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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
PDCO
751
DELISTED
Patterson Companies, Inc.
PDCO
$12.2M 0.02%
266,103
+30,278
+13% +$1.43M
SBH icon
752
Sally Beauty Holdings
SBH
$1.4B
$12.2M 0.02%
474,301
-21,973
-4% -$615K
J icon
753
Jacobs Solutions
J
$15.9B
$12.2M 0.02%
284,681
-14,839
-5% -$643K
BDN
754
Brandywine Realty Trust
BDN
$551M
$12.2M 0.02%
778,781
+92,435
+13% +$1.51M
LPX icon
755
Louisiana-Pacific
LPX
$5.2B
$12.1M 0.02%
644,606
-40,378
-6% -$782K
SFR
756
DELISTED
Starwood Waypoint Homes
SFR
$12.1M 0.02%
422,097
+25,054
+6% +$784K
RAD
757
DELISTED
Rite Aid Corporation
RAD
$12.1M 0.02%
78,649
-6,878
-8% -$1.03M
AME icon
758
Ametek
AME
$55.5B
$12.1M 0.02%
252,867
+7,473
+3% +$356K
CRUS icon
759
Cirrus Logic
CRUS
$6.74B
$12.1M 0.02%
227,087
+18,792
+9% +$904K
NWSA icon
760
News Corp Class A
NWSA
$14.5B
$12M 0.02%
861,324
+50,627
+6% +$668K
CUK
761
DELISTED
Carnival PLC
CUK
$12M 0.02%
245,002
-13,571
-5% -$639K
CP icon
762
Canadian Pacific Kansas City
CP
$82B
$12M 0.02%
393,705
+175
+0% +$5.14K
PPS
763
DELISTED
Post Properties
PPS
$12M 0.02%
181,382
-18,101
-9% -$1.17M
MOH icon
764
Molina Healthcare
MOH
$10.3B
$12M 0.02%
205,606
+15,398
+8% +$849K
BIO icon
765
Bio-Rad Laboratories Class A
BIO
$8.42B
$12M 0.02%
73,137
-17,957
-20% -$2.73M
RVTY icon
766
Revvity
RVTY
$12.3B
$11.9M 0.02%
211,927
-41,907
-17% -$2.29M
AEO icon
767
American Eagle Outfitters
AEO
$2.85B
$11.9M 0.02%
664,573
+29,250
+5% +$525K
MUSA icon
768
Murphy USA
MUSA
$11.3B
$11.9M 0.02%
166,258
+2,098
+1% +$157K
ATO icon
769
Atmos Energy
ATO
$29.9B
$11.8M 0.02%
159,099
-31,963
-17% -$2.46M
CRZO
770
DELISTED
Carrizo Oil & Gas Inc
CRZO
$11.8M 0.02%
291,537
-11,630
-4% -$417K
BFAM icon
771
Bright Horizons
BFAM
$3.99B
$11.8M 0.02%
176,854
-21,117
-11% -$1.42M
COO icon
772
Cooper Companies
COO
$13.7B
$11.8M 0.02%
263,772
+18,300
+7% +$833K
LII icon
773
Lennox International
LII
$18.8B
$11.8M 0.02%
75,176
-56,974
-43% -$8.86M
SPB icon
774
Spectrum Brands
SPB
$2.04B
$11.8M 0.02%
85,630
+209
+0.2% +$26.6K
WR
775
DELISTED
Westar Energy Inc
WR
$11.8M 0.02%
207,424
-13,781
-6% -$762K
29 30
31
32 33

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MCM
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PSUF
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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.