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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
WABC icon
1426
Westamerica Bancorp
WABC
$1.38B
$4.69M 0.01%
92,153
+6,147
+7% +$299K
DATA
1427
DELISTED
Tableau Software, Inc.
DATA
$4.68M 0.01%
84,686
-39,839
-32% -$2.19M
BN icon
1428
Brookfield
BN
$103B
$4.68M 0.01%
372,626
-11,177
-3% -$137K
SABR icon
1429
Sabre
SABR
$704M
$4.67M 0.01%
165,740
+10,796
+7% +$301K
MDSO
1430
DELISTED
Medidata Solutions, Inc.
MDSO
$4.66M 0.01%
83,522
+37,535
+82% +$1.99M
CBSH icon
1431
Commerce Bancshares
CBSH
$8.49B
$4.65M 0.01%
153,670
+2,463
+2% +$73.5K
PNY
1432
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$4.64M 0.01%
77,210
-2,891
-4% -$173K
AROC icon
1433
Archrock
AROC
$6.26B
$4.63M 0.01%
354,275
+50,729
+17% +$545K
SCO
1434
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$4.63M 0.01%
1,475,750
+34,171
+2% +$107K
ORBK
1435
DELISTED
Orbotech Ltd
ORBK
$4.63M 0.01%
156,247
-9,602
-6% -$272K
TKP
1436
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$4.63M 0.01%
301,574
+27,460
+10% +$421K
MATX icon
1437
Matsons
MATX
$6.22B
$4.59M 0.01%
114,995
+19,215
+20% +$712K
MBLY
1438
DELISTED
Mobileye N.V.
MBLY
$4.58M 0.01%
107,597
+9,327
+9% +$431K
UBSI icon
1439
United Bankshares
UBSI
$6.57B
$4.58M 0.01%
121,484
+9,126
+8% +$349K
ENSG icon
1440
The Ensign Group
ENSG
$10.4B
$4.57M 0.01%
242,870
+100,094
+70% +$1.9M
PENN icon
1441
PENN Entertainment
PENN
$2.83B
$4.57M 0.01%
336,564
-167,607
-33% -$2.36M
LULU icon
1442
lululemon athletica
LULU
$13.4B
$4.57M 0.01%
74,871
+28,736
+62% +$2.12M
JJSF icon
1443
J&J Snack Foods
JJSF
$1.46B
$4.56M 0.01%
38,259
-1,135
-3% -$137K
TTMI icon
1444
TTM Technologies
TTMI
$12.8B
$4.56M 0.01%
397,879
-54,052
-12% -$534K
BOKF icon
1445
BOK Financial
BOKF
$8.58B
$4.55M 0.01%
65,974
-896
-1% -$59.5K
NWG icon
1446
NatWest
NWG
$72.8B
$4.55M 0.01%
906,028
+84,818
+10% +$453K
IHG icon
1447
InterContinental Hotels
IHG
$23.5B
$4.54M 0.01%
99,144
+5,246
+6% +$240K
BKU icon
1448
Bankunited
BKU
$3.36B
$4.53M 0.01%
150,062
+45,987
+44% +$1.41M
VMW
1449
DELISTED
VMware, Inc
VMW
$4.53M 0.01%
61,708
+403
+0.7% +$28.3K
CBRL icon
1450
Cracker Barrel
CBRL
$1.17B
$4.52M 0.01%
34,171
-7,013
-17% -$1.08M
56 57
58
59 60

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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.