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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
ALNY icon
1726
Alnylam Pharmaceuticals
ALNY
$37.2B
$3.12M ﹤0.01%
45,975
+7,898
+21% +$557K
ANH
1727
DELISTED
Anworth Mortgage Asset Corporation
ANH
$3.12M ﹤0.01%
633,157
-120,877
-16% -$592K
DGII icon
1728
Digi International
DGII
$2.55B
$3.11M ﹤0.01%
273,151
-8,958
-3% -$102K
TBI
1729
Trueblue
TBI
$237M
$3.11M ﹤0.01%
137,367
+12,255
+10% +$268K
PEN icon
1730
Penumbra
PEN
$12.6B
$3.11M ﹤0.01%
40,957
+891
+2% +$61.5K
SLF icon
1731
Sun Life Financial
SLF
$46B
$3.11M ﹤0.01%
95,621
+1,623
+2% +$52.2K
ICON
1732
DELISTED
Iconix Brand Group, Inc.
ICON
$3.11M ﹤0.01%
38,273
+13,183
+53% +$1.03M
CTLT
1733
DELISTED
CATALENT, INC.
CTLT
$3.1M ﹤0.01%
119,824
+4,421
+4% +$110K
CALM icon
1734
Cal-Maine
CALM
$4.2B
$3.1M ﹤0.01%
80,312
+4,822
+6% +$208K
IBOC icon
1735
International Bancshares
IBOC
$4.77B
$3.09M ﹤0.01%
103,777
+2,947
+3% +$83.7K
DX
1736
Dynex Capital
DX
$3B
$3.08M ﹤0.01%
138,541
-9,736
-7% -$210K
MTRN icon
1737
Materion
MTRN
$5.03B
$3.08M ﹤0.01%
100,422
+31,562
+46% +$886K
CUBE icon
1738
CubeSmart
CUBE
$9.57B
$3.07M ﹤0.01%
112,684
+3,373
+3% +$96.7K
OLLI icon
1739
Ollie's Bargain Outlet
OLLI
$4.04B
$3.07M ﹤0.01%
117,210
+4,987
+4% +$130K
OCLR
1740
DELISTED
Oclaro Inc.
OCLR
$3.07M ﹤0.01%
359,308
+63,939
+22% +$445K
STNG icon
1741
Scorpio Tankers
STNG
$3.9B
$3.07M ﹤0.01%
66,287
+16,302
+33% +$784K
SHO icon
1742
Sunstone Hotel Investors
SHO
$2.2B
$3.06M ﹤0.01%
239,496
+75,298
+46% +$987K
CIEN icon
1743
Ciena
CIEN
$53.4B
$3.06M ﹤0.01%
140,305
-10,223
-7% -$213K
MXL icon
1744
MaxLinear
MXL
$5.88B
$3.06M ﹤0.01%
150,773
-8,700
-5% -$171K
ESE icon
1745
ESCO Technologies
ESE
$8.4B
$3.05M ﹤0.01%
65,789
+5,945
+10% +$262K
BHC icon
1746
Bausch Health
BHC
$1.67B
$3.05M ﹤0.01%
124,173
+85,553
+222% +$2.21M
SSD icon
1747
Simpson Manufacturing
SSD
$7.95B
$3.05M ﹤0.01%
69,308
-8,520
-11% -$363K
NHI icon
1748
National Health Investors
NHI
$3.84B
$3.04M ﹤0.01%
38,773
-49,036
-56% -$3.86M
TLRD
1749
DELISTED
Tailored Brands, Inc.
TLRD
$3.04M ﹤0.01%
193,751
+19,379
+11% +$282K
BSFT
1750
DELISTED
BroadSoft, Inc.
BSFT
$3.03M ﹤0.01%
65,134
-1,750
-3% -$78.1K
68 69
70
71 72

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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.