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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
WTFC icon
801
Wintrust Financial
WTFC
$10.9B
$14.4M 0.02%
184,104
-15,963
-8% -$1.19M
VSH icon
802
Vishay Intertechnology
VSH
$5.02B
$14.4M 0.02%
766,809
-33,041
-4% -$581K
ATO icon
803
Atmos Energy
ATO
$29.9B
$14.4M 0.02%
171,456
+15,699
+10% +$1.35M
CPRI icon
804
Capri Holdings
CPRI
$1.88B
$14.3M 0.02%
299,854
+147,999
+97% +$6.01M
VCSH icon
805
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$14.3M 0.02%
178,978
+36,009
+25% +$2.89M
MPT
806
Medical Properties Trust
MPT
$2.89B
$14.3M 0.02%
1,091,426
+49,999
+5% +$644K
NFJ
807
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$14.3M 0.02%
1,069,115
+265,773
+33% +$3.51M
CHK
808
DELISTED
Chesapeake Energy Corporation
CHK
$14.3M 0.02%
16,574
-8,417
-34% -$7.23M
CACC icon
809
Credit Acceptance
CACC
$5.84B
$14.2M 0.02%
50,674
+8,097
+19% +$2.13M
CXT icon
810
Crane NXT
CXT
$3.14B
$14.1M 0.02%
508,699
-118,583
-19% -$3.18M
MAC icon
811
Macerich
MAC
$7.52B
$14.1M 0.02%
256,391
+25,696
+11% +$1.44M
FNB icon
812
FNB Corp
FNB
$6.81B
$14.1M 0.02%
1,004,015
-51,524
-5% -$688K
GSG icon
813
iShares S&P GSCI Commodity-Indexed Trust
GSG
$968M
$14.1M 0.02%
944,930
– –
CIG icon
814
CEMIG Preferred Shares
CIG
$6.21B
$14.1M 0.02%
11,126,521
-243,015
-2% -$331K
BHC icon
815
Bausch Health
BHC
$1.69B
$14.1M 0.02%
980,919
+173,600
+22% +$2.63M
AMCR
816
DELISTED
AMCOR LTD ADR
AMCR
$14M 0.02%
292,254
+32,174
+12% +$1.54M
GNW icon
817
Genworth Financial
GNW
$3.85B
$14M 0.02%
3,642,723
+2,869
+0.1% +$10.2K
NWG icon
818
NatWest
NWG
$70.6B
$14M 0.02%
1,785,814
+282,292
+19% +$2.05M
SR icon
819
Spire
SR
$4.88B
$14M 0.02%
187,558
-13,786
-7% -$1.02M
GGP
820
DELISTED
GGP Inc.
GGP
$14M 0.02%
672,928
-163,254
-20% -$3.57M
TDC icon
821
Teradata
TDC
$2.75B
$13.8M 0.02%
408,250
-9,480
-2% -$294K
LII icon
822
Lennox International
LII
$18.9B
$13.8M 0.02%
76,976
+10,908
+17% +$1.88M
LOPE icon
823
Grand Canyon Education
LOPE
$3.99B
$13.8M 0.01%
151,528
-167
-0.1% -$13.4K
CHE icon
824
Chemed
CHE
$6.87B
$13.7M 0.01%
68,035
-1,704
-2% -$335K
UMPQ
825
DELISTED
Umpqua Holdings Corp
UMPQ
$13.7M 0.01%
703,218
-69,104
-9% -$1.26M
31 32
33
34 35

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MCM
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PSUF
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IA
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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.