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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
NGG icon
551
National Grid
NGG
$81.3B
$25.7M 0.03%
463,600
-9,524
-2% -$532K
MPLX icon
552
MPLX
MPLX
$60.1B
$25.7M 0.03%
734,245
+19,172
+3% +$662K
O icon
553
Realty Income
O
$61.3B
$25.7M 0.03%
463,069
+64,445
+16% +$3.58M
MOS icon
554
The Mosaic Company
MOS
$7.34B
$25.6M 0.03%
1,185,565
-65,528
-5% -$1.42M
ETP
555
DELISTED
Energy Transfer Partners, L.P.
ETP
$25.4M 0.03%
1,390,342
+79,367
+6% +$1.54M
AGNC icon
556
AGNC Investment
AGNC
$12.9B
$25.4M 0.03%
1,172,461
+112,535
+11% +$2.41M
LEN icon
557
Lennar Class A
LEN
$21.1B
$25.2M 0.03%
502,379
+30,607
+6% +$1.53M
AXS icon
558
AXIS Capital
AXS
$8.79B
$25.1M 0.03%
438,144
+20,830
+5% +$1.29M
PVH icon
559
PVH
PVH
$4.01B
$24.9M 0.03%
197,266
+19,560
+11% +$2.38M
UGI icon
560
UGI
UGI
$7.92B
$24.8M 0.03%
528,435
+42,601
+9% +$2.08M
ARW icon
561
Arrow Electronics
ARW
$10.8B
$24.6M 0.03%
306,335
+1,397
+0.5% +$110K
BFH icon
562
Bread Financial
BFH
$4.36B
$24.6M 0.03%
139,050
-10,825
-7% -$2.01M
NCLH icon
563
Norwegian Cruise Line
NCLH
$9.74B
$24.5M 0.03%
452,636
-16,116
-3% -$902K
RHI icon
564
Robert Half
RHI
$4.04B
$24.4M 0.03%
485,074
+95,016
+24% +$4.39M
CUK
565
DELISTED
Carnival PLC
CUK
$24.3M 0.03%
377,246
+43,985
+13% +$2.96M
NVG icon
566
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.68B
$24.2M 0.03%
1,572,343
+565,432
+56% +$8.74M
HBI
567
DELISTED
Hanesbrands
HBI
$24.2M 0.03%
980,400
+133,434
+16% +$3.2M
CP icon
568
Canadian Pacific Kansas City
CP
$81.4B
$24.1M 0.03%
717,875
+161,600
+29% +$5.14M
MUR icon
569
Murphy Oil
MUR
$5.25B
$24.1M 0.03%
906,549
-224,770
-20% -$5.64M
EQT icon
570
EQT Corp
EQT
$32.3B
$23.9M 0.03%
673,413
+102,925
+18% +$3.5M
PAA icon
571
Plains All American Pipeline
PAA
$17.2B
$23.9M 0.03%
1,128,391
+47,404
+4% +$1.1M
PBF icon
572
PBF Energy
PBF
$7.22B
$23.9M 0.03%
865,085
-99,545
-10% -$2.3M
BWXT icon
573
BWX Technologies
BWXT
$15.5B
$23.9M 0.03%
425,919
+32,854
+8% +$1.74M
ALB icon
574
Albemarle
ALB
$13.3B
$23.8M 0.03%
174,747
+10,503
+6% +$1.25M
BG icon
575
Bunge Global
BG
$22.8B
$23.8M 0.03%
342,043
-72,703
-18% -$5.5M
21 22
23
24 25

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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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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.