,943
-60,983
-5% -$5.17M
D icon
196
Dominion Energy
D
$61.8B
$88.8M 0.1%
1,154,947
+65,686
+6% +$5.11M
LUV icon
197
Southwest Airlines
LUV
$22.2B
$88.7M 0.1%
1,585,066
+66,544
+4% +$3.73M
LRCX icon
198
Lam Research
LRCX
$365B
$88.6M 0.1%
4,787,230
+284,430
+6% +$4.62M
ASML icon
199
ASML
ASML
$636B
$88.2M 0.1%
515,306
+25,949
+5% +$3.97M
MAR icon
200
Marriott International
MAR
$101B
$86.9M 0.09%
787,801
+58,288
+8% +$6.01M
6 7
8
9 10

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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.