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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
NUVA
1401
DELISTED
NuVasive, Inc.
NUVA
$4.8M 0.01%
72,077
+4,300
+6% +$274K
SCL icon
1402
Stepan Co
SCL
$1.31B
$4.8M 0.01%
66,001
+6,720
+11% +$451K
SCCO icon
1403
Southern Copper
SCCO
$141B
$4.79M 0.01%
196,446
-1,631,685
-89% -$39.4M
CHS
1404
DELISTED
Chicos FAS, Inc.
CHS
$4.79M 0.01%
402,146
+61,701
+18% +$730K
RLI icon
1405
RLI Corp
RLI
$5.88B
$4.78M 0.01%
139,940
+9,768
+8% +$336K
AGU
1406
DELISTED
Agrium
AGU
$4.78M 0.01%
52,730
+1,776
+3% +$163K
WTS icon
1407
Watts Water Technologies
WTS
$11.5B
$4.78M 0.01%
73,730
+1,791
+2% +$113K
NNI icon
1408
Nelnet
NNI
$4.81B
$4.78M 0.01%
118,398
-3,245
-3% -$121K
EHC icon
1409
Encompass Health
EHC
$11.3B
$4.77M 0.01%
147,845
-31,314
-17% -$1.01M
AKR icon
1410
Acadia Realty Trust
AKR
$2.99B
$4.77M 0.01%
131,639
+11,252
+9% +$411K
WW
1411
DELISTED
WW International
WW
$4.77M 0.01%
462,009
+114,942
+33% +$1.26M
BID
1412
DELISTED
Sotheby's
BID
$4.77M 0.01%
125,345
+1,595
+1% +$56.4K
LOGM
1413
DELISTED
LogMein, Inc.
LOGM
$4.76M 0.01%
52,675
+3,992
+8% +$320K
RLJ icon
1414
RLJ Lodging Trust
RLJ
$1.9B
$4.76M 0.01%
226,324
+118,699
+110% +$2.7M
CATM
1415
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$4.76M 0.01%
106,716
-78,498
-42% -$3.45M
WRI
1416
DELISTED
Weingarten Realty Investors
WRI
$4.76M 0.01%
122,040
+2,504
+2% +$103K
ALSN icon
1417
Allison Transmission
ALSN
$10.1B
$4.73M 0.01%
164,827
-67,513
-29% -$1.9M
VIAV icon
1418
Viavi Solutions
VIAV
$9.41B
$4.72M 0.01%
639,077
+3,318
+0.5% +$24.3K
WFT
1419
DELISTED
Weatherford International plc
WFT
$4.72M 0.01%
840,301
+204,149
+32% +$1.16M
DAI
1420
DELISTED
DAIMLER AG
DAI
$4.7M 0.01%
66,552
-11,859
-15% -$838K
LXU icon
1421
LSB Industries
LXU
$824M
$4.7M 0.01%
711,653
+77,700
+12% +$661K
WWE
1422
DELISTED
World Wrestling Entertainment
WWE
$4.7M 0.01%
220,464
+65,879
+43% +$1.33M
BBOX
1423
DELISTED
Black Box Corp
BBOX
$4.7M 0.01%
337,840
-9,630
-3% -$133K
EBIX
1424
DELISTED
Ebix Inc
EBIX
$4.7M 0.01%
82,590
+465
+0.6% +$25.4K
AAT
1425
American Assets Trust
AAT
$1.49B
$4.69M 0.01%
108,105
+11,207
+12% +$496K
55 56
57
58 59

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AF
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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.