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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
SYBT icon
2001
Stock Yards Bancorp
SYBT
$2.43B
$2.1M ﹤0.01%
63,755
-4,112
-6% -$125K
SALE
2002
DELISTED
RetailMeNot, Inc. Series 1
SALE
$2.1M ﹤0.01%
212,137
+550
+0.3% +$5.56K
GPRE icon
2003
Green Plains
GPRE
$1.15B
$2.1M ﹤0.01%
80,037
+20,966
+35% +$489K
NPK icon
2004
National Presto Industries
NPK
$896M
$2.1M ﹤0.01%
23,874
+221
+0.9% +$20.1K
BBT
2005
Beacon Financial Corp
BBT
$2.48B
$2.09M ﹤0.01%
75,352
+774
+1% +$21.1K
ANET icon
2006
Arista Networks
ANET
$215B
$2.09M ﹤0.01%
392,320
-343,296
-47% -$1.64M
NJR icon
2007
New Jersey Resources
NJR
$6.01B
$2.08M ﹤0.01%
63,300
-14,817
-19% -$524K
CUB
2008
DELISTED
Cubic Corporation
CUB
$2.08M ﹤0.01%
44,426
+893
+2% +$39.7K
FRAN
2009
DELISTED
Francesca's Holdings Corporation
FRAN
$2.08M ﹤0.01%
11,230
+1,679
+18% +$275K
PGND
2010
DELISTED
PRESS GANEY HOLDINGS INC COM STK (DE)
PGND
$2.07M ﹤0.01%
51,325
+665
+1% +$26.8K
FNGN
2011
DELISTED
Financial Engines, Inc.
FNGN
$2.07M ﹤0.01%
69,789
+11,295
+19% +$328K
NSLR
2012
Neostellar Capital Corp
NSLR
$270M
$2.06M ﹤0.01%
521,260
+3,658
+0.7% +$15.9K
FCNCA icon
2013
First Citizens BancShares
FCNCA
$24.3B
$2.06M ﹤0.01%
7,019
+1,242
+21% +$338K
APTS
2014
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.06M ﹤0.01%
152,237
+2,389
+2% +$34.1K
CTBI icon
2015
Community Trust Bancorp
CTBI
$1.39B
$2.04M ﹤0.01%
55,105
-58
-0.1% -$2.09K
RDUS
2016
DELISTED
Radius Health, Inc.
RDUS
$2.04M ﹤0.01%
37,707
+12,216
+48% +$621K
CADE
2017
DELISTED
Cadence Bank
CADE
$2.04M ﹤0.01%
87,733
+19,671
+29% +$468K
VEDL
2018
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$2.03M ﹤0.01%
196,060
-3,806
-2% -$37.4K
DRUA
2019
DELISTED
Dominion Energy, Inc 2016 Series A 5.25% Enhanced Junior Subordinated Notes due 2076
DRUA
$2.03M ﹤0.01%
+79,722
New +$2.03M
RNST icon
2020
Renasant Corp
RNST
$4B
$2.02M ﹤0.01%
60,174
+3,045
+5% +$102K
PLUS icon
2021
ePlus
PLUS
$2.33B
$2.02M ﹤0.01%
85,660
-4,272
-5% -$93K
SONC
2022
DELISTED
Sonic Corp
SONC
$2.02M ﹤0.01%
77,204
-5,825
-7% -$160K
CBZ icon
2023
CBIZ
CBZ
$2.39B
$2.02M ﹤0.01%
180,552
-21,700
-11% -$241K
PRDO icon
2024
Perdoceo Education
PRDO
$1.99B
$2.02M ﹤0.01%
297,515
+21,347
+8% +$145K
EGOV
2025
DELISTED
NIC Inc
EGOV
$2.02M ﹤0.01%
85,791
+2,428
+3% +$55.9K
79 80
81
82 83

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MCM
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PSUF
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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.