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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
PANW icon
801
Palo Alto Networks
PANW
$264B
$11.4M 0.02%
429,372
+36,198
+9% +$825K
CDK
802
DELISTED
CDK Global, Inc.
CDK
$11.4M 0.02%
198,454
+2,412
+1% +$139K
MIDD icon
803
Middleby
MIDD
$6.05B
$11.3M 0.02%
91,530
+2,275
+3% +$279K
ZBRA icon
804
Zebra Technologies
ZBRA
$12.4B
$11.3M 0.02%
162,213
+86,936
+115% +$5.34M
CPS icon
805
Cooper-Standard Automotive
CPS
$504M
$11.2M 0.02%
113,797
-11,290
-9% -$1.06M
RAMP icon
806
LiveRamp
RAMP
$2.29B
$11.2M 0.02%
420,328
+2,617
+0.6% +$64.7K
BAH icon
807
Booz Allen Hamilton
BAH
$8.7B
$11.1M 0.02%
350,981
+2,561
+0.7% +$78.2K
JACK icon
808
Jack in the Box
JACK
$278M
$11.1M 0.02%
115,580
+16,288
+16% +$1.54M
CVG
809
DELISTED
Convergys
CVG
$11.1M 0.02%
363,676
-23,312
-6% -$661K
REP
810
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$11M 0.02%
809,360
+102,068
+14% +$1.39M
MT icon
811
ArcelorMittal
MT
$50.4B
$11M 0.02%
608,292
+250,134
+70% +$4.43M
X
812
DELISTED
US Steel
X
$11M 0.02%
582,501
+110,326
+23% +$2.28M
KUB
813
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$11M 0.02%
144,734
+2,759
+2% +$209K
CE icon
814
Celanese
CE
$5.09B
$10.9M 0.02%
164,254
+1,134
+0.7% +$74.1K
FICO icon
815
Fair Isaac
FICO
$28.7B
$10.9M 0.02%
87,728
-13,861
-14% -$1.73M
CXT icon
816
Crane NXT
CXT
$3.04B
$10.9M 0.02%
496,766
+4,630
+0.9% +$99.7K
HHH icon
817
Howard Hughes
HHH
$3.93B
$10.8M 0.02%
99,341
+16,388
+20% +$1.82M
LITE icon
818
Lumentum
LITE
$59.4B
$10.8M 0.02%
258,875
+80,049
+45% +$2.63M
ATR icon
819
AptarGroup
ATR
$8.45B
$10.8M 0.02%
139,601
+4,210
+3% +$329K
CY
820
DELISTED
Cypress Semiconductor
CY
$10.8M 0.02%
888,368
+73,170
+9% +$836K
ULTI
821
DELISTED
Ultimate Software Group Inc
ULTI
$10.8M 0.02%
52,773
+482
+0.9% +$102K
CMC icon
822
Commercial Metals
CMC
$7.63B
$10.8M 0.02%
665,911
+23,065
+4% +$375K
FMS icon
823
Fresenius Medical Care
FMS
$13.2B
$10.8M 0.02%
245,877
+18,800
+8% +$842K
ACCO icon
824
Acco Brands
ACCO
$369M
$10.8M 0.02%
1,115,443
-86,414
-7% -$888K
DLX icon
825
Deluxe
DLX
$1.19B
$10.8M 0.02%
160,884
+17,613
+12% +$1.2M
31 32
33
34 35

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MCM
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PSUF
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IA
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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.