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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
GPOR
1126
DELISTED
Gulfport Energy Corp.
GPOR
$6.74M 0.01%
238,557
+43,136
+22% +$1.23M
BRC icon
1127
Brady Corp
BRC
$4.45B
$6.74M 0.01%
194,686
-10,503
-5% -$346K
SBNY
1128
DELISTED
Signature Bank
SBNY
$6.73M 0.01%
56,814
-6,416
-10% -$772K
CPA icon
1129
Copa Holdings
CPA
$5.56B
$6.73M 0.01%
76,504
-591,632
-89% -$44.9M
BRSL
1130
Brightstar Lottery PLC
BRSL
$1.91B
$6.71M 0.01%
275,273
+41,537
+18% +$916K
ALKS icon
1131
Alkermes
ALKS
$8.82B
$6.71M 0.01%
142,621
+22,264
+18% +$1.06M
CALD
1132
DELISTED
Callidus Software, Inc.
CALD
$6.7M 0.01%
364,881
+14,640
+4% +$286K
ADC icon
1133
Agree Realty
ADC
$9.68B
$6.68M 0.01%
135,199
+28,951
+27% +$1.41M
GRFS
1134
Grifois
GRFS
$5.16B
$6.68M 0.01%
418,415
+9,492
+2% +$156K
DAR icon
1135
Darling Ingredients
DAR
$9.93B
$6.68M 0.01%
494,433
+94,417
+24% +$1.36M
IONS icon
1136
Ionis Pharmaceuticals
IONS
$9.35B
$6.68M 0.01%
182,288
+121,562
+200% +$3.8M
NWE icon
1137
NorthWestern Energy
NWE
$4.48B
$6.68M 0.01%
116,054
+19,315
+20% +$1.15M
WDAY icon
1138
Workday
WDAY
$33.4B
$6.66M 0.01%
72,656
-2,085
-3% -$174K
MNRO icon
1139
Monro
MNRO
$525M
$6.66M 0.01%
108,887
+3,655
+3% +$222K
CTB
1140
DELISTED
Cooper Tire & Rubber Co.
CTB
$6.66M 0.01%
175,197
+35,167
+25% +$1.18M
MFC icon
1141
Manulife Financial
MFC
$72.6B
$6.66M 0.01%
471,821
+196,449
+71% +$2.67M
SEM
1142
DELISTED
Select Medical
SEM
$6.65M 0.01%
914,774
-26,881
-3% -$171K
NTES icon
1143
NetEase
NTES
$76.5B
$6.64M 0.01%
137,995
-339,535
-71% -$14.4M
SPLK
1144
DELISTED
Splunk Inc
SPLK
$6.64M 0.01%
113,239
+4,197
+4% +$251K
ANDE icon
1145
Andersons Inc
ANDE
$2.65B
$6.64M 0.01%
183,595
-5,569
-3% -$201K
MNDT
1146
DELISTED
Mandiant, Inc. Common Stock
MNDT
$6.6M 0.01%
448,015
+90,691
+25% +$1.39M
EEFT icon
1147
Euronet Worldwide
EEFT
$3.02B
$6.59M 0.01%
80,586
-10,620
-12% -$814K
DCI icon
1148
Donaldson
DCI
$10.8B
$6.57M 0.01%
175,887
-1,864
-1% -$67.9K
DEI icon
1149
Douglas Emmett
DEI
$2.06B
$6.56M 0.01%
178,996
+9,163
+5% +$339K
LSXMA
1150
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$6.55M 0.01%
266,855
-242
-0.1% -$5.88K
44 45
46
47 48

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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.