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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
PEB icon
2051
Pebblebrook Hotel Trust
PEB
$2.19B
$1.93M ﹤0.01%
72,707
+17,754
+32% +$509K
AVX
2052
DELISTED
AVX Corporation
AVX
$1.93M ﹤0.01%
139,821
-23,000
-14% -$314K
HUBG icon
2053
HUB Group
HUBG
$2.93B
$1.93M ﹤0.01%
94,576
+3,254
+4% +$66.2K
PAG icon
2054
Penske Automotive Group
PAG
$14.2B
$1.93M ﹤0.01%
39,985
-10,742
-21% -$447K
PTR
2055
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$1.92M ﹤0.01%
28,799
-808
-3% -$54.4K
PCH
2056
DELISTED
PotlatchDeltic
PCH
$1.92M ﹤0.01%
49,454
+2,864
+6% +$108K
VRA icon
2057
Vera Bradley
VRA
$106M
$1.92M ﹤0.01%
126,693
-23,510
-16% -$353K
RSO
2058
DELISTED
Resource Capital Corp.
RSO
$1.91M ﹤0.01%
149,433
+1,368
+0.9% +$17.8K
ENOV icon
2059
Enovis
ENOV
$1.63B
$1.91M ﹤0.01%
35,295
-5,664
-14% -$285K
WMC
2060
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$1.91M ﹤0.01%
18,309
-90
-0.5% -$9.28K
FTK icon
2061
Flotek Industries
FTK
$881M
$1.91M ﹤0.01%
21,835
-12,547
-36% -$1.09M
MMYT icon
2062
MakeMyTrip
MMYT
$4.97B
$1.9M ﹤0.01%
80,613
+7,900
+11% +$150K
USFD icon
2063
US Foods
USFD
$21.9B
$1.9M ﹤0.01%
80,538
-4,552
-5% -$110K
GLNG icon
2064
Golar LNG
GLNG
$4.99B
$1.9M ﹤0.01%
89,468
+18,742
+26% +$358K
NHC icon
2065
National Healthcare
NHC
$3.53B
$1.89M ﹤0.01%
28,703
+75
+0.3% +$4.87K
AZTA icon
2066
Azenta
AZTA
$1.27B
$1.89M ﹤0.01%
138,721
+203
+0.1% +$2.55K
ITGR icon
2067
Integer Holdings
ITGR
$3.38B
$1.88M ﹤0.01%
86,859
+29,377
+51% +$752K
SHOE
2068
Shoe Station Group
SHOE
$410M
$1.88M ﹤0.01%
141,206
-22,656
-14% -$305K
MSFG
2069
DELISTED
MainSource Financial Group Inc
MSFG
$1.88M ﹤0.01%
75,381
-4,032
-5% -$93.2K
SCHW.PRC
2070
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.87M ﹤0.01%
67,996
+1,934
+3% +$53.5K
ANGO icon
2071
AngioDynamics
ANGO
$565M
$1.86M ﹤0.01%
106,307
-21,285
-17% -$345K
CSTE icon
2072
Caesarstone
CSTE
$75.7M
$1.86M ﹤0.01%
49,431
+6,449
+15% +$244K
SXI icon
2073
Standex International
SXI
$3.75B
$1.86M ﹤0.01%
20,071
+1,503
+8% +$132K
ASNA
2074
DELISTED
Ascena Retail Group, Inc.
ASNA
$1.86M ﹤0.01%
16,665
+4,029
+32% +$611K
AIMC
2075
DELISTED
Altra Industrial Motion Corp
AIMC
$1.86M ﹤0.01%
64,241
-754
-1% -$21.3K
81 82
83
84 85

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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.