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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
FHN icon
726
First Horizon
FHN
$12.1B
$12.9M 0.02%
846,823
+130,246
+18% +$1.93M
GDOT icon
727
Green Dot
GDOT
$753M
$12.9M 0.02%
558,124
-64,305
-10% -$1.51M
PBH icon
728
Prestige Consumer Healthcare
PBH
$2.35B
$12.8M 0.02%
265,347
+19,461
+8% +$984K
SRCL
729
DELISTED
Stericycle Inc
SRCL
$12.8M 0.02%
159,783
+8,248
+5% +$746K
KALU icon
730
Kaiser Aluminum
KALU
$2.67B
$12.8M 0.02%
147,895
+118
+0.1% +$10.1K
KEX icon
731
Kirby Corp
KEX
$7.95B
$12.8M 0.02%
205,514
+9,011
+5% +$517K
LM
732
DELISTED
Legg Mason, Inc.
LM
$12.7M 0.02%
379,647
+6,344
+2% +$211K
CNI icon
733
Canadian National Railway
CNI
$78.3B
$12.7M 0.02%
193,688
-8,644
-4% -$546K
LFUS icon
734
Littelfuse
LFUS
$10.2B
$12.7M 0.02%
98,328
-7,938
-7% -$973K
INCY icon
735
Incyte
INCY
$23.5B
$12.6M 0.02%
134,125
+6,600
+5% +$556K
TGNA
736
DELISTED
TEGNA Inc
TGNA
$12.6M 0.02%
902,203
-93,970
-9% -$1.32M
VIV icon
737
Telefônica Brasil
VIV
$22.4B
$12.6M 0.02%
871,154
-1,272,866
-59% -$18.5M
CHKP icon
738
Check Point Software Technologies
CHKP
$13.3B
$12.6M 0.02%
162,394
-21,046
-11% -$1.63M
SBS icon
739
Sabesp
SBS
$19.7B
$12.6M 0.02%
7,014,479
-6,520,418
-48% -$11.6M
SNI
740
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$12.5M 0.02%
197,489
-1,896
-1% -$121K
SDX
741
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$12.5M 0.02%
526,323
+27,807
+6% +$662K
CYH icon
742
Community Health Systems
CYH
$385M
$12.5M 0.02%
1,082,413
+208,763
+24% +$2.41M
OFG icon
743
OFG Bancorp
OFG
$2.21B
$12.5M 0.02%
1,235,290
-259,870
-17% -$2.66M
SPR
744
DELISTED
Spirit AeroSystems
SPR
$12.5M 0.02%
280,250
+53,519
+24% +$2.37M
DHC
745
Diversified Healthcare Trust
DHC
$2.26B
$12.4M 0.02%
546,325
+202,029
+59% +$4.47M
CENTA icon
746
Central Garden & Pet Co Class A
CENTA
$2.41B
$12.4M 0.02%
621,173
+203,745
+49% +$3.87M
CRH icon
747
CRH
CRH
$66.7B
$12.3M 0.02%
371,219
+21,454
+6% +$679K
CRL icon
748
Charles River Laboratories
CRL
$10.9B
$12.3M 0.02%
147,696
+2,275
+2% +$191K
CSC
749
DELISTED
Computer Sciences
CSC
$12.3M 0.02%
234,754
-58,245
-20% -$2.81M
AWH
750
DELISTED
Allied World Assurance Co Hld Lt
AWH
$12.2M 0.02%
302,741
-35,418
-10% -$1.4M
28 29
30
31 32

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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.