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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
TSE
1551
DELISTED
Trinseo
TSE
$3.98M 0.01%
70,284
+23,417
+50% +$1.24M
AYR
1552
DELISTED
Aircastle Ltd
AYR
$3.97M 0.01%
199,932
+38,155
+24% +$800K
BKE icon
1553
Buckle
BKE
$2.25B
$3.97M 0.01%
165,112
+8,370
+5% +$216K
HAIN icon
1554
Hain Celestial
HAIN
$46M
$3.97M 0.01%
111,466
+540
+0.5% +$23.7K
ATW
1555
DELISTED
Atwood Oceanics
ATW
$3.95M 0.01%
454,955
-43,735
-9% -$415K
APLE icon
1556
Apple Hospitality REIT
APLE
$3.98B
$3.95M 0.01%
213,416
+176,733
+482% +$3.43M
BGG
1557
DELISTED
Briggs & Stratton Corp.
BGG
$3.95M 0.01%
211,809
-12,295
-5% -$254K
LPL icon
1558
LG Display
LPL
$3.14B
$3.95M 0.01%
310,263
-22,234
-7% -$294K
SJI
1559
DELISTED
South Jersey Industries, Inc.
SJI
$3.94M 0.01%
133,309
+24,790
+23% +$759K
AWC
1560
DELISTED
Alumina Ltd
AWC
$3.92M 0.01%
881,583
-52,603
-6% -$234K
CBU icon
1561
Community Bank
CBU
$3.5B
$3.92M 0.01%
81,428
+5,610
+7% +$253K
UNIT
1562
Uniti Group
UNIT
$2.62B
$3.9M 0.01%
124,079
+6,610
+6% +$203K
ESND
1563
DELISTED
Essendant Inc.
ESND
$3.89M 0.01%
189,661
+109,966
+138% +$2.42M
WAFD icon
1564
WaFd
WAFD
$2.69B
$3.89M 0.01%
145,775
+58,882
+68% +$1.51M
RYAM icon
1565
Rayonier Advanced Materials
RYAM
$573M
$3.88M 0.01%
290,373
+55,387
+24% +$716K
CAL icon
1566
Caleres
CAL
$420M
$3.87M 0.01%
152,853
-11,877
-7% -$302K
MTH icon
1567
Meritage Homes
MTH
$4.89B
$3.86M 0.01%
222,538
+18,496
+9% +$336K
WF icon
1568
Woori Financial
WF
$16.4B
$3.86M 0.01%
122,747
+1,351
+1% +$38.3K
AD
1569
Array Digital Infrastructure
AD
$2.99B
$3.85M 0.01%
105,909
-15,331
-13% -$590K
TELN
1570
DELISTED
TELENOR ASA
TELN
$3.85M 0.01%
224,968
+25,637
+13% +$439K
BDC icon
1571
Belden
BDC
$4.12B
$3.84M 0.01%
55,626
+218
+0.4% +$15.2K
MLI icon
1572
Mueller Industries
MLI
$14.2B
$3.84M 0.01%
473,268
+26,764
+6% +$225K
NBTB icon
1573
NBT Bancorp
NBTB
$2.73B
$3.83M 0.01%
116,682
+10,076
+9% +$312K
AIN icon
1574
Albany International
AIN
$2.16B
$3.83M 0.01%
90,417
+4,078
+5% +$171K
PRXL
1575
DELISTED
Parexel International Corp
PRXL
$3.82M 0.01%
54,989
+5,982
+12% +$404K
61 62
63
64 65

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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.