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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
HOUS
1151
DELISTED
Anywhere Real Estate
HOUS
$6.53M 0.01%
252,594
+68,398
+37% +$1.9M
FNF icon
1152
Fidelity National Financial
FNF
$13.9B
$6.52M 0.01%
254,401
-6,264
-2% -$162K
NSR
1153
DELISTED
Neustar Inc
NSR
$6.52M 0.01%
245,169
+13,383
+6% +$334K
UVV icon
1154
Universal Corp
UVV
$1.34B
$6.52M 0.01%
111,927
-1,713
-2% -$101K
ARGO
1155
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$6.52M 0.01%
132,814
+1,844
+1% +$87.6K
UCB
1156
United Community Banks
UCB
$4.22B
$6.51M 0.01%
309,792
-5,707
-2% -$113K
QTS
1157
DELISTED
QTS REALTY TRUST, INC.
QTS
$6.49M 0.01%
122,740
-10,976
-8% -$600K
EWBC icon
1158
East-West Bancorp
EWBC
$17.9B
$6.49M 0.01%
176,691
-20,089
-10% -$707K
SMG icon
1159
ScottsMiracle-Gro
SMG
$4.03B
$6.48M 0.01%
77,871
-9,790
-11% -$772K
AVNS icon
1160
Avanos Medical
AVNS
$1.17B
$6.46M 0.01%
186,462
+33,622
+22% +$1.18M
ITT icon
1161
ITT
ITT
$17.5B
$6.45M 0.01%
179,927
-24,420
-12% -$834K
WOOF
1162
DELISTED
VCA Inc.
WOOF
$6.45M 0.01%
92,091
-16,315
-15% -$1.14M
EPE
1163
DELISTED
EP Energy Corporation
EPE
$6.43M 0.01%
1,467,872
-181,449
-11% -$757K
AZPN
1164
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$6.41M 0.01%
137,041
-23,893
-15% -$1.12M
MATV icon
1165
Mativ Holdings
MATV
$448M
$6.39M 0.01%
165,852
+4,648
+3% +$177K
KBR icon
1166
KBR
KBR
$4.68B
$6.39M 0.01%
422,240
+77,190
+22% +$1.14M
ATI icon
1167
ATI
ATI
$27B
$6.38M 0.01%
353,213
+61,072
+21% +$1.01M
GEO icon
1168
The GEO Group
GEO
$4.13B
$6.36M 0.01%
400,896
+41,650
+12% +$786K
AIT icon
1169
Applied Industrial Technologies
AIT
$12.8B
$6.36M 0.01%
135,970
-7,158
-5% -$334K
OHI icon
1170
Omega Healthcare
OHI
$15.4B
$6.35M 0.01%
179,205
+7,025
+4% +$250K
CLC
1171
DELISTED
Clarcor
CLC
$6.33M 0.01%
97,346
+3,937
+4% +$249K
RGLD icon
1172
Royal Gold
RGLD
$17.1B
$6.31M 0.01%
81,452
+2,734
+3% +$220K
KEP icon
1173
Korea Electric Power
KEP
$15.5B
$6.29M 0.01%
258,202
-94,519
-27% -$2.49M
VWR
1174
DELISTED
VWR Corporation
VWR
$6.29M 0.01%
221,756
+4,098
+2% +$119K
LBY
1175
DELISTED
Libbey, Inc.
LBY
$6.29M 0.01%
352,150
-1,292
-0.4% -$22.6K
45 46
47
48 49

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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.