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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
WWW icon
1001
Wolverine World Wide
WWW
$1.54B
$8.21M 0.01%
356,456
+150,470
+73% +$3.5M
MAA icon
1002
Mid-America Apartment Communities
MAA
$15.6B
$8.18M 0.01%
87,025
-2,572
-3% -$257K
RMD icon
1003
ResMed
RMD
$28.3B
$8.18M 0.01%
126,233
+1,301
+1% +$86.6K
KMPR icon
1004
Kemper
KMPR
$1.7B
$8.16M 0.01%
207,558
+12,086
+6% +$435K
TV icon
1005
Televisa
TV
$1.45B
$8.15M 0.01%
317,306
-1,453,380
-82% -$38.4M
HTZ
1006
DELISTED
Hertz Global Holdings, Inc.
HTZ
$8.14M 0.01%
233,389
-790,356
-77% -$33.1M
FRC
1007
DELISTED
First Republic Bank
FRC
$8.09M 0.01%
104,902
-20,254
-16% -$1.49M
DY icon
1008
Dycom Industries
DY
$12.9B
$8.07M 0.01%
98,708
-26,475
-21% -$2.34M
IFX
1009
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$8.04M 0.01%
452,176
+35,548
+9% +$632K
WRLD icon
1010
World Acceptance Corp
WRLD
$950M
$8.02M 0.01%
163,580
-18,221
-10% -$873K
NVR icon
1011
NVR
NVR
$17.2B
$7.98M 0.01%
4,867
+329
+7% +$561K
EXLS icon
1012
EXL Service
EXLS
$4.23B
$7.98M 0.01%
800,410
-57,240
-7% -$582K
CBI
1013
DELISTED
Chicago Bridge & Iron Nv
CBI
$7.96M 0.01%
284,056
-105,806
-27% -$3.43M
TRMB icon
1014
Trimble
TRMB
$12.3B
$7.95M 0.01%
278,379
+33,332
+14% +$891K
NGVT icon
1015
Ingevity
NGVT
$2.55B
$7.95M 0.01%
172,396
+19,888
+13% +$840K
GWB
1016
DELISTED
Great Western Bancorp, Inc.
GWB
$7.93M 0.01%
237,892
-27,229
-10% -$899K
OME
1017
DELISTED
Omega Protein
OME
$7.91M 0.01%
338,394
-39,427
-10% -$926K
TROX icon
1018
Tronox
TROX
$995M
$7.9M 0.01%
843,233
+18,932
+2% +$146K
ANF icon
1019
Abercrombie & Fitch
ANF
$4.17B
$7.89M 0.01%
496,339
+31,968
+7% +$617K
THC icon
1020
Tenet Healthcare
THC
$20.1B
$7.88M 0.01%
347,649
+73,373
+27% +$1.91M
FULT icon
1021
Fulton Financial
FULT
$4.7B
$7.86M 0.01%
541,336
+93,504
+21% +$1.31M
SWFT
1022
DELISTED
Swift Transportation Company
SWFT
$7.85M 0.01%
365,497
+79,160
+28% +$1.5M
JCP
1023
DELISTED
J.C. Penney Company, Inc.
JCP
$7.82M 0.01%
848,383
+178,244
+27% +$1.7M
CNO icon
1024
CNO Financial Group
CNO
$4.97B
$7.82M 0.01%
512,071
-156,166
-23% -$2.55M
KAMN
1025
DELISTED
Kaman Corp
KAMN
$7.81M 0.01%
177,731
+5,808
+3% +$254K
39 40
41
42 43

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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.