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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
TMX
1451
DELISTED
Terminix Global Holdings, Inc.
TMX
$4.51M 0.01%
199,899
-32,177
-14% -$810K
XXIA
1452
DELISTED
Ixia
XXIA
$4.5M 0.01%
360,244
+44,957
+14% +$515K
SPTN
1453
DELISTED
SpartanNash
SPTN
$4.49M 0.01%
155,402
-24,843
-14% -$765K
RRX icon
1454
Regal Rexnord
RRX
$14B
$4.49M 0.01%
75,529
-18,640
-20% -$1.12M
MTOR
1455
DELISTED
MERITOR, Inc.
MTOR
$4.48M 0.01%
402,637
+48,787
+14% +$475K
CBM
1456
DELISTED
Cambrex Corporation
CBM
$4.48M 0.01%
100,758
-57,844
-36% -$2.81M
SNBR
1457
DELISTED
Sleep Number
SNBR
$4.48M 0.01%
207,302
-34,079
-14% -$839K
TTI icon
1458
TETRA Technologies
TTI
$1.14B
$4.47M 0.01%
731,244
-72,843
-9% -$443K
UTL icon
1459
Unitil
UTL
$999M
$4.47M 0.01%
114,371
-3,794
-3% -$157K
MANT
1460
DELISTED
Mantech International Corp
MANT
$4.46M 0.01%
118,265
-5,930
-5% -$235K
KRA
1461
DELISTED
Kraton Corporation
KRA
$4.46M 0.01%
127,185
+9,213
+8% +$295K
EXEL icon
1462
Exelixis
EXEL
$14B
$4.45M 0.01%
348,218
+87,974
+34% +$951K
PTC icon
1463
PTC
PTC
$14.5B
$4.45M 0.01%
100,386
+7,481
+8% +$310K
PDFS icon
1464
PDF Solutions
PDFS
$2B
$4.44M 0.01%
244,547
+29,725
+14% +$484K
FIBK icon
1465
First Interstate BancSystem
FIBK
$3.67B
$4.44M 0.01%
140,945
-2,154
-2% -$64.3K
ELS icon
1466
Equity Lifestyle Properties
ELS
$12.6B
$4.42M 0.01%
114,430
-2,040
-2% -$81K
STRZA
1467
DELISTED
Starz - Series A
STRZA
$4.42M 0.01%
141,589
+46,308
+49% +$1.43M
CNA icon
1468
CNA Financial
CNA
$14.7B
$4.41M 0.01%
128,216
+15,706
+14% +$510K
CUBI icon
1469
Customers Bancorp
CUBI
$2.66B
$4.4M 0.01%
175,020
+11,356
+7% +$294K
KB icon
1470
KB Financial Group
KB
$41.5B
$4.4M 0.01%
128,721
-18,891
-13% -$619K
PLAB icon
1471
Photronics
PLAB
$1.76B
$4.4M 0.01%
426,933
+31,231
+8% +$301K
STM icon
1472
STMicroelectronics
STM
$47.7B
$4.4M 0.01%
539,864
+70,163
+15% +$504K
SSNC icon
1473
SS&C Technologies
SSNC
$18.1B
$4.39M 0.01%
136,496
-68,709
-33% -$2.18M
PRAH
1474
DELISTED
PRA Health Sciences, Inc.
PRAH
$4.38M 0.01%
77,563
+43,211
+126% +$2.12M
SNV
1475
DELISTED
Synovus
SNV
$4.38M 0.01%
134,480
+1,092
+0.8% +$34.3K
57 58
59
60 61

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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.