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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
TRCO
1201
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$6.08M 0.01%
166,612
+26,306
+19% +$998K
AOS icon
1202
A.O. Smith
AOS
$8.38B
$6.08M 0.01%
123,032
-3,498
-3% -$163K
HLX icon
1203
Helix Energy Solutions
HLX
$1.46B
$6.08M 0.01%
747,308
-56,760
-7% -$430K
HXL icon
1204
Hexcel
HXL
$8.32B
$6.05M 0.01%
136,581
-1,173
-0.9% -$51.4K
PPC icon
1205
Pilgrim's Pride
PPC
$6.82B
$6.04M 0.01%
285,894
-27,021
-9% -$627K
WPG
1206
DELISTED
Washington Prime Group Inc.
WPG
$6.03M 0.01%
54,122
+14,414
+36% +$1.65M
SCI icon
1207
Service Corp International
SCI
$11.4B
$6.03M 0.01%
227,152
+6,034
+3% +$163K
IOSP icon
1208
Innospec
IOSP
$2.09B
$6M 0.01%
98,738
+2,587
+3% +$144K
SVU
1209
DELISTED
SUPERVALU Inc.
SVU
$5.99M 0.01%
171,445
+62,153
+57% +$2.2M
SLAB icon
1210
Silicon Laboratories
SLAB
$7.15B
$5.98M 0.01%
101,721
-4,021
-4% -$217K
TIME
1211
DELISTED
Time Inc.
TIME
$5.98M 0.01%
412,965
+84,213
+26% +$1.27M
CAMP
1212
DELISTED
CalAmp Corp.
CAMP
$5.98M 0.01%
18,625
-24
-0.1% -$8.23K
PE
1213
DELISTED
PARSLEY ENERGY INC
PE
$5.97M 0.01%
178,121
+59,785
+51% +$1.87M
CDR
1214
DELISTED
Cedar Realty Trust, Inc
CDR
$5.96M 0.01%
125,478
-7,213
-5% -$361K
QUAD icon
1215
Quad
QUAD
$430M
$5.96M 0.01%
222,915
+22,385
+11% +$594K
CLGX
1216
DELISTED
Corelogic, Inc.
CLGX
$5.95M 0.01%
151,691
-11,785
-7% -$470K
RYAAY icon
1217
Ryanair
RYAAY
$29.5B
$5.95M 0.01%
198,115
-59,080
-23% -$1.72M
ESV
1218
DELISTED
Ensco Rowan plc
ESV
$5.94M 0.01%
174,832
+17,306
+11% +$589K
CHT icon
1219
Chunghwa Telecom
CHT
$33.2B
$5.94M 0.01%
169,537
-52,318
-24% -$1.9M
TRMK icon
1220
Trustmark
TRMK
$2.73B
$5.94M 0.01%
215,496
+86,769
+67% +$2.33M
STBZ
1221
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$5.94M 0.01%
260,152
-4,918
-2% -$109K
TTEK icon
1222
Tetra Tech
TTEK
$8.23B
$5.91M 0.01%
832,760
+4,110
+0.5% +$27.8K
CVA
1223
DELISTED
Covanta Holding Corporation
CVA
$5.9M 0.01%
383,448
+52,713
+16% +$820K
SXC icon
1224
SunCoke Energy
SXC
$757M
$5.9M 0.01%
735,256
+5,078
+0.7% +$35.6K
ST icon
1225
Sensata Technologies
ST
$6.65B
$5.89M 0.01%
151,807
+10
+0% +$378
47 48
49
50 51

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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.