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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
AMH icon
1226
American Homes 4 Rent
AMH
$12.1B
$5.88M 0.01%
271,589
+33,858
+14% +$733K
WPZ
1227
DELISTED
Williams Partners L.P.
WPZ
$5.87M 0.01%
+157,800
New +$5.81M
PII icon
1228
Polaris
PII
$4.19B
$5.86M 0.01%
75,621
+454
+0.6% +$39.4K
AVNT icon
1229
Avient
AVNT
$3.41B
$5.86M 0.01%
173,176
+9,247
+6% +$320K
LPT
1230
DELISTED
Liberty Property Trust
LPT
$5.85M 0.01%
145,064
-16,416
-10% -$664K
EPC icon
1231
Edgewell Personal Care
EPC
$1.29B
$5.84M 0.01%
73,454
-10,671
-13% -$860K
GTLS
1232
DELISTED
Chart Industries
GTLS
$5.83M 0.01%
177,741
+1,342
+0.8% +$38.9K
LECO icon
1233
Lincoln Electric
LECO
$13.9B
$5.83M 0.01%
93,189
+1,296
+1% +$80.7K
DNR
1234
DELISTED
Denbury Resources, Inc.
DNR
$5.83M 0.01%
1,805,328
+942,556
+109% +$2.88M
MZTI
1235
The Marzetti Company
MZTI
$2.98B
$5.83M 0.01%
44,135
-6,723
-13% -$877K
NP
1236
DELISTED
Neenah, Inc. Common Stock
NP
$5.83M 0.01%
73,746
+3,252
+5% +$250K
TWOU
1237
DELISTED
2U Inc
TWOU
$5.82M 0.01%
5,067
+541
+12% +$565K
ABMD
1238
DELISTED
Abiomed Inc
ABMD
$5.77M 0.01%
44,904
-37,998
-46% -$4.55M
NBHC icon
1239
National Bank Holdings
NBHC
$1.92B
$5.77M 0.01%
246,998
+4,539
+2% +$100K
BKH icon
1240
Black Hills Corp
BKH
$5.74B
$5.77M 0.01%
94,272
-461
-0.5% -$28.1K
KLXI
1241
DELISTED
KLX Inc.
KLXI
$5.77M 0.01%
194,430
+30,596
+19% +$880K
BURL icon
1242
Burlington
BURL
$22.3B
$5.75M 0.01%
70,912
-21,249
-23% -$1.64M
PKX icon
1243
POSCO
PKX
$16B
$5.74M 0.01%
112,427
-10,656
-9% -$525K
BRSS
1244
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$5.74M 0.01%
198,595
-6,903
-3% -$196K
VG
1245
DELISTED
Vonage Holdings Corporation
VG
$5.73M 0.01%
867,541
-432,567
-33% -$2.6M
YELP icon
1246
Yelp
YELP
$1.44B
$5.72M 0.01%
137,136
-99,583
-42% -$3.49M
PDCE
1247
DELISTED
PDC Energy, Inc.
PDCE
$5.71M 0.01%
85,186
+13,850
+19% +$838K
DCH
1248
Dauch Corp
DCH
$1.31B
$5.71M 0.01%
331,431
+72,593
+28% +$1.22M
DORM icon
1249
Dorman Products
DORM
$4.07B
$5.7M 0.01%
89,265
-1,664
-2% -$102K
ENB icon
1250
Enbridge
ENB
$122B
$5.7M 0.01%
128,803
-12,708
-9% -$533K
48 49
50
51 52

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MCM
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PSUF
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IA
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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.