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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
RBS.PRL.CL
2451
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$1M ﹤0.01%
39,861
-7,865
-16% -$198K
EMLP icon
2452
First Trust North American Energy Infrastructure Fund
EMLP
$4.12B
$998K ﹤0.01%
39,396
-169
-0.4% -$4.21K
ALJ
2453
DELISTED
Alon USA Energy Inc
ALJ
$997K ﹤0.01%
123,644
-31,551
-20% -$234K
ARTNA icon
2454
Artesian Resources
ARTNA
$356M
$995K ﹤0.01%
34,875
-6,439
-16% -$198K
MG icon
2455
Mistras Group
MG
$491M
$995K ﹤0.01%
42,404
-6,528
-13% -$160K
GWPH
2456
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$991K ﹤0.01%
7,470
-5,493
-42% -$525K
COTV
2457
DELISTED
Cotiviti Holdings, Inc.
COTV
$991K ﹤0.01%
+29,551
New +$830K
AVAV icon
2458
AeroVironment
AVAV
$7.85B
$988K ﹤0.01%
40,456
-2,226
-5% -$59.8K
IDT icon
2459
IDT Corp
IDT
$1.65B
$988K ﹤0.01%
67,710
-17,401
-20% -$223K
RNET
2460
DELISTED
RigNet, Inc.
RNET
$986K ﹤0.01%
65,212
-71
-0.1% -$908
PKE icon
2461
Park Aerospace
PKE
$772M
$985K ﹤0.01%
56,694
+81
+0.1% +$1.32K
FF icon
2462
Future Fuel
FF
$204M
$982K ﹤0.01%
87,041
-8,545
-9% -$97.2K
WASH icon
2463
Washington Trust Bancorp
WASH
$732M
$982K ﹤0.01%
24,408
-1,543
-6% -$62K
YZC
2464
DELISTED
Yanzhou Coal Mining
YZC
$982K ﹤0.01%
144,790
-559
-0.4% -$3.49K
ENIC icon
2465
Enel Chile
ENIC
$6.07B
$981K ﹤0.01%
206,587
-540,950
-72% -$2.99M
PBYI icon
2466
Puma Biotechnology
PBYI
$408M
$981K ﹤0.01%
+14,626
New +$740K
PNNT
2467
Pennant Park Investment Corp
PNNT
$220M
$980K ﹤0.01%
130,283
– –
C.PRC.CL
2468
DELISTED
Citigroup Inc.
C.PRC.CL
$978K ﹤0.01%
37,702
+1,050
+3% +$27.5K
SRDX
2469
DELISTED
Surmodics
SRDX
$976K ﹤0.01%
32,441
-11,732
-27% -$322K
EEQ
2470
DELISTED
Enbridge Energy Management Llc
EEQ
$973K ﹤0.01%
47,138
-10,508
-18% -$200K
TG icon
2471
Tredegar Corp
TG
$254M
$969K ﹤0.01%
52,146
+364
+0.7% +$6.57K
LQ
2472
DELISTED
La Quinta Holdings Inc.
LQ
$967K ﹤0.01%
86,517
+5,175
+6% +$60.1K
UMH
2473
UMH Properties
UMH
$1.33B
$962K ﹤0.01%
80,719
+9,633
+14% +$116K
PRSU
2474
Pursuit Attractions and Hospitality Inc
PRSU
$1.44B
$962K ﹤0.01%
26,096
-1,888
-7% -$65.6K
CHEF icon
2475
Chefs' Warehouse
CHEF
$3.87B
$959K ﹤0.01%
86,058
-7,591
-8% -$99.1K
97 98
99
100 101

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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.