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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
PFPT
876
DELISTED
Proofpoint, Inc.
PFPT
$9.86M 0.01%
131,746
-2,214
-2% -$163K
TER icon
877
Teradyne
TER
$54.8B
$9.82M 0.01%
455,151
+1,914
+0.4% +$39.5K
TWTR
878
DELISTED
Twitter, Inc.
TWTR
$9.82M 0.01%
426,066
+94,555
+29% +$1.78M
MKTAY
879
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$9.81M 0.01%
136,491
+2,945
+2% +$212K
LVNTA
880
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$9.8M 0.01%
245,862
+1,889
+0.8% +$73.6K
DO
881
DELISTED
Diamond Offshore Drilling
DO
$9.79M 0.01%
556,148
+347,919
+167% +$6.98M
CPRT icon
882
Copart
CPRT
$25.9B
$9.79M 0.01%
1,462,384
-23,288
-2% -$149K
IT icon
883
Gartner
IT
$9.41B
$9.76M 0.01%
110,299
-8,781
-7% -$824K
FSLR icon
884
First Solar
FSLR
$21.8B
$9.73M 0.01%
246,417
+65,722
+36% +$2.72M
TFSL icon
885
TFS Financial
TFSL
$5.1B
$9.7M 0.01%
544,622
+13,184
+2% +$237K
FINL
886
DELISTED
Finish Line
FINL
$9.68M 0.01%
419,568
+10,819
+3% +$245K
AMTD
887
DELISTED
TD Ameritrade Holding Corp
AMTD
$9.67M 0.01%
274,455
-699
-0.3% -$21.8K
EPR icon
888
EPR Properties
EPR
$4.86B
$9.66M 0.01%
122,669
-16,519
-12% -$1.32M
SNN icon
889
Smith & Nephew
SNN
$12.9B
$9.66M 0.01%
294,641
-10,313
-3% -$346K
SR icon
890
Spire
SR
$4.92B
$9.63M 0.01%
151,099
-15,821
-9% -$1.06M
URBN icon
891
Urban Outfitters
URBN
$5.99B
$9.63M 0.01%
278,824
+57,099
+26% +$1.87M
FLOW
892
DELISTED
SPX FLOW, Inc.
FLOW
$9.62M 0.01%
311,053
-33,819
-10% -$943K
ACM icon
893
Aecom
ACM
$9.07B
$9.62M 0.01%
323,396
-157,922
-33% -$5.09M
FCFS icon
894
FirstCash
FCFS
$8.55B
$9.61M 0.01%
204,047
+151,264
+287% +$7.6M
FDS icon
895
Factset
FDS
$9.05B
$9.59M 0.01%
59,150
-379
-0.6% -$65.3K
EQNR icon
896
Equinor
EQNR
$95.9B
$9.59M 0.01%
570,513
+47,021
+9% +$764K
CFFN icon
897
Capitol Federal Financial
CFFN
$1.08B
$9.56M 0.01%
679,316
+196,720
+41% +$2.78M
RL icon
898
Ralph Lauren
RL
$22.2B
$9.56M 0.01%
94,502
+9,010
+11% +$905K
PWR icon
899
Quanta Services
PWR
$93.9B
$9.55M 0.01%
341,199
+784
+0.2% +$20K
SWX icon
900
Southwest Gas
SWX
$6.74B
$9.55M 0.01%
136,698
-5,613
-4% -$414K
34 35
36
37 38

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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.