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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
AL
1826
DELISTED
Air Lease Corp
AL
$2.77M ﹤0.01%
96,740
+10,491
+12% +$297K
CATO icon
1827
Cato Corp
CATO
$64.1M
$2.76M ﹤0.01%
84,019
-17,644
-17% -$610K
HLI icon
1828
Houlihan Lokey
HLI
$9.87B
$2.76M ﹤0.01%
110,091
-697
-0.6% -$16.8K
SEO
1829
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$2.74M ﹤0.01%
310,522
+23,915
+8% +$211K
KOP icon
1830
Koppers
KOP
$954M
$2.74M ﹤0.01%
85,099
-17,246
-17% -$544K
CHDN icon
1831
Churchill Downs
CHDN
$6.15B
$2.74M ﹤0.01%
112,206
-5,562
-5% -$131K
CAA
1832
DELISTED
CalAtlantic Group, Inc.
CAA
$2.74M ﹤0.01%
81,804
+5,275
+7% +$193K
EBF icon
1833
Ennis
EBF
$550M
$2.73M ﹤0.01%
162,044
+769
+0.5% +$13.2K
DCOM
1834
DELISTED
Dime Community Bancshares
DCOM
$2.73M ﹤0.01%
162,744
-3,932
-2% -$68.2K
SSYS icon
1835
Stratasys
SSYS
$700M
$2.73M ﹤0.01%
113,112
+40,794
+56% +$889K
GHL
1836
DELISTED
Greenhill & Co., Inc.
GHL
$2.72M ﹤0.01%
115,420
+51,841
+82% +$1.08M
HR
1837
DELISTED
Healthcare Realty Trust Incorporated
HR
$2.72M ﹤0.01%
79,823
-42,411
-35% -$1.49M
MEI icon
1838
Methode Electronics
MEI
$542M
$2.72M ﹤0.01%
77,681
+5,050
+7% +$177K
DIOD icon
1839
Diodes
DIOD
$3.95B
$2.71M ﹤0.01%
127,124
-7,758
-6% -$151K
TRST
1840
Trustco Bank Corp NY
TRST
$978M
$2.71M ﹤0.01%
76,521
+3,468
+5% +$119K
UMC icon
1841
United Microelectronic
UMC
$47.9B
$2.71M ﹤0.01%
1,466,659
-315,111
-18% -$602K
SAIA icon
1842
Saia
SAIA
$11.2B
$2.71M ﹤0.01%
90,445
+19,176
+27% +$550K
NHY
1843
DELISTED
NORSK HYDRO A. S. ADR
NHY
$2.71M ﹤0.01%
623,672
-28,541
-4% -$124K
UNFI icon
1844
United Natural Foods
UNFI
$2.97B
$2.7M ﹤0.01%
67,536
+21,398
+46% +$982K
GVA icon
1845
Granite Construction
GVA
$5.49B
$2.7M ﹤0.01%
54,345
+182
+0.3% +$8.85K
TRS icon
1846
TriMas Corp
TRS
$1.45B
$2.7M ﹤0.01%
145,132
-20,826
-13% -$385K
ZAYO
1847
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$2.7M ﹤0.01%
90,898
+67,385
+287% +$1.95M
TBBK icon
1848
The Bancorp
TBBK
$2.81B
$2.69M ﹤0.01%
419,716
+36,541
+10% +$211K
NATI
1849
DELISTED
National Instruments Corp
NATI
$2.69M ﹤0.01%
94,721
-78,802
-45% -$2.21M
OB
1850
DELISTED
Onebeacon Insurance Group Ltd
OB
$2.69M ﹤0.01%
188,338
-3,853
-2% -$54.4K
72 73
74
75 76

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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.