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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
AKO.B icon
1676
Embotelladora Andina Series B
AKO.B
$4.65B
$3.3M 0.01%
146,188
-64,809
-31% -$1.47M
PMT
1677
PennyMac Mortgage Investment
PMT
$839M
$3.29M ﹤0.01%
211,393
+56,210
+36% +$877K
MRCY icon
1678
Mercury Systems
MRCY
$6.23B
$3.29M ﹤0.01%
133,949
+23,180
+21% +$557K
AVDL
1679
DELISTED
Avadel Pharmaceuticals
AVDL
$3.28M ﹤0.01%
264,332
-86,931
-25% -$1.14M
WERN icon
1680
Werner Enterprises
WERN
$2.42B
$3.27M ﹤0.01%
140,724
-15,061
-10% -$358K
EDU icon
1681
New Oriental
EDU
$7.94B
$3.27M ﹤0.01%
70,592
-452,204
-86% -$19.6M
ODP
1682
DELISTED
ODP
ODP
$3.27M ﹤0.01%
91,693
+61,989
+209% +$2.2M
WOLF icon
1683
Wolfspeed
WOLF
$1.24B
$3.27M ﹤0.01%
127,263
+52,653
+71% +$1.36M
AMCX icon
1684
AMC Global Media
AMCX
$445M
$3.27M ﹤0.01%
63,089
-3,877
-6% -$212K
MTDR icon
1685
Matador Resources
MTDR
$5.86B
$3.27M ﹤0.01%
134,427
-11,869
-8% -$261K
FIX icon
1686
Comfort Systems
FIX
$60.9B
$3.27M ﹤0.01%
111,604
-72,592
-39% -$2.16M
HL icon
1687
Hecla Mining
HL
$10.2B
$3.27M ﹤0.01%
573,482
+148,848
+35% +$910K
MSA icon
1688
Mine Safety
MSA
$6.78B
$3.26M ﹤0.01%
56,146
+26,356
+88% +$1.47M
SCSC icon
1689
Scansource
SCSC
$1.13B
$3.25M ﹤0.01%
89,139
-1,605
-2% -$62.5K
HNI icon
1690
HNI Corp
HNI
$3.09B
$3.25M ﹤0.01%
81,710
-1,620
-2% -$82K
POST icon
1691
Post Holdings
POST
$4.14B
$3.25M ﹤0.01%
64,306
-8,719
-12% -$478K
RAIL icon
1692
FreightCar America
RAIL
$279M
$3.25M ﹤0.01%
225,631
+20,566
+10% +$293K
BRK.A icon
1693
Berkshire Hathaway Class A
BRK.A
$1.07T
$3.24M ﹤0.01%
15
– –
UNF icon
1694
Unifirst Corp
UNF
$5.38B
$3.24M ﹤0.01%
24,584
+950
+4% +$117K
EDP
1695
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$3.24M ﹤0.01%
96,455
+3,537
+4% +$119K
LBRDK icon
1696
Liberty Broadband Class C
LBRDK
$4.44B
$3.24M ﹤0.01%
45,340
+3,535
+8% +$236K
LNCE
1697
DELISTED
Snyders-Lance, Inc.
LNCE
$3.24M ﹤0.01%
96,498
+24,383
+34% +$845K
MIK
1698
DELISTED
Michaels Stores, Inc
MIK
$3.24M ﹤0.01%
134,018
-44,171
-25% -$1.13M
CVI icon
1699
CVR Energy
CVI
$3.43B
$3.24M ﹤0.01%
235,176
+105,386
+81% +$1.51M
WNC icon
1700
Wabash National
WNC
$538M
$3.24M ﹤0.01%
227,312
+54,982
+32% +$751K
66 67
68
69 70

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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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ACI
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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.