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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
WSO icon
1601
Watsco Inc
WSO
$15B
$3.67M 0.01%
26,033
-33,088
-56% -$4.74M
DCT
1602
DELISTED
DCT Industrial Trust Inc.
DCT
$3.67M 0.01%
75,549
-73,320
-49% -$3.56M
RP
1603
DELISTED
RealPage, Inc.
RP
$3.67M 0.01%
142,688
+14,373
+11% +$358K
GLDD
1604
DELISTED
Great Lakes Dredge & Dock
GLDD
$3.67M 0.01%
1,047,504
-2,124
-0.2% -$8.59K
USG
1605
DELISTED
Usg
USG
$3.66M 0.01%
141,697
+87,929
+164% +$2.44M
FSTR icon
1606
Foster
FSTR
$443M
$3.66M 0.01%
304,907
-3,190
-1% -$35.4K
NTRI
1607
DELISTED
NutriSystem, Inc.
NTRI
$3.65M 0.01%
123,096
-19,520
-14% -$550K
RICE
1608
DELISTED
Rice Energy Inc.
RICE
$3.65M 0.01%
139,904
+13,893
+11% +$345K
EVR icon
1609
Evercore
EVR
$13.2B
$3.65M 0.01%
70,907
-14,295
-17% -$719K
BCPC
1610
Balchem Corp
BCPC
$5.29B
$3.65M 0.01%
47,103
-2,984
-6% -$198K
IBKR icon
1611
Interactive Brokers
IBKR
$41.1B
$3.65M 0.01%
413,732
-272,364
-40% -$2.41M
KN icon
1612
Knowles
KN
$3.2B
$3.65M 0.01%
259,433
+40,373
+18% +$572K
BND icon
1613
Vanguard Total Bond Market
BND
$158B
$3.64M 0.01%
43,278
-67,763
-61% -$5.7M
TCO
1614
DELISTED
Taubman Centers Inc.
TCO
$3.63M 0.01%
48,813
+6,788
+16% +$524K
MOG.A icon
1615
Moog Inc Class A
MOG.A
$13.2B
$3.63M 0.01%
60,949
+15,860
+35% +$905K
ELLI
1616
DELISTED
Ellie Mae Inc
ELLI
$3.62M 0.01%
34,396
-9,594
-22% -$930K
PFS icon
1617
Provident Financial Services
PFS
$3.11B
$3.61M 0.01%
169,840
+1,829
+1% +$37.7K
BBL
1618
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$3.6M 0.01%
118,583
+6,047
+5% +$162K
PMC
1619
DELISTED
PharMerica Corporation
PMC
$3.59M 0.01%
128,015
-36,453
-22% -$934K
CHH icon
1620
Choice Hotels
CHH
$5.15B
$3.59M 0.01%
79,664
-10,402
-12% -$499K
INWK
1621
DELISTED
InnerWorkings, Inc.
INWK
$3.58M 0.01%
380,579
+210,323
+124% +$1.84M
MDR
1622
DELISTED
McDermott International
MDR
$3.58M 0.01%
238,547
+29,651
+14% +$443K
FLTX
1623
DELISTED
Fleetmatics Group PLC
FLTX
$3.58M 0.01%
59,747
-6,130
-9% -$335K
HTLD icon
1624
Heartland Express
HTLD
$1.06B
$3.58M 0.01%
189,763
+6,528
+4% +$122K
OXM icon
1625
Oxford Industries
OXM
$602M
$3.58M 0.01%
52,801
-5,078
-9% -$318K
63 64
65
66 67

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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.