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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
SPXC icon
901
SPX Corp
SPXC
$11B
$9.53M 0.01%
473,125
-4,858
-1% -$86.1K
COHR
902
DELISTED
Coherent Inc
COHR
$9.52M 0.01%
86,154
-4,231
-5% -$438K
KNBWY
903
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$9.52M 0.01%
572,219
+15,335
+3% +$255K
FUJI
904
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$9.51M 0.01%
257,297
-22,236
-8% -$822K
HR icon
905
Healthcare Realty
HR
$7.42B
$9.5M 0.01%
291,363
-549
-0.2% -$18.2K
FCE.A
906
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$9.5M 0.01%
410,672
+35,278
+9% +$824K
MITSY
907
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$9.47M 0.01%
34,251
+2,500
+8% +$691K
ARE icon
908
Alexandria Real Estate Equities
ARE
$8.88B
$9.46M 0.01%
86,966
+2,416
+3% +$263K
PTEN icon
909
Patterson-UTI
PTEN
$3.87B
$9.46M 0.01%
422,734
+105,142
+33% +$2.11M
IDA icon
910
Idacorp
IDA
$8.23B
$9.45M 0.01%
120,682
+5,716
+5% +$451K
CSOD
911
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$9.42M 0.01%
205,063
-27,262
-12% -$1.19M
SAFM
912
DELISTED
Sanderson Farms Inc
SAFM
$9.41M 0.01%
97,639
+14,110
+17% +$1.29M
PHG icon
913
Philips
PHG
$25.4B
$9.39M 0.01%
428,662
+49,427
+13% +$1.01M
CMP icon
914
Compass Minerals
CMP
$1.24B
$9.35M 0.01%
126,896
+1,221
+1% +$88.4K
BRKR icon
915
Bruker
BRKR
$9.2B
$9.34M 0.01%
412,342
-13,623
-3% -$312K
WKC icon
916
World Kinect Corp
WKC
$1.96B
$9.34M 0.01%
201,821
-20,066
-9% -$925K
EXR icon
917
Extra Space Storage
EXR
$31.2B
$9.33M 0.01%
117,511
+7,271
+7% +$614K
TSS
918
DELISTED
Total System Services, Inc.
TSS
$9.31M 0.01%
197,460
-18,048
-8% -$906K
TYL icon
919
Tyler Technologies
TYL
$12.2B
$9.3M 0.01%
54,319
-501
-0.9% -$83.5K
LNG icon
920
Cheniere Energy
LNG
$56.5B
$9.3M 0.01%
213,214
+24,812
+13% +$1.05M
UDR icon
921
UDR
UDR
$12.9B
$9.26M 0.01%
257,369
+6,719
+3% +$245K
VYX icon
922
NCR Voyix
VYX
$1.06B
$9.2M 0.01%
465,888
+63,478
+16% +$1.25M
B
923
DELISTED
Barnes Group Inc.
B
$9.2M 0.01%
226,756
+3,987
+2% +$155K
MTZ icon
924
MasTec
MTZ
$26.7B
$9.19M 0.01%
309,064
-78,642
-20% -$2.16M
OSIS icon
925
OSI Systems
OSIS
$3.57B
$9.18M 0.01%
140,415
-26,740
-16% -$1.69M
35 36
37
38 39

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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.