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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
CDE icon
1376
Coeur Mining
CDE
$15.8B
$4.94M 0.01%
417,770
-89,956
-18% -$1.23M
PLNT icon
1377
Planet Fitness
PLNT
$4.29B
$4.94M 0.01%
246,181
+60,468
+33% +$1.25M
IBKC
1378
DELISTED
IBERIABANK Corp
IBKC
$4.94M 0.01%
73,598
-6,323
-8% -$411K
ENS icon
1379
EnerSys
ENS
$6.94B
$4.94M 0.01%
71,342
+23,304
+49% +$1.55M
DXJ icon
1380
WisdomTree Japan Hedged Equity Fund
DXJ
$7.23B
$4.93M 0.01%
+114,898
New +$4.77M
CST
1381
DELISTED
CST Brands, Inc.
CST
$4.92M 0.01%
102,238
-36,904
-27% -$1.7M
FET icon
1382
Forum Energy Technologies
FET
$640M
$4.92M 0.01%
12,374
+189
+2% +$65K
BNDX icon
1383
Vanguard Total International Bond ETF
BNDX
$82.2B
$4.91M 0.01%
87,615
+13,902
+19% +$777K
WCN
1384
Waste Connections
WCN
$42.7B
$4.9M 0.01%
98,412
-11,492
-10% -$579K
AEIS icon
1385
Advanced Energy
AEIS
$11.7B
$4.9M 0.01%
103,539
+9,740
+10% +$414K
FTNT icon
1386
Fortinet
FTNT
$112B
$4.89M 0.01%
662,780
+62,500
+10% +$437K
FUL icon
1387
H.B. Fuller
FUL
$3.04B
$4.89M 0.01%
105,308
+3,818
+4% +$177K
PEI
1388
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$4.89M 0.01%
14,157
-198
-1% -$70.8K
SCAI
1389
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$4.88M 0.01%
100,163
-23,177
-19% -$1.07M
CW icon
1390
Curtiss-Wright
CW
$27.5B
$4.88M 0.01%
53,574
+5,488
+11% +$483K
SGI
1391
Somnigroup International
SGI
$15.3B
$4.88M 0.01%
343,932
+12,220
+4% +$218K
FNSR
1392
DELISTED
Finisar Corp
FNSR
$4.87M 0.01%
163,547
+37,216
+29% +$814K
CPK icon
1393
Chesapeake Utilities
CPK
$3.26B
$4.87M 0.01%
79,807
-9,726
-11% -$624K
DFT
1394
DELISTED
DuPont Fabros Technology Inc.
DFT
$4.87M 0.01%
118,083
-61,847
-34% -$2.79M
AXE
1395
DELISTED
Anixter International Inc
AXE
$4.86M 0.01%
75,415
-7,871
-9% -$474K
FAF icon
1396
First American
FAF
$7.79B
$4.85M 0.01%
123,541
+1,457
+1% +$60.5K
WBMD
1397
DELISTED
WebMD Health Corp.
WBMD
$4.85M 0.01%
97,644
-36,450
-27% -$2.01M
NVRI icon
1398
Enviri
NVRI
$620M
$4.85M 0.01%
488,532
+114,682
+31% +$1.09M
NICE icon
1399
Nice
NICE
$5.57B
$4.84M 0.01%
72,360
+9,696
+15% +$646K
KG
1400
Kestrel Group
KG
$70.1M
$4.84M 0.01%
19,080
-1,929
-9% -$514K
54 55
56
57 58

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MCM
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PSUF
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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.