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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
SSL icon
1926
Sasol
SSL
$7.05B
$2.38M ﹤0.01%
86,992
-2,224
-2% -$60K
DGI
1927
DELISTED
DigitalGlobe Inc.
DGI
$2.37M ﹤0.01%
86,290
+30,407
+54% +$779K
PBA icon
1928
Pembina Pipeline
PBA
$29.1B
$2.37M ﹤0.01%
77,832
+852
+1% +$25.6K
ARRS
1929
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$2.37M ﹤0.01%
83,621
+16,488
+25% +$441K
GOOD
1930
Gladstone Commercial Corp
GOOD
$628M
$2.36M ﹤0.01%
126,710
+5,409
+4% +$97.2K
CLNY
1931
DELISTED
Colony Capital, Inc.
CLNY
$2.36M ﹤0.01%
129,519
-30,820
-19% -$545K
MTUS icon
1932
Metallus
MTUS
$885M
$2.36M ﹤0.01%
225,634
-39,901
-15% -$396K
PFGC icon
1933
Performance Food Group
PFGC
$18.1B
$2.35M ﹤0.01%
94,804
+27,888
+42% +$728K
SGI
1934
DELISTED
Silicon Graphics Intl.
SGI
$2.35M ﹤0.01%
305,019
-746,805
-71% -$4.96M
MLCO icon
1935
Melco Resorts & Entertainment
MLCO
$2.17B
$2.35M ﹤0.01%
145,626
+12,481
+9% +$176K
IWN icon
1936
iShares Russell 2000 Value ETF
IWN
$14.5B
$2.35M ﹤0.01%
22,384
-42,994
-66% -$4.41M
KRG icon
1937
Kite Realty
KRG
$5.94B
$2.34M ﹤0.01%
84,508
+6,658
+9% +$191K
BCC icon
1938
Boise Cascade
BCC
$2.82B
$2.33M ﹤0.01%
91,905
+22,092
+32% +$567K
AHT
1939
Ashford Hospitality Trust
AHT
$20.9M
$2.33M ﹤0.01%
400
+95
+31% +$581K
BGC
1940
DELISTED
General Cable Corporation
BGC
$2.33M ﹤0.01%
155,426
+34,832
+29% +$512K
AERI
1941
DELISTED
Aerie Pharmaceuticals
AERI
$2.33M ﹤0.01%
61,671
+14,677
+31% +$324K
RPXC
1942
DELISTED
RPX Corporation
RPXC
$2.32M ﹤0.01%
217,401
+13,024
+6% +$134K
SPIL
1943
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$2.32M ﹤0.01%
313,699
-47,569
-13% -$354K
FN icon
1944
Fabrinet
FN
$16.1B
$2.31M ﹤0.01%
51,908
-1,113
-2% -$44.2K
NXGN
1945
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$2.31M ﹤0.01%
204,485
-44,744
-18% -$537K
WLY icon
1946
John Wiley & Sons Class A
WLY
$2.76B
$2.31M ﹤0.01%
44,840
+970
+2% +$53.1K
UVSP icon
1947
Univest Financial
UVSP
$1.25B
$2.31M ﹤0.01%
98,973
+36,352
+58% +$811K
MCF
1948
DELISTED
Contango Oil & Gas Co.
MCF
$2.31M ﹤0.01%
225,741
+7,805
+4% +$80.3K
KEYW
1949
DELISTED
The KEYW Holding Corporation
KEYW
$2.3M ﹤0.01%
208,498
-5,953
-3% -$61.3K
HTO
1950
H2O America
HTO
$2.69B
$2.29M ﹤0.01%
52,513
-6,672
-11% -$277K
76 77
78
79 80

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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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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.