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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
BRFS
2301
DELISTED
BRF SA
BRFS
$1.3M ﹤0.01%
76,422
-176,264
-70% -$2.87M
ASC icon
2302
Ardmore Shipping
ASC
$669M
$1.3M ﹤0.01%
184,974
+17,490
+10% +$128K
GIB icon
2303
CGI
GIB
$14.5B
$1.3M ﹤0.01%
27,317
-3,305
-11% -$156K
AMFW
2304
DELISTED
AMEC Foster Wheeler plc
AMFW
$1.3M ﹤0.01%
175,071
-3,509
-2% -$23.4K
LNN icon
2305
Lindsay Corp
LNN
$1.17B
$1.3M ﹤0.01%
17,519
+507
+3% +$35.9K
MS.PRG.CL
2306
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
$1.29M ﹤0.01%
46,312
+1,279
+3% +$35.2K
EFSC icon
2307
Enterprise Financial Services Corp
EFSC
$2.4B
$1.29M ﹤0.01%
41,338
-2,724
-6% -$80.7K
EC icon
2308
Ecopetrol
EC
$32.5B
$1.29M ﹤0.01%
147,379
-1,334,055
-90% -$11.8M
BVN icon
2309
Compañía de Minas Buenaventura
BVN
$8.06B
$1.29M ﹤0.01%
92,988
-1,652,538
-95% -$23.1M
AUB icon
2310
Atlantic Union Bankshares
AUB
$5.98B
$1.28M ﹤0.01%
47,961
+3,791
+9% +$102K
PEGA icon
2311
Pegasystems
PEGA
$4.7B
$1.28M ﹤0.01%
86,824
-29,032
-25% -$394K
WD icon
2312
Walker & Dunlop
WD
$1.69B
$1.28M ﹤0.01%
50,640
-13,220
-21% -$336K
CZZ
2313
DELISTED
Cosan Limited
CZZ
$1.27M ﹤0.01%
177,863
+18,747
+12% +$126K
ARC
2314
DELISTED
ARC Document Solutions, Inc.
ARC
$1.27M ﹤0.01%
340,232
-17,943
-5% -$65K
TOWN icon
2315
Towne Bank
TOWN
$3.45B
$1.27M ﹤0.01%
52,877
+2,085
+4% +$48.3K
PRMW
2316
DELISTED
Primo Water Corporation
PRMW
$1.26M ﹤0.01%
104,080
+9,496
+10% +$112K
CRMT icon
2317
America's Car Mart
CRMT
$27.9M
$1.26M ﹤0.01%
34,538
-3,272
-9% -$116K
LBRDA icon
2318
Liberty Broadband Class A
LBRDA
$4.42B
$1.26M ﹤0.01%
17,920
-383
-2% -$25.2K
CCC
2319
DELISTED
Calgon Carbon Corp
CCC
$1.25M ﹤0.01%
82,549
-419
-0.5% -$5.96K
REN
2320
DELISTED
Resolute Energy Corporaton
REN
$1.25M ﹤0.01%
+48,035
New +$691K
NUTR
2321
DELISTED
Nutraceutical International Co
NUTR
$1.25M ﹤0.01%
40,043
-4,193
-9% -$108K
CWEN icon
2322
Clearway Energy Class C
CWEN
$5B
$1.25M ﹤0.01%
73,497
+10,231
+16% +$176K
BNED icon
2323
Barnes & Noble Education
BNED
$445M
$1.25M ﹤0.01%
1,301
+420
+48% +$463K
BK.PRC
2324
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
$1.24M ﹤0.01%
47,961
+1,339
+3% +$35.3K
BBT.PRE.CL
2325
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series E Non-C
BBT.PRE.CL
$1.24M ﹤0.01%
48,088
+1,374
+3% +$35.9K
91 92
93
94 95

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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.