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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
TMIC
1801
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$2.85M ﹤0.01%
81,903
-21
-0% -$732
ENV
1802
DELISTED
ENVESTNET, INC.
ENV
$2.85M ﹤0.01%
78,310
+286
+0.4% +$10.9K
SCS
1803
DELISTED
Steelcase
SCS
$2.85M ﹤0.01%
205,357
+53
+0% +$756
CNCO
1804
DELISTED
Cencosud S.A.
CNCO
$2.85M ﹤0.01%
316,232
-869
-0.3% -$7.57K
IMAX icon
1805
IMAX
IMAX
$2.47B
$2.84M ﹤0.01%
98,068
+18,076
+23% +$551K
ICL icon
1806
ICL Group
ICL
$6.65B
$2.84M ﹤0.01%
728,051
+134,621
+23% +$547K
ROCK icon
1807
Gibraltar Industries
ROCK
$1.36B
$2.84M ﹤0.01%
76,386
+6,471
+9% +$237K
ETD icon
1808
Ethan Allen Interiors
ETD
$592M
$2.83M ﹤0.01%
90,527
+7,524
+9% +$255K
CATY icon
1809
Cathay General Bancorp
CATY
$4.18B
$2.83M ﹤0.01%
91,839
+4,355
+5% +$132K
VSI
1810
DELISTED
Vitamin Shoppe Inc.
VSI
$2.82M ﹤0.01%
105,101
-21,785
-17% -$619K
EGL
1811
DELISTED
Engility Holdings, Inc.
EGL
$2.82M ﹤0.01%
89,447
-7,470
-8% -$219K
PSO icon
1812
Pearson
PSO
$10.1B
$2.81M ﹤0.01%
287,187
-212,412
-43% -$2.44M
TWI icon
1813
Titan International
TWI
$519M
$2.81M ﹤0.01%
277,570
-60,046
-18% -$495K
CHCO icon
1814
City Holding Co
CHCO
$2.03B
$2.81M ﹤0.01%
55,812
+4,140
+8% +$200K
SIMO icon
1815
Silicon Motion
SIMO
$8.29B
$2.8M ﹤0.01%
54,039
+1,946
+4% +$101K
MTRX icon
1816
Matrix Service
MTRX
$347M
$2.8M ﹤0.01%
149,132
+611
+0.4% +$10.7K
NTUS
1817
DELISTED
Natus Medical Inc
NTUS
$2.8M ﹤0.01%
71,190
-6,953
-9% -$277K
ISCA
1818
DELISTED
International Speedway Corp
ISCA
$2.79M ﹤0.01%
83,607
-1,500
-2% -$50.8K
PSA.PRS.CL
1819
DELISTED
Public Storage
PSA.PRS.CL
$2.79M ﹤0.01%
109,813
-5,350
-5% -$137K
AXON
1820
Axon Enterprise
AXON
$42.4B
$2.79M ﹤0.01%
97,451
-749
-0.8% -$20.8K
XPRO icon
1821
Expro Ltd
XPRO
$1.78B
$2.78M ﹤0.01%
35,676
+4,131
+13% +$319K
WSFS icon
1822
WSFS Financial
WSFS
$4.14B
$2.77M ﹤0.01%
75,958
-1,350
-2% -$48.7K
AMWD
1823
DELISTED
American Woodmark
AMWD
$2.77M ﹤0.01%
34,389
-3,314
-9% -$259K
P
1824
DELISTED
Pandora Media Inc
P
$2.77M ﹤0.01%
193,390
+17,372
+10% +$235K
LHCG
1825
DELISTED
LHC Group LLC
LHCG
$2.77M ﹤0.01%
75,112
-1,005
-1% -$40.3K
71 72
73
74 75

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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.