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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
+5.04%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$66.7B
AUM Growth
+$3.3B
Cap. Flow
+$654M
Cap. Flow %
0.98%
Top 10 Hldgs %
13.95%
Holding
3,936
New
123
Increased
2,022
Reduced
1,592
Closed
165

Top Buys

Rank Stock Value
1
IWD icon
iShares Russell 1000 Value ETF
IWD
+$282M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$166M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$119M
4
LDOS icon
Leidos
LDOS
+$51.1M
5
ALXN
Alexion Pharmaceuticals
ALXN
+$44.9M

Top Sells

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$205M
2
EMC
EMC CORPORATION
EMC
+$124M
3
BAP icon
Credicorp
BAP
+$77.6M
4
IVV icon
iShares Core S&P 500 ETF
IVV
+$61.4M
5
DFJ icon
WisdomTree Japan SmallCap Dividend Fund
DFJ
+$52.1M

Sector Composition

Rank Sector Weight
1 Technology 13.24%
2 Financials 13.19%
3 Healthcare 12.35%
4 Industrials 9.03%
5 Consumer Discretionary 8.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TBRG
2626
DELISTED
TruBridge
TBRG
$700K ﹤0.01%
26,846
+5,389
+25% +$169K
AREX
2627
DELISTED
Approach Resources Inc.
AREX
$698K ﹤0.01%
206,471
+156,204
+311% +$395K
WIX icon
2628
WIX.com
WIX
$2.15B
$696K ﹤0.01%
16,020
+408
+3% +$15.5K
SHOP icon
2629
Shopify
SHOP
$148B
$695K ﹤0.01%
+161,960
New +$618K
CHUBA
2630
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$695K ﹤0.01%
+43,971
New +$624K
NYRT
2631
DELISTED
New York REIT, Inc.
NYRT
$694K ﹤0.01%
7,581
+1,639
+28% +$157K
CMCO icon
2632
Columbus McKinnon
CMCO
$465M
$692K ﹤0.01%
38,793
-3,055
-7% -$51.1K
TCS
2633
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$691K ﹤0.01%
9,181
-2,993
-25% -$241K
TA
2634
DELISTED
TravelCenters of America LLC
TA
$690K ﹤0.01%
19,284
+9,195
+91% +$346K
GLIN icon
2635
VanEck India Growth Leaders ETF
GLIN
$93.7M
$688K ﹤0.01%
+14,800
New +$664K
WSBC icon
2636
WesBanco
WSBC
$3.95B
$687K ﹤0.01%
20,883
+192
+0.9% +$6.1K
MTL
2637
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$687K ﹤0.01%
240,047
-567,844
-70% -$1.15M
DTLK
2638
DELISTED
Datalink Corp
DTLK
$684K ﹤0.01%
64,439
-8,094
-11% -$76.6K
EPOL icon
2639
iShares MSCI Poland ETF
EPOL
$669M
$683K ﹤0.01%
37,484
-3,221
-8% -$57.8K
COWN
2640
DELISTED
Cowen Inc. Class A Common Stock
COWN
$681K ﹤0.01%
46,881
+5,893
+14% +$78.1K
AEB
2641
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
$679K ﹤0.01%
26,298
+13,178
+100% +$328K
JCAP
2642
DELISTED
Jernigan Capital, Inc.
JCAP
$678K ﹤0.01%
35,368
– –
DCO icon
2643
Ducommun
DCO
$2.68B
$674K ﹤0.01%
29,522
-8,644
-23% -$185K
CLNE icon
2644
Clean Energy Fuels
CLNE
$447M
$672K ﹤0.01%
150,360
-7,546
-5% -$28.8K
CTRE icon
2645
CareTrust REIT
CTRE
$10.2B
$672K ﹤0.01%
45,444
+5,837
+15% +$85.7K
ACH
2646
DELISTED
Alum Corp of China Ltd
ACH
$671K ﹤0.01%
72,959
-20,445
-22% -$181K
LKFN icon
2647
Lakeland Financial Corp
LKFN
$1.52B
$669K ﹤0.01%
18,896
+1,149
+6% +$39.7K
USB.PRM
2648
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$666K ﹤0.01%
22,105
+625
+3% +$19.2K
SWJ.CL
2649
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$663K ﹤0.01%
25,700
+618
+2% +$16.2K
CAI
2650
DELISTED
CAI International, Inc.
CAI
$662K ﹤0.01%
80,048
-3,024
-4% -$25K
104 105
106
107 108

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MCM
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PSUF
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SCC
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BAM
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Parametric Portfolio Associates's Q3 2016 Portfolio in Review

As of Q3 2016, Parametric Portfolio Associates held 3,936 positions worth $66.7B, up 5.2% from $63.4B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates's Q3 2016 filing shows 123 new, 2,022 increased, 1,592 reduced and 165 closed positions. Its largest new stake was Fortive: 1,308,900 shares worth $42M. The largest sale was iShares Russell 1000 Growth ETF, an estimated $205M.

By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 12% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2016 buy was Fortive: 1,308,900 shares worth $42M.
  • Parametric Portfolio Associates added most to iShares Russell 1000 Value ETF in Q3 2016, an estimated $282M increase.
  • Parametric Portfolio Associates's biggest Q3 2016 reduction was iShares Russell 1000 Growth ETF, cutting an estimated $205M.
  • Parametric Portfolio Associates fully exited EMC CORPORATION in Q3 2016, selling an estimated $124M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $66.7B portfolio in Q3 2016.
  • Parametric Portfolio Associates opened 123 new positions and closed 165 in Q3 2016.
  • Parametric Portfolio Associates's portfolio value rose 5.2% quarter-over-quarter to $66.7B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2016, filed 14 Nov 2016.