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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
AZO icon
201
AutoZone
AZO
$50.2B
$86.5M 0.09%
145,404
-7,357
-5% -$3.92M
BSX icon
202
Boston Scientific
BSX
$67.6B
$86M 0.09%
2,947,432
+314,917
+12% +$8.7M
TSM icon
203
TSMC
TSM
$2.07T
$84.9M 0.09%
2,259,740
+178,576
+9% +$6.52M
MCHP icon
204
Microchip Technology
MCHP
$42.3B
$84.7M 0.09%
1,886,388
+192,130
+11% +$8.05M
EFA icon
205
iShares MSCI EAFE ETF
EFA
$76.8B
$84M 0.09%
1,226,383
+72,687
+6% +$4.86M
LNC icon
206
Lincoln National
LNC
$7.88B
$82.8M 0.09%
1,127,315
+32,235
+3% +$2.27M
WDC icon
207
Western Digital
WDC
$172B
$82.8M 0.09%
1,268,086
+147,000
+13% +$9.75M
HPE icon
208
Hewlett Packard
HPE
$63.8B
$82.4M 0.09%
5,602,984
-1,560,438
-22% -$21.3M
KMI icon
209
Kinder Morgan
KMI
$70.6B
$82.4M 0.09%
4,295,379
+704,971
+20% +$13.7M
MCK icon
210
McKesson
MCK
$99.5B
$82.1M 0.09%
534,739
+7,156
+1% +$1.12M
TM icon
211
Toyota
TM
$216B
$82M 0.09%
687,916
+91,304
+15% +$10.4M
EL icon
212
Estee Lauder
EL
$30.1B
$81.9M 0.09%
759,671
+101,375
+15% +$10.4M
MSCI icon
213
MSCI
MSCI
$41.5B
$81.8M 0.09%
700,056
+152,644
+28% +$16.9M
TFC icon
214
Truist Financial
TFC
$63.7B
$81.4M 0.09%
1,733,269
+163,631
+10% +$7.52M
GGG icon
215
Graco
GGG
$13B
$81.1M 0.09%
1,965,897
+120,852
+7% +$4.6M
KEY icon
216
KeyCorp
KEY
$24.1B
$80.8M 0.09%
4,292,907
+70,227
+2% +$1.27M
F icon
217
Ford
F
$58.5B
$80.1M 0.09%
6,691,464
+752,818
+13% +$8.49M
BBY icon
218
Best Buy
BBY
$18.6B
$79.5M 0.09%
1,396,332
+30,414
+2% +$1.74M
SAP icon
219
SAP
SAP
$200B
$79.3M 0.09%
723,524
+75,322
+12% +$8M
GEN icon
220
Gen Digital
GEN
$16.1B
$79.1M 0.09%
2,410,450
+9,642
+0.4% +$294K
SCZ icon
221
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.3B
$78.8M 0.09%
1,270,268
+44,600
+4% +$2.67M
GIS icon
222
General Mills
GIS
$19.5B
$78.3M 0.09%
1,513,179
+132,155
+10% +$7.24M
TFCFA
223
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$77.9M 0.08%
2,954,527
+523,740
+22% +$14.4M
SNY icon
224
Sanofi
SNY
$105B
$77.6M 0.08%
1,558,400
+101,718
+7% +$4.92M
EIX icon
225
Edison International
EIX
$30.3B
$77.3M 0.08%
1,001,557
+12,967
+1% +$1.03M
7 8
9
10 11

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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.