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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
ELGX
2526
DELISTED
Endologix Inc
ELGX
$877K ﹤0.01%
6,853
-1,958
-22% -$251K
WFC.PRQ
2527
DELISTED
Wells Fargo & Co.
WFC.PRQ
$876K ﹤0.01%
32,734
+883
+3% +$24.6K
VGK icon
2528
Vanguard FTSE Europe ETF
VGK
$30B
$870K ﹤0.01%
17,846
+4,649
+35% +$224K
ONTO icon
2529
Onto Innovation
ONTO
$12.5B
$867K ﹤0.01%
38,797
+2,007
+5% +$42K
FORR icon
2530
Forrester Research
FORR
$182M
$862K ﹤0.01%
22,151
-7,686
-26% -$304K
SOHU
2531
Sohu.com
SOHU
$345M
$862K ﹤0.01%
19,475
-50,662
-72% -$2.05M
LOCO icon
2532
El Pollo Loco
LOCO
$489M
$861K ﹤0.01%
68,402
-5,406
-7% -$72.5K
GNL icon
2533
Global Net Lease
GNL
$1.89B
$856K ﹤0.01%
34,966
+5,886
+20% +$148K
CCJ icon
2534
Cameco
CCJ
$38.5B
$855K ﹤0.01%
99,909
+33,232
+50% +$320K
YORW icon
2535
York Water
YORW
$502M
$854K ﹤0.01%
28,804
+74
+0.3% +$2.21K
CBPX
2536
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$852K ﹤0.01%
40,599
+1,167
+3% +$26.3K
VRN
2537
DELISTED
Veren
VRN
$848K ﹤0.01%
64,252
-1,960
-3% -$29.2K
ACAS
2538
DELISTED
American Capital Ltd
ACAS
$848K ﹤0.01%
50,143
-2,000
-4% -$33.1K
CVGW
2539
DELISTED
Calavo Growers
CVGW
$846K ﹤0.01%
12,923
-3,607
-22% -$234K
HZO icon
2540
MarineMax
HZO
$790M
$846K ﹤0.01%
40,371
+9,688
+32% +$190K
GEH.CL
2541
DELISTED
General Electric Capital Corp.
GEH.CL
$844K ﹤0.01%
32,211
+884
+3% +$23.6K
BETR
2542
DELISTED
Amplify Snack Brands, Inc.
BETR
$844K ﹤0.01%
52,084
-18,397
-26% -$288K
LDR
2543
DELISTED
Landauer Inc
LDR
$844K ﹤0.01%
18,968
-516
-3% -$22.8K
TR icon
2544
Tootsie Roll Industries
TR
$2.88B
$842K ﹤0.01%
30,727
-570
-2% -$15.9K
REV
2545
DELISTED
Revlon, Inc.
REV
$842K ﹤0.01%
22,898
-965
-4% -$33.6K
KRO icon
2546
KRONOS Worldwide
KRO
$711M
$838K ﹤0.01%
101,067
+65,443
+184% +$463K
ECPG icon
2547
Encore Capital Group
ECPG
$1.98B
$837K ﹤0.01%
37,245
+4,252
+13% +$95.9K
MSGN
2548
DELISTED
MSG Networks Inc.
MSGN
$831K ﹤0.01%
44,676
-268,256
-86% -$4.54M
ARII
2549
DELISTED
American Railcar Industries, Inc.
ARII
$830K ﹤0.01%
20,004
-598
-3% -$24.4K
PFC
2550
DELISTED
Premier Financial Corp. Common Stock
PFC
$829K ﹤0.01%
37,150
-12,198
-25% -$263K
100 101
102
103 104

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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.