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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
SLCA
1301
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$5.43M 0.01%
116,639
+17,813
+18% +$694K
PF
1302
DELISTED
Pinnacle Foods, Inc.
PF
$5.43M 0.01%
108,191
-32,436
-23% -$1.61M
PSB
1303
DELISTED
PS Business Parks, Inc.
PSB
$5.42M 0.01%
47,727
-14,648
-23% -$1.62M
OMCL icon
1304
Omnicell
OMCL
$1.89B
$5.42M 0.01%
141,394
+40,332
+40% +$1.5M
CWT icon
1305
California Water Service
CWT
$3.03B
$5.4M 0.01%
168,411
-80,832
-32% -$2.61M
AAN.A
1306
DELISTED
The Aaron's Company Inc Class A
AAN.A
$5.39M 0.01%
212,254
+30,238
+17% +$769K
RJF icon
1307
Raymond James Financial
RJF
$33.2B
$5.39M 0.01%
138,798
+5,140
+4% +$189K
SM icon
1308
SM Energy
SM
$7.41B
$5.36M 0.01%
138,945
+30,654
+28% +$983K
SUI icon
1309
Sun Communities
SUI
$15B
$5.36M 0.01%
68,241
+6,442
+10% +$500K
CLH icon
1310
Clean Harbors
CLH
$16B
$5.34M 0.01%
111,251
+292
+0.3% +$14.5K
XPO icon
1311
XPO
XPO
$24.2B
$5.33M 0.01%
420,377
+301,072
+252% +$3.4M
RBC icon
1312
RBC Bearings
RBC
$18.4B
$5.33M 0.01%
69,643
-1,492
-2% -$114K
JNS
1313
DELISTED
Janus Capital Group Inc
JNS
$5.33M 0.01%
380,132
-1,933
-0.5% -$28K
ERIC icon
1314
Ericsson
ERIC
$31.6B
$5.32M 0.01%
738,248
-50,396
-6% -$365K
HI
1315
DELISTED
Hillenbrand
HI
$5.32M 0.01%
168,213
-1,936
-1% -$61.4K
AGO icon
1316
Assured Guaranty
AGO
$3.79B
$5.32M 0.01%
191,597
-6,832
-3% -$184K
ASTE icon
1317
Astec Industries
ASTE
$1.29B
$5.31M 0.01%
88,692
+8,227
+10% +$478K
EBSB
1318
DELISTED
Meridian Bancorp, Inc.
EBSB
$5.31M 0.01%
340,957
+298
+0.1% +$4.56K
UPM
1319
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$5.29M 0.01%
250,203
+11,417
+5% +$242K
TOL icon
1320
Toll Brothers
TOL
$14.1B
$5.29M 0.01%
177,232
+85,757
+94% +$2.48M
TIMB icon
1321
TIM SA
TIMB
$10.1B
$5.29M 0.01%
431,814
-353,043
-45% -$4.36M
HIBB
1322
DELISTED
Hibbett, Inc. Common Stock
HIBB
$5.28M 0.01%
132,436
+5,411
+4% +$204K
BCO icon
1323
Brink's
BCO
$4.93B
$5.28M 0.01%
142,376
+31,755
+29% +$1.09M
BOH icon
1324
Bank of Hawaii
BOH
$3.19B
$5.28M 0.01%
72,650
-9,293
-11% -$652K
CABO icon
1325
Cable One
CABO
$227M
$5.27M 0.01%
9,027
-1,944
-18% -$1.05M
51 52
53
54 55

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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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ACI
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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.