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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
NEOG icon
1326
Neogen
NEOG
$2.03B
$5.26M 0.01%
250,643
-4,501
-2% -$96.3K
BLMN icon
1327
Bloomin' Brands
BLMN
$731M
$5.26M 0.01%
304,859
-16,022
-5% -$297K
TPC
1328
Tutor Perini Cor
TPC
$4.51B
$5.24M 0.01%
244,094
-13,304
-5% -$310K
H icon
1329
Hyatt Hotels
H
$18B
$5.23M 0.01%
106,278
-16,530
-13% -$852K
IPHS
1330
DELISTED
Innophos Holdings, Inc.
IPHS
$5.23M 0.01%
133,974
-21,755
-14% -$894K
NDSN icon
1331
Nordson
NDSN
$16.6B
$5.21M 0.01%
52,344
+3,855
+8% +$358K
FSP
1332
Franklin Street Properties
FSP
$45.7M
$5.21M 0.01%
413,684
+28,249
+7% +$356K
MTN icon
1333
Vail Resorts
MTN
$5.28B
$5.21M 0.01%
33,197
+4,690
+16% +$715K
LSXMK
1334
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$5.21M 0.01%
204,587
+16,942
+9% +$428K
ATSG
1335
DELISTED
Air Transport Services Group
ATSG
$5.21M 0.01%
362,730
+11,210
+3% +$158K
LSI
1336
DELISTED
Life Storage, Inc.
LSI
$5.19M 0.01%
87,594
+14,319
+20% +$916K
SIR
1337
DELISTED
SELECT INCOME REIT
SIR
$5.19M 0.01%
438,588
+90,090
+26% +$1.07M
BKS
1338
DELISTED
Barnes & Noble
BKS
$5.18M 0.01%
458,394
-83,972
-15% -$1.01M
MENT
1339
DELISTED
Mentor Graphics Corp
MENT
$5.17M 0.01%
195,486
+62,938
+47% +$1.43M
GNC
1340
DELISTED
GNC Holdings, Inc.
GNC
$5.17M 0.01%
253,077
+139,756
+123% +$3.06M
ELNK
1341
DELISTED
EarthLink Holdings Corp.
ELNK
$5.15M 0.01%
830,132
-113,339
-12% -$734K
GHC icon
1342
Graham Holdings Company
GHC
$5.08B
$5.14M 0.01%
10,684
-6,031
-36% -$3.03M
FBP icon
1343
First Bancorp
FBP
$4.39B
$5.13M 0.01%
987,292
-21,139
-2% -$97.8K
MRC
1344
DELISTED
MRC Global
MRC
$5.13M 0.01%
312,279
+188,233
+152% +$2.7M
MDCO
1345
DELISTED
Medicines Co
MDCO
$5.12M 0.01%
135,629
-6,472
-5% -$244K
NWBI icon
1346
Northwest Bancshares
NWBI
$2.25B
$5.11M 0.01%
325,542
+13,116
+4% +$199K
ADEA icon
1347
Adeia
ADEA
$2.88B
$5.11M 0.01%
502,759
+71,828
+17% +$630K
CCMP
1348
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$5.11M 0.01%
96,595
-9,255
-9% -$455K
CCOI icon
1349
Cogent Communications
CCOI
$612M
$5.1M 0.01%
138,473
+12,206
+10% +$471K
RNG icon
1350
RingCentral
RNG
$4.5B
$5.08M 0.01%
214,898
-4,445
-2% -$100K
52 53
54
55 56

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AF
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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 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.