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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
FSB
2576
DELISTED
Franklin Financial Network, Inc.
FSB
$776K ﹤0.01%
20,756
+151
+0.7% +$5.14K
ANIP icon
2577
ANI Pharmaceuticals
ANIP
$1.78B
$773K ﹤0.01%
11,656
+3,240
+38% +$203K
LTXB
2578
DELISTED
LegacyTexas Financial Group Inc
LTXB
$773K ﹤0.01%
24,453
+638
+3% +$18.9K
GS.PRK
2579
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$771K ﹤0.01%
26,580
+649
+3% +$18.6K
ZOES
2580
DELISTED
Zoe's Kitchen, Inc.
ZOES
$770K ﹤0.01%
34,702
-30,254
-47% -$960K
REI icon
2581
Ring Energy
REI
$305M
$769K ﹤0.01%
+70,248
New +$657K
HOS
2582
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$769K ﹤0.01%
139,860
+57,880
+71% +$377K
BLDR icon
2583
Builders FirstSource
BLDR
$7.85B
$767K ﹤0.01%
66,632
+2,991
+5% +$37.7K
BSBR icon
2584
Santander
BSBR
$40.5B
$765K ﹤0.01%
119,271
-390
-0.3% -$2.42K
IWB icon
2585
iShares Russell 1000 ETF
IWB
$47.7B
$765K ﹤0.01%
6,354
-7,641
-55% -$918K
SPPI
2586
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$762K ﹤0.01%
163,135
-1,568
-1% -$9.29K
CEVA icon
2587
CEVA Inc
CEVA
$964M
$761K ﹤0.01%
21,691
+1,358
+7% +$42.1K
AGX icon
2588
Argan
AGX
$7.63B
$759K ﹤0.01%
12,828
+1,747
+16% +$85.7K
XRM
2589
DELISTED
Xerium Technologies Inc (new)
XRM
$759K ﹤0.01%
95,475
-10,592
-10% -$84.3K
PRH
2590
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$753K ﹤0.01%
28,800
+806
+3% +$21.7K
STT.PRD
2591
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$752K ﹤0.01%
27,065
+717
+3% +$20.6K
POWL icon
2592
Powell Industries
POWL
$7.96B
$748K ﹤0.01%
55,995
-7,338
-12% -$93.6K
VLRS
2593
Controladora Vuela Compania de Aviacion
VLRS
$892M
$747K ﹤0.01%
42,942
-3,602
-8% -$65.4K
PRTY
2594
DELISTED
Party City Holdco Inc.
PRTY
$745K ﹤0.01%
43,517
+565
+1% +$9.39K
RESI
2595
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$744K ﹤0.01%
68,212
+19,161
+39% +$194K
CALX icon
2596
Calix
CALX
$2.27B
$742K ﹤0.01%
100,937
-28,177
-22% -$211K
GASS icon
2597
StealthGas
GASS
$325M
$740K ﹤0.01%
213,182
-430,437
-67% -$1.49M
OTIC
2598
DELISTED
Otonomy, Inc.
OTIC
$740K ﹤0.01%
40,705
-1,384
-3% -$22.6K
XNCR icon
2599
Xencor
XNCR
$1.47B
$739K ﹤0.01%
+30,165
New +$638K
HZN
2600
DELISTED
Horizon Global Corporation
HZN
$737K ﹤0.01%
36,960
+743
+2% +$11.5K
102 103
104
105 106

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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.