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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
LL
1476
DELISTED
LL Flooring Holdings, Inc.
LL
$4.37M 0.01%
222,188
-39,996
-15% -$656K
NPO icon
1477
Enpro
NPO
$6.95B
$4.37M 0.01%
76,885
-749
-1% -$38.4K
HW
1478
DELISTED
Headwaters Inc
HW
$4.36M 0.01%
257,643
-29,891
-10% -$551K
TECK icon
1479
Teck Resources
TECK
$29.3B
$4.35M 0.01%
241,507
-17,982
-7% -$287K
SAM icon
1480
Boston Beer
SAM
$1.91B
$4.35M 0.01%
28,015
+2,765
+11% +$482K
EQY
1481
DELISTED
Equity One
EQY
$4.35M 0.01%
141,978
+4,738
+3% +$150K
LCII icon
1482
LCI Industries
LCII
$2.52B
$4.33M 0.01%
44,229
+6,014
+16% +$572K
POT
1483
DELISTED
Potash Corp Of Saskatchewan
POT
$4.33M 0.01%
265,354
+55,741
+27% +$921K
BWLD
1484
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$4.33M 0.01%
30,753
+6,000
+24% +$933K
TRP icon
1485
TC Energy
TRP
$71.2B
$4.33M 0.01%
90,970
-892
-1% -$41.7K
FWRD icon
1486
Forward Air
FWRD
$466M
$4.31M 0.01%
99,682
-3,198
-3% -$145K
CONE
1487
DELISTED
CyrusOne Inc Common Stock
CONE
$4.31M 0.01%
90,578
-22,311
-20% -$1.15M
DBD
1488
DELISTED
Diebold Nixdorf Incorporated
DBD
$4.31M 0.01%
173,790
+28,262
+19% +$751K
SNDA icon
1489
Sonida Senior Living
SNDA
$2.03B
$4.3M 0.01%
17,075
+1,693
+11% +$448K
ACIW icon
1490
ACI Worldwide
ACIW
$5.88B
$4.3M 0.01%
221,887
-54,594
-20% -$1.04M
ALGT icon
1491
Allegiant Air
ALGT
$2.66B
$4.29M 0.01%
32,481
+5,760
+22% +$783K
DXPE icon
1492
DXP Enterprises
DXPE
$2.57B
$4.29M 0.01%
152,148
+33,737
+28% +$777K
SHG icon
1493
Shinhan Financial Group
SHG
$33.6B
$4.29M 0.01%
117,591
-2,244
-2% -$79.8K
DECK icon
1494
Deckers Outdoor
DECK
$13.6B
$4.28M 0.01%
431,652
+100,698
+30% +$1.05M
CMO
1495
DELISTED
Capstead Mortgage Corp.
CMO
$4.27M 0.01%
452,771
+12,592
+3% +$125K
OZK icon
1496
Bank OZK
OZK
$5.5B
$4.26M 0.01%
110,978
-3,958
-3% -$150K
IPHI
1497
DELISTED
INPHI CORPORATION
IPHI
$4.26M 0.01%
97,813
+630
+0.6% +$24.3K
MDC
1498
DELISTED
M.D.C. Holdings, Inc.
MDC
$4.25M 0.01%
229,041
+104,029
+83% +$1.93M
ASX icon
1499
ASE Group
ASX
$80.2B
$4.24M 0.01%
718,017
+26,390
+4% +$155K
EVHC
1500
DELISTED
Envision Healthcare Holdings Inc
EVHC
$4.23M 0.01%
63,471
+331
+0.5% +$22.8K
58 59
60
61 62

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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.