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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
NE
1951
DELISTED
Noble Corporation
NE
$2.29M ﹤0.01%
360,419
-220,997
-38% -$1.49M
SNP
1952
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$2.28M ﹤0.01%
30,852
-4,189
-12% -$301K
CHSP
1953
DELISTED
Chesapeake Lodging Trust
CHSP
$2.27M ﹤0.01%
99,366
-7,944
-7% -$196K
SHYF
1954
DELISTED
The Shyft Group
SHYF
$2.27M ﹤0.01%
237,134
+223,953
+1,699% +$1.95M
JD icon
1955
JD.com
JD
$43.4B
$2.27M ﹤0.01%
87,049
-19,698
-18% -$475K
LE icon
1956
Lands' End
LE
$391M
$2.27M ﹤0.01%
156,597
-31,744
-17% -$526K
JAKK icon
1957
Jakks Pacific
JAKK
$296M
$2.26M ﹤0.01%
26,142
-2,843
-10% -$255K
SPOK icon
1958
Spok Holdings
SPOK
$230M
$2.25M ﹤0.01%
126,409
-2,880
-2% -$51.8K
BLX icon
1959
Bladex Inc
BLX
$2.24B
$2.25M ﹤0.01%
79,813
+444
+0.6% +$12.4K
GIL icon
1960
Gildan
GIL
$9.54B
$2.25M ﹤0.01%
80,466
+824
+1% +$24.3K
INDB icon
1961
Independent Bank
INDB
$4.1B
$2.24M ﹤0.01%
41,442
+1,001
+2% +$51K
SNEX icon
1962
StoneX
SNEX
$8.64B
$2.24M ﹤0.01%
291,443
-61,641
-17% -$408K
TTEC icon
1963
TTEC Holdings
TTEC
$114M
$2.24M ﹤0.01%
77,173
-27,254
-26% -$781K
MSEX icon
1964
Middlesex Water
MSEX
$1.08B
$2.22M ﹤0.01%
63,108
+1,793
+3% +$67.7K
KWR icon
1965
Quaker Houghton
KWR
$2.73B
$2.22M ﹤0.01%
20,935
+481
+2% +$46.9K
AKS
1966
DELISTED
AK Steel Holding Corp
AKS
$2.21M ﹤0.01%
457,675
-143,118
-24% -$726K
BZH icon
1967
Beazer Homes USA
BZH
$926M
$2.21M ﹤0.01%
189,571
-17,029
-8% -$173K
SBGI icon
1968
Sinclair Inc
SBGI
$999M
$2.21M ﹤0.01%
76,417
+332
+0.4% +$9.62K
EMBJ
1969
Embraer S.A. ADS
EMBJ
$12.1B
$2.21M ﹤0.01%
127,836
-486,993
-79% -$9.36M
PATK icon
1970
Patrick Industries
PATK
$2.92B
$2.19M ﹤0.01%
79,724
-17,784
-18% -$501K
UHAL icon
1971
U-Haul Holding Co
UHAL
$14.5B
$2.19M ﹤0.01%
67,650
-37,800
-36% -$1.35M
RTEC
1972
DELISTED
Rudolph Technologies Inc
RTEC
$2.19M ﹤0.01%
123,632
-22,074
-15% -$374K
SEMI
1973
DELISTED
SunEdison Semiconductor Limited
SEMI
$2.19M ﹤0.01%
192,528
+8,345
+5% +$74.8K
UNVR
1974
DELISTED
Univar Solutions Inc.
UNVR
$2.19M ﹤0.01%
100,301
+11,004
+12% +$216K
AHRT
1975
AH Realty Trust
AHRT
$542M
$2.19M ﹤0.01%
163,323
+18,036
+12% +$252K
77 78
79
80 81

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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.