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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
NCMI icon
1026
National CineMedia
NCMI
$354M
$7.8M 0.01%
53,015
-3,468
-6% -$529K
WAL icon
1027
Western Alliance Bancorporation
WAL
$9.07B
$7.79M 0.01%
207,507
-50,486
-20% -$1.8M
NSIT icon
1028
Insight Enterprises
NSIT
$3.55B
$7.78M 0.01%
238,864
+4,039
+2% +$119K
GLPI icon
1029
Gaming and Leisure Properties
GLPI
$12.8B
$7.77M 0.01%
232,194
+6,137
+3% +$212K
TTC icon
1030
Toro Company
TTC
$8.93B
$7.75M 0.01%
165,457
-42,629
-20% -$2M
LUX
1031
DELISTED
Luxottica Group
LUX
$7.73M 0.01%
161,728
+13,516
+9% +$656K
VC icon
1032
Visteon
VC
$2.77B
$7.72M 0.01%
107,797
+7,046
+7% +$493K
TD icon
1033
Toronto Dominion Bank
TD
$198B
$7.72M 0.01%
173,939
+3,511
+2% +$154K
JEF icon
1034
Jefferies Financial Group
JEF
$12.9B
$7.7M 0.01%
451,925
+72,666
+19% +$1.2M
DNKN
1035
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$7.7M 0.01%
147,865
+18,643
+14% +$886K
BHE icon
1036
Benchmark Electronics
BHE
$2.91B
$7.69M 0.01%
308,328
-30,070
-9% -$712K
SPN
1037
DELISTED
Superior Energy Services, Inc.
SPN
$7.68M 0.01%
42,932
+8,824
+26% +$1.48M
ORI icon
1038
Old Republic International
ORI
$10.3B
$7.68M 0.01%
435,732
-40,357
-8% -$768K
SHOO icon
1039
Steven Madden
SHOO
$3.12B
$7.67M 0.01%
332,850
+253
+0.1% +$5.91K
HAR
1040
DELISTED
Harman International Industries
HAR
$7.65M 0.01%
90,592
+3,324
+4% +$273K
MMS icon
1041
Maximus
MMS
$3.14B
$7.63M 0.01%
134,966
-6,277
-4% -$365K
BGC icon
1042
BGC Group
BGC
$5.58B
$7.61M 0.01%
1,352,453
+183,869
+16% +$1.05M
NFG icon
1043
National Fuel Gas
NFG
$7.84B
$7.61M 0.01%
140,654
+5,330
+4% +$301K
ACH
1044
Accendra Health
ACH
$240M
$7.6M 0.01%
218,771
+36,227
+20% +$1.27M
CXP
1045
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$7.59M 0.01%
339,002
+86,202
+34% +$2.01M
PDLI
1046
DELISTED
PDL BioPharma, Inc.
PDLI
$7.58M 0.01%
2,263,411
+128,430
+6% +$408K
ICFI icon
1047
ICF International
ICFI
$1.44B
$7.56M 0.01%
170,597
-11,909
-7% -$499K
WAGE
1048
DELISTED
WageWorks, Inc.
WAGE
$7.55M 0.01%
123,961
-23,151
-16% -$1.42M
FLIR
1049
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$7.55M 0.01%
240,158
+12,842
+6% +$405K
TECH icon
1050
Bio-Techne
TECH
$11.2B
$7.52M 0.01%
274,660
-49,332
-15% -$1.35M
40 41
42
43 44

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MCM
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PSUF
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IA
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SCC
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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.