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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
CHMT
1251
DELISTED
Chemtura Corporation
CHMT
$5.69M 0.01%
173,382
+35,909
+26% +$1.04M
SIRI icon
1252
SiriusXM
SIRI
$10.5B
$5.68M 0.01%
136,106
+21,119
+18% +$882K
FLO icon
1253
Flowers Foods
FLO
$1.63B
$5.67M 0.01%
374,982
+180,919
+93% +$3M
RDC
1254
DELISTED
Rowan Companies Plc
RDC
$5.67M 0.01%
374,015
+231,007
+162% +$3.38M
CNSL
1255
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$5.67M 0.01%
224,584
-14,484
-6% -$374K
AEG icon
1256
Aegon
AEG
$13.6B
$5.67M 0.01%
1,908,204
+785,302
+70% +$2.34M
CMD
1257
DELISTED
Cantel Medical Corporation
CMD
$5.65M 0.01%
72,453
-7,819
-10% -$567K
PRFT
1258
DELISTED
Perficient Inc
PRFT
$5.65M 0.01%
280,268
+22,265
+9% +$458K
ACTG icon
1259
Acacia Research
ACTG
$442M
$5.63M 0.01%
863,056
-371,132
-30% -$2.14M
CRI icon
1260
Carter's
CRI
$1.42B
$5.62M 0.01%
64,836
-3,628
-5% -$364K
KRC icon
1261
Kilroy Realty
KRC
$4.59B
$5.62M 0.01%
81,038
-23,394
-22% -$1.65M
DIN icon
1262
Dine Brands
DIN
$443M
$5.61M 0.01%
70,892
+11,286
+19% +$896K
OGS icon
1263
ONE Gas
OGS
$5.05B
$5.61M 0.01%
90,786
+13,834
+18% +$878K
EGBN icon
1264
Eagle Bancorp
EGBN
$872M
$5.61M 0.01%
113,681
+5,645
+5% +$283K
IRDM icon
1265
Iridium Communications
IRDM
$4.87B
$5.61M 0.01%
691,165
-110,897
-14% -$930K
TDY icon
1266
Teledyne Technologies
TDY
$30.1B
$5.6M 0.01%
51,914
-1,278
-2% -$135K
MGLN
1267
DELISTED
Magellan Health Services, Inc.
MGLN
$5.6M 0.01%
104,159
+21,567
+26% +$1.3M
WLL
1268
DELISTED
Whiting Petroleum Corporation
WLL
$5.58M 0.01%
2,128
+194
+10% +$455K
NVRO
1269
DELISTED
NEVRO CORP.
NVRO
$5.57M 0.01%
53,306
-2,223
-4% -$201K
DB icon
1270
Deutsche Bank
DB
$67.9B
$5.55M 0.01%
475,175
+76,065
+19% +$933K
PLAY icon
1271
Dave & Buster's
PLAY
$351M
$5.55M 0.01%
141,711
-10,284
-7% -$455K
EBS icon
1272
Emergent Biosolutions
EBS
$377M
$5.54M 0.01%
175,782
-33,289
-16% -$967K
EIG icon
1273
Employers Holdings
EIG
$911M
$5.54M 0.01%
185,720
-72,968
-28% -$2.16M
HMN icon
1274
Horace Mann Educators
HMN
$2.1B
$5.53M 0.01%
150,921
+5,528
+4% +$196K
BECN
1275
DELISTED
Beacon Roofing Supply, Inc.
BECN
$5.53M 0.01%
131,396
-55,108
-30% -$2.51M
49 50
51
52 53

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MCM
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PSUF
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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.