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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
EMBJ
1876
Embraer S.A. ADS
EMBJ
$12.1B
$3.15M ﹤0.01%
139,500
+5,493
+4% +$117K
FSTR icon
1877
Foster
FSTR
$431M
$3.15M ﹤0.01%
138,577
-82,894
-37% -$1.62M
ELLI
1878
DELISTED
Ellie Mae Inc
ELLI
$3.15M ﹤0.01%
38,334
-17,751
-32% -$1.63M
KEM
1879
DELISTED
KEMET Corporation
KEM
$3.15M ﹤0.01%
148,886
+72,695
+95% +$1.37M
HTO
1880
H2O America
HTO
$2.59B
$3.14M ﹤0.01%
55,543
+4,736
+9% +$255K
GPK icon
1881
Graphic Packaging
GPK
$3.24B
$3.14M ﹤0.01%
225,192
-35,815
-14% -$480K
BGC
1882
DELISTED
General Cable Corporation
BGC
$3.14M ﹤0.01%
166,403
-14,909
-8% -$267K
FBC
1883
DELISTED
Flagstar Bancorp, Inc. New
FBC
$3.13M ﹤0.01%
88,345
-13,482
-13% -$434K
REX icon
1884
REX American Resources
REX
$1.44B
$3.13M ﹤0.01%
200,088
-23,520
-11% -$369K
PBR.A icon
1885
Petrobras Class A
PBR.A
$109B
$3.13M ﹤0.01%
323,825
+69,144
+27% +$602K
HAFC icon
1886
Hanmi Financial
HAFC
$940M
$3.12M ﹤0.01%
100,764
+37,347
+59% +$1.05M
LPSN icon
1887
LivePerson
LPSN
$22M
$3.12M ﹤0.01%
15,329
-1,344
-8% -$258K
CDE icon
1888
Coeur Mining
CDE
$15.9B
$3.11M ﹤0.01%
338,782
-24,631
-7% -$209K
WERN icon
1889
Werner Enterprises
WERN
$2.21B
$3.11M ﹤0.01%
85,041
-4,387
-5% -$139K
FRME icon
1890
First Merchants
FRME
$2.69B
$3.1M ﹤0.01%
72,310
-1,614
-2% -$64.3K
MSD
1891
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$3.09M ﹤0.01%
306,960
-83,544
-21% -$843K
ESI icon
1892
Element Solutions
ESI
$8.68B
$3.09M ﹤0.01%
277,159
-46,719
-14% -$579K
ENDP
1893
DELISTED
Endo International plc
ENDP
$3.08M ﹤0.01%
359,512
-33,805
-9% -$326K
BCX icon
1894
BlackRock Resources & Commodities Strategy Trust
BCX
$902M
$3.08M ﹤0.01%
346,004
+38,839
+13% +$332K
LNCE
1895
DELISTED
Snyders-Lance, Inc.
LNCE
$3.08M ﹤0.01%
80,650
-76,323
-49% -$2.75M
MTX icon
1896
Minerals Technologies
MTX
$2.25B
$3.07M ﹤0.01%
43,512
-20,447
-32% -$1.4M
HEDJ icon
1897
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
$3.07M ﹤0.01%
94,794
-2,120
-2% -$66.5K
DMB
1898
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
$3.06M ﹤0.01%
229,278
+134,932
+143% +$1.8M
BAK icon
1899
Braskem
BAK
$960M
$3.06M ﹤0.01%
114,276
+1,351
+1% +$33.2K
UIS icon
1900
Unisys
UIS
$230M
$3.06M ﹤0.01%
359,499
-37,684
-9% -$365K
74 75
76
77 78

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.