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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
HWKN icon
2726
Hawkins
HWKN
$2.91B
$569K ﹤0.01%
26,242
-2,978
-10% -$64.6K
RF.PRB
2727
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$569K ﹤0.01%
19,643
+537
+3% +$15.7K
PKOH icon
2728
Park-Ohio Holdings
PKOH
$554M
$568K ﹤0.01%
15,581
+146
+0.9% +$4.86K
TIP icon
2729
iShares TIPS Bond ETF
TIP
$14.5B
$568K ﹤0.01%
4,876
-153
-3% -$17.8K
SPCB icon
2730
SuperCom
SPCB
$67.3M
$567K ﹤0.01%
826
-8
-1% -$5.49K
RH icon
2731
RH
RH
$3.3B
$566K ﹤0.01%
+16,377
New +$522K
APFH
2732
DELISTED
AdvancePierre Foods Holdings
APFH
$565K ﹤0.01%
+20,518
New +$516K
HOLI
2733
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$564K ﹤0.01%
25,444
-8,067
-24% -$165K
STN icon
2734
Stantec
STN
$7.69B
$563K ﹤0.01%
23,925
-6,506
-21% -$156K
EMCI
2735
DELISTED
EMC INS Group Inc
EMCI
$563K ﹤0.01%
20,904
-1,259
-6% -$35K
HOFT icon
2736
Hooker Furnishings Corp
HOFT
$148M
$560K ﹤0.01%
22,868
-5,383
-19% -$128K
GLBL
2737
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$559K ﹤0.01%
136,035
+90,668
+200% +$324K
BWG
2738
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$556K ﹤0.01%
40,973
– –
UCTT
2739
Ultra Clean Holdings
UCTT
$4.16B
$556K ﹤0.01%
75,001
-8,662
-10% -$56.9K
NILE
2740
DELISTED
Blue Nile, Inc.
NILE
$556K ﹤0.01%
16,166
-1,137
-7% -$36.4K
QUNR
2741
DELISTED
Qunar Cayman Islands Limited
QUNR
$556K ﹤0.01%
19,175
+2,746
+17% +$81.1K
HAFC icon
2742
Hanmi Financial
HAFC
$943M
$554K ﹤0.01%
21,044
+2,359
+13% +$59.4K
IXYS
2743
DELISTED
IXYS Corp
IXYS
$553K ﹤0.01%
45,899
-19,594
-30% -$224K
NMIH icon
2744
NMI Holdings
NMIH
$3.25B
$552K ﹤0.01%
72,430
-26,277
-27% -$184K
BMTC
2745
DELISTED
Bryn Mawr Bank Corp
BMTC
$549K ﹤0.01%
17,146
-1,103
-6% -$33.7K
VLGEA icon
2746
Village Super Market
VLGEA
$631M
$548K ﹤0.01%
17,112
-3,545
-17% -$110K
HIL
2747
DELISTED
Hill International, Inc. Common Stock
HIL
$548K ﹤0.01%
118,764
+4,290
+4% +$18.7K
JPM.PRE.CL
2748
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$548K ﹤0.01%
19,712
+573
+3% +$15.7K
EFA icon
2749
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
$546K ﹤0.01%
3,150
-838,055
-100% -$48.6M
CLD
2750
DELISTED
Cloud Peak Energy Inc
CLD
$543K ﹤0.01%
99,726
+54,924
+123% +$191K
108 109
110
111 112

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MCM
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PSUF
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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.