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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
B
1051
Barrick Mining
B
$62.2B
$7.51M 0.01%
423,850
-65,015
-13% -$1.3M
TIVO
1052
DELISTED
Tivo Inc
TIVO
$7.5M 0.01%
384,988
+85,651
+29% +$1.69M
EFOR
1053
Everforth Inc
EFOR
$845M
$7.49M 0.01%
206,504
+8,645
+4% +$322K
LAMR icon
1054
Lamar Advertising Co
LAMR
$16.2B
$7.47M 0.01%
114,406
-11,710
-9% -$757K
WSM icon
1055
Williams-Sonoma
WSM
$26.7B
$7.46M 0.01%
292,140
-34,742
-11% -$909K
GHY
1056
PGIM Global High Yield Fund
GHY
$478M
$7.45M 0.01%
493,334
+247,046
+100% +$3.76M
INFO
1057
DELISTED
IHS Markit Ltd. Common Shares
INFO
$7.43M 0.01%
+197,956
New +$7.07M
CHRD icon
1058
Chord Energy
CHRD
$7.79B
$7.43M 0.01%
647,822
+243,281
+60% +$2.22M
AN icon
1059
AutoNation
AN
$6.97B
$7.42M 0.01%
152,233
+6,682
+5% +$329K
THS
1060
DELISTED
Treehouse Foods
THS
$7.4M 0.01%
84,895
+4,624
+6% +$445K
CACC icon
1061
Credit Acceptance
CACC
$6B
$7.38M 0.01%
36,730
-8,919
-20% -$1.74M
FANG icon
1062
Diamondback Energy
FANG
$57.6B
$7.37M 0.01%
76,367
-1,113
-1% -$102K
GMED icon
1063
Globus Medical
GMED
$10.4B
$7.37M 0.01%
326,641
-96,303
-23% -$2.26M
GGG icon
1064
Graco
GGG
$12.9B
$7.36M 0.01%
298,272
-18,681
-6% -$467K
ACC
1065
DELISTED
American Campus Communities, Inc.
ACC
$7.36M 0.01%
144,613
+930
+0.6% +$47.7K
RIG icon
1066
Transocean
RIG
$5.92B
$7.34M 0.01%
688,938
+31,261
+5% +$330K
DNOW icon
1067
DNOW Inc
DNOW
$2.63B
$7.33M 0.01%
342,093
+77,089
+29% +$1.54M
JAZZ icon
1068
Jazz Pharmaceuticals
JAZZ
$15.9B
$7.32M 0.01%
60,267
-51,322
-46% -$6.92M
RHP icon
1069
Ryman Hospitality Properties
RHP
$8.4B
$7.31M 0.01%
151,848
+13,475
+10% +$716K
EPAC icon
1070
Enerpac Tool Group
EPAC
$1.77B
$7.3M 0.01%
314,327
-46,116
-13% -$1.08M
BMO icon
1071
Bank of Montreal
BMO
$125B
$7.3M 0.01%
111,309
-1,535
-1% -$99.8K
CLR
1072
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$7.29M 0.01%
140,371
+56,450
+67% +$2.62M
HRG
1073
DELISTED
HRG Group, Inc.
HRG
$7.29M 0.01%
464,304
-26,840
-5% -$407K
WOR icon
1074
Worthington Enterprises
WOR
$2.76B
$7.28M 0.01%
245,834
+13,771
+6% +$368K
HURN icon
1075
Huron Consulting
HURN
$1.82B
$7.28M 0.01%
121,754
-2,540
-2% -$157K
41 42
43
44 45

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MCM
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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.