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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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$968B
$2.25B 2.45%
9,769,318
+230,464
+2% +$52.2M
AAPL icon
2
Apple
AAPL
$4.95T
$1.87B 2.03%
48,436,280
+1,917,864
+4% +$74.4M
IVV icon
3
iShares Core S&P 500 ETF
IVV
$869B
$1.56B 1.69%
6,154,037
+1,456,905
+31% +$362M
MSFT icon
4
Microsoft
MSFT
$2.89T
$1.45B 1.58%
19,522,906
+913,251
+5% +$66.7M
META icon
5
Meta Platforms (Facebook)
META
$1.51T
$1.09B 1.19%
6,407,610
+274,982
+4% +$45.9M
JNJ icon
6
Johnson & Johnson
JNJ
$641B
$1.04B 1.13%
8,026,652
+253,568
+3% +$33.6M
JPM icon
7
JPMorgan Chase
JPM
$947B
$962M 1.05%
10,077,005
+556,506
+6% +$51.3M
AMZN icon
8
Amazon
AMZN
$2.49T
$876M 0.95%
18,223,440
+703,820
+4% +$34.6M
XOM icon
9
ExxonMobil
XOM
$642B
$770M 0.84%
9,388,698
-1,666
-0% -$132K
GOOGL icon
10
Alphabet (Google) Class A
GOOGL
$3.99T
$763M 0.83%
15,679,620
+559,780
+4% +$26.5M
UNH icon
11
UnitedHealth
UNH
$379B
$716M 0.78%
3,655,449
+146,133
+4% +$28.2M
PFE icon
12
Pfizer
PFE
$141B
$658M 0.72%
19,441,382
+1,119,549
+6% +$36M
BAC icon
13
Bank of America
BAC
$436B
$650M 0.71%
25,657,461
+2,262,482
+10% +$54.9M
CVX icon
14
Chevron
CVX
$378B
$623M 0.68%
5,304,379
+74,650
+1% +$8.15M
T icon
15
AT&T
T
$167B
$622M 0.68%
21,022,386
+560,224
+3% +$15.9M
PG icon
16
Procter & Gamble
PG
$346B
$601M 0.65%
6,601,787
+435,462
+7% +$39.6M
BRK.B icon
17
Berkshire Hathaway Class B
BRK.B
$1.07T
$595M 0.65%
3,243,685
+267,402
+9% +$47.3M
WFC icon
18
Wells Fargo
WFC
$264B
$590M 0.64%
10,705,949
+553,108
+5% +$29.4M
GOOG icon
19
Alphabet (Google) Class C
GOOG
$3.99T
$574M 0.62%
11,973,320
+566,860
+5% +$26.4M
C icon
20
Citigroup
C
$223B
$571M 0.62%
7,845,579
+537,694
+7% +$36.7M
V icon
21
Visa
V
$689B
$550M 0.6%
5,223,687
+233,771
+5% +$23.7M
INTC icon
22
Intel
INTC
$462B
$536M 0.58%
14,062,586
+487,967
+4% +$17.3M
MRK icon
23
Merck
MRK
$323B
$534M 0.58%
8,745,166
+678,802
+8% +$41.2M
HD icon
24
Home Depot
HD
$335B
$534M 0.58%
3,263,114
+87,637
+3% +$13.4M
SPY icon
25
State Street SPDR S&P 500 ETF Trust
SPY
$781B
$524M 0.57%
2,087,032
+74,791
+4% +$18.4M
1
2 3 4 5

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MCM
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PSUF
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BAM
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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.