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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
MD icon
976
Pediatrix Medical
MD
$2.16B
$8.59M 0.01%
129,708
-8,068
-6% -$552K
EDE
977
DELISTED
Empire District Electric
EDE
$8.57M 0.01%
250,934
-822
-0.3% -$27.9K
RGC
978
DELISTED
Regal Entertainment Group
RGC
$8.55M 0.01%
393,169
+21,921
+6% +$483K
NWN icon
979
Northwest Natural Holdings
NWN
$2.17B
$8.55M 0.01%
142,167
-2,964
-2% -$185K
CPL
980
DELISTED
CPFL Energia S.A.
CPL
$8.54M 0.01%
577,285
-602,872
-51% -$8.57M
SU icon
981
Suncor Energy
SU
$77.7B
$8.53M 0.01%
306,882
-1,008
-0.3% -$27.5K
FCF icon
982
First Commonwealth Financial
FCF
$2.12B
$8.52M 0.01%
844,697
+11,229
+1% +$110K
WWAV
983
DELISTED
The WhiteWave Foods Company
WWAV
$8.52M 0.01%
156,537
-5,754
-4% -$317K
WBC
984
DELISTED
WABCO HOLDINGS INC.
WBC
$8.5M 0.01%
74,897
-6,245
-8% -$636K
LPNT
985
DELISTED
LifePoint Health, Inc.
LPNT
$8.49M 0.01%
143,322
+8,612
+6% +$517K
ALV icon
986
Autoliv
ALV
$8.6B
$8.44M 0.01%
109,712
-12,296
-10% -$945K
KYO
987
DELISTED
Kyocera Adr
KYO
$8.43M 0.01%
175,148
+5,129
+3% +$247K
FLEX icon
988
Flex
FLEX
$43.4B
$8.42M 0.01%
820,687
-37,313
-4% -$362K
DISH
989
DELISTED
DISH Network Corp.
DISH
$8.4M 0.01%
153,392
+7,612
+5% +$394K
WEN icon
990
Wendy's
WEN
$1.33B
$8.39M 0.01%
776,684
+57,762
+8% +$582K
AKRX
991
DELISTED
Akorn Inc
AKRX
$8.38M 0.01%
307,362
+66,525
+28% +$1.97M
STGW icon
992
Stagwell
STGW
$1.84B
$8.37M 0.01%
780,564
+5,594
+0.7% +$78.9K
WCC
993
WESCO International
WCC
$16.2B
$8.34M 0.01%
135,551
+18,615
+16% +$1.07M
NOW icon
994
ServiceNow
NOW
$102B
$8.31M 0.01%
525,265
+44,090
+9% +$650K
TCF
995
DELISTED
TCF Financial Corporation Common Stock
TCF
$8.3M 0.01%
188,120
+71,356
+61% +$3.04M
TRGP icon
996
Targa Resources
TRGP
$60.4B
$8.26M 0.01%
168,150
+46,186
+38% +$2.01M
CASY icon
997
Casey's General Stores
CASY
$31.9B
$8.26M 0.01%
68,726
-17,416
-20% -$2.24M
SIX
998
DELISTED
Six Flags Entertainment Corp.
SIX
$8.26M 0.01%
153,986
-20,103
-12% -$1.08M
JBLU icon
999
JetBlue
JBLU
$1.96B
$8.22M 0.01%
476,920
-46,881
-9% -$801K
SNX icon
1000
TD Synnex
SNX
$19.4B
$8.21M 0.01%
143,878
+5,366
+4% +$277K
38 39
40
41 42

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MCM
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PSUF
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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.