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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
TRUP icon
2676
Trupanion
TRUP
$1.05B
$638K ﹤0.01%
37,751
+3,635
+11% +$55.6K
GS.PRI.CL
2677
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
$638K ﹤0.01%
24,654
+728
+3% +$18.9K
ZG icon
2678
Zillow
ZG
$7.02B
$637K ﹤0.01%
18,504
-82
-0.4% -$2.94K
TRQ
2679
DELISTED
Turquoise Hill Resources Ltd
TRQ
$636K ﹤0.01%
21,418
+179
+0.8% +$5.77K
FNLC icon
2680
First Bancorp
FNLC
$394M
$632K ﹤0.01%
26,365
-311
-1% -$6.93K
PAGP icon
2681
Plains GP Holdings
PAGP
$5.23B
$632K ﹤0.01%
18,341
+1,528
+9% +$46.1K
OSPN icon
2682
OneSpan
OSPN
$562M
$631K ﹤0.01%
35,821
-10,913
-23% -$192K
RNR.PRE
2683
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$631K ﹤0.01%
24,176
+593
+3% +$15.7K
BOOT icon
2684
Boot Barn
BOOT
$4.55B
$627K ﹤0.01%
55,072
-40,909
-43% -$440K
WMGI
2685
DELISTED
Wright Medical Group Inc
WMGI
$627K ﹤0.01%
+25,546
New +$588K
CCRN
2686
DELISTED
Cross Country Healthcare
CCRN
$626K ﹤0.01%
53,180
+15,685
+42% +$207K
TERP
2687
DELISTED
TerraForm Power, Inc
TERP
$626K ﹤0.01%
44,985
+8,342
+23% +$104K
VPG icon
2688
Vishay Precision Group
VPG
$1.39B
$623K ﹤0.01%
38,887
-6,346
-14% -$92.6K
NIHD
2689
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$622K ﹤0.01%
186,722
+58,774
+46% +$174K
PIV
2690
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$622K ﹤0.01%
24,715
– –
TMHC icon
2691
Taylor Morrison
TMHC
$6.67B
$621K ﹤0.01%
35,283
+592
+2% +$9.99K
TKC icon
2692
Turkcell
TKC
$4.84B
$614K ﹤0.01%
76,164
-375,595
-83% -$3.22M
ISEE
2693
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$614K ﹤0.01%
13,316
+1,219
+10% +$68.7K
CSFL
2694
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$614K ﹤0.01%
34,608
+14,291
+70% +$245K
NKSH icon
2695
National Bankshares
NKSH
$233M
$613K ﹤0.01%
16,677
-354
-2% -$12.4K
PTCT icon
2696
PTC Therapeutics
PTCT
$6.37B
$612K ﹤0.01%
43,677
-9,507
-18% -$77.3K
WGO icon
2697
Winnebago Industries
WGO
$870M
$612K ﹤0.01%
25,981
+212
+0.8% +$4.94K
TGH
2698
DELISTED
Textainer Group Holdings limited
TGH
$610K ﹤0.01%
81,397
+32,830
+68% +$325K
MRLN
2699
DELISTED
Marlin Business Services Corp
MRLN
$610K ﹤0.01%
31,494
+1,059
+3% +$19.2K
GLOG
2700
DELISTED
GASLOG LTD
GLOG
$610K ﹤0.01%
41,895
-486,982
-92% -$6.62M
106 107
108
109 110

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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.