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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
AR icon
1276
Antero Resources
AR
$10.5B
$5.53M 0.01%
205,095
-14,103
-6% -$376K
CMPR icon
1277
Cimpress
CMPR
$2.41B
$5.52M 0.01%
54,599
-4,650
-8% -$453K
INVX
1278
Innovex International
INVX
$1.85B
$5.52M 0.01%
99,080
+4,859
+5% +$271K
HRI icon
1279
Herc Holdings
HRI
$5.34B
$5.51M 0.01%
+163,567
New +$5.49M
CSGP icon
1280
CoStar Group
CSGP
$11.9B
$5.5M 0.01%
254,070
+20,200
+9% +$430K
ANAT
1281
DELISTED
American National Group, Inc. Common Stock
ANAT
$5.49M 0.01%
45,012
-2,130
-5% -$246K
ADTN icon
1282
Adtran
ADTN
$769M
$5.49M 0.01%
286,747
-42,346
-13% -$780K
EFII
1283
DELISTED
Electronics for Imaging
EFII
$5.49M 0.01%
112,183
+1,154
+1% +$52.8K
GK
1284
DELISTED
G&K Services Inc
GK
$5.48M 0.01%
57,405
-3,978
-6% -$352K
COR
1285
DELISTED
Coresite Realty Corporation
COR
$5.48M 0.01%
73,994
+2,667
+4% +$216K
HWC icon
1286
Hancock Whitney
HWC
$6.07B
$5.47M 0.01%
168,835
+23,723
+16% +$717K
ARCC icon
1287
Ares Capital
ARCC
$13.6B
$5.47M 0.01%
353,091
+10,523
+3% +$161K
CALY
1288
Callaway Golf Company
CALY
$3.28B
$5.46M 0.01%
470,421
-87,943
-16% -$981K
PLXS icon
1289
Plexus
PLXS
$6.78B
$5.46M 0.01%
116,759
+9,040
+8% +$414K
ODFL icon
1290
Old Dominion Freight Line
ODFL
$47.2B
$5.46M 0.01%
238,650
+2,142
+0.9% +$48.4K
SGEN
1291
DELISTED
Seagen Inc. Common Stock
SGEN
$5.46M 0.01%
101,033
-5,259
-5% -$249K
NEU icon
1292
NewMarket
NEU
$7.13B
$5.46M 0.01%
12,705
+211
+2% +$89.8K
VLY icon
1293
Valley National Bancorp
VLY
$7.94B
$5.45M 0.01%
560,541
+170,202
+44% +$1.59M
SCHL icon
1294
Scholastic
SCHL
$752M
$5.45M 0.01%
138,378
+2,348
+2% +$94.3K
ASB icon
1295
Associated Banc-Corp
ASB
$5.78B
$5.45M 0.01%
277,993
+34,796
+14% +$657K
CRR
1296
DELISTED
Carbo Ceramics Inc.
CRR
$5.44M 0.01%
497,591
+60,040
+14% +$771K
TTM
1297
DELISTED
Tata Motors Limited
TTM
$5.44M 0.01%
136,152
-120,241
-47% -$4.67M
AMED
1298
DELISTED
Amedisys
AMED
$5.44M 0.01%
114,627
-37,302
-25% -$1.86M
MKTX icon
1299
MarketAxess Holdings
MKTX
$4.19B
$5.43M 0.01%
32,802
+766
+2% +$124K
SUPN icon
1300
Supernus Pharmaceuticals
SUPN
$2.73B
$5.43M 0.01%
219,642
-1,854
-0.8% -$42K
50 51
52
53 54

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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.