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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
XHR
1876
Xenia Hotels & Resorts
XHR
$2B
$2.58M ﹤0.01%
170,129
+70,539
+71% +$1.2M
RUSHA icon
1877
Rush Enterprises Class A
RUSHA
$5.98B
$2.58M ﹤0.01%
237,359
+5,591
+2% +$57.4K
ARCB icon
1878
ArcBest
ARCB
$3.31B
$2.57M ﹤0.01%
134,997
+34,662
+35% +$627K
ALEX
1879
DELISTED
Alexander & Baldwin
ALEX
$2.56M ﹤0.01%
66,684
+6,146
+10% +$241K
BANC icon
1880
Banc of California
BANC
$3.21B
$2.56M ﹤0.01%
146,749
+37,817
+35% +$785K
ISLE
1881
DELISTED
Isle of Capri Casinos Inc
ISLE
$2.56M ﹤0.01%
114,927
-35,498
-24% -$668K
HY icon
1882
Hyster-Yale Materials Handling
HY
$596M
$2.56M ﹤0.01%
42,533
-1,365
-3% -$77.3K
WMS icon
1883
Advanced Drainage Systems
WMS
$11B
$2.56M ﹤0.01%
106,298
-4,473
-4% -$114K
WMK icon
1884
Weis Markets
WMK
$1.85B
$2.55M ﹤0.01%
48,138
-5,251
-10% -$273K
CGNX icon
1885
Cognex
CGNX
$10.2B
$2.55M ﹤0.01%
96,368
+5,982
+7% +$143K
WBT
1886
DELISTED
Welbilt, Inc.
WBT
$2.55M ﹤0.01%
157,000
-54,904
-26% -$938K
UFCS icon
1887
United Fire Group
UFCS
$1.32B
$2.54M ﹤0.01%
60,104
-3,917
-6% -$167K
APAM icon
1888
Artisan Partners
APAM
$2.86B
$2.54M ﹤0.01%
93,363
-14,020
-13% -$383K
EPAM icon
1889
EPAM Systems
EPAM
$4.92B
$2.54M ﹤0.01%
36,639
+1,361
+4% +$92.5K
VCRA
1890
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$2.54M ﹤0.01%
150,049
+19,557
+15% +$299K
MYGN icon
1891
Myriad Genetics
MYGN
$515M
$2.53M ﹤0.01%
123,049
-483
-0.4% -$12.3K
CHUBK
1892
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
$2.53M ﹤0.01%
+159,025
New +$2.25M
RGP icon
1893
Resources Connection
RGP
$133M
$2.52M ﹤0.01%
168,968
-18,391
-10% -$274K
AGR
1894
DELISTED
Avangrid, Inc.
AGR
$2.52M ﹤0.01%
60,327
-4,620
-7% -$202K
RPT
1895
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.51M ﹤0.01%
134,125
-686
-0.5% -$13.2K
HLIT icon
1896
Harmonic Inc
HLIT
$1.23B
$2.51M ﹤0.01%
423,772
+14,154
+3% +$56.5K
EWT icon
1897
iShares MSCI Taiwan ETF
EWT
$9.99B
$2.51M ﹤0.01%
79,955
+9,661
+14% +$292K
CIB icon
1898
Grupo Cibest SA
CIB
$20.9B
$2.51M ﹤0.01%
64,282
-537,433
-89% -$20M
GKOS icon
1899
Glaukos
GKOS
$8.92B
$2.5M ﹤0.01%
66,275
+5,312
+9% +$176K
MGRC icon
1900
McGrath RentCorp
MGRC
$2.95B
$2.5M ﹤0.01%
78,847
-1,479
-2% -$46.8K
74 75
76
77 78

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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.