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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
KANG
3326
DELISTED
iKang Healthcare Group, Inc.
KANG
– –
-36,101
Closed -$662K
CTW.CL
3327
DELISTED
Qwest Corporation
CTW.CL
– –
-10,042
Closed -$259K
VCO
3328
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
– –
-29,356
Closed -$933K
HSEB.CL
3329
DELISTED
HSBC Holdings plc
HSEB.CL
– –
-43,174
Closed -$1.15M
OAKS
3330
DELISTED
Five Oaks Investment Corp.
OAKS
– –
-12,586
Closed -$69K
PZE
3331
DELISTED
Petrobras Argentina S A
PZE
– –
-1,373,603
Closed -$8.63M
AVXS
3332
DELISTED
AveXis, Inc. Common Stock
AVXS
– –
-20,185
Closed -$767K
AEK.CL
3333
DELISTED
Aegon NV
AEK.CL
– –
-12,456
Closed -$346K
NCIT
3334
DELISTED
NCI, Inc.
NCIT
– –
-11,829
Closed -$166K
STV
3335
DELISTED
China Digital Tv Hldgs Co Ltd
STV
– –
-46,285
Closed -$54K
TPLM
3336
DELISTED
Triangle Petroleum Corporation
TPLM
– –
-23,326
Closed -$7K
EOCA
3337
DELISTED
Endesa Americas S.A.
EOCA
– –
-91,863
Closed -$1.26M
PSG
3338
DELISTED
Performance Sports Group Ltd.
PSG
– –
-28,227
Closed -$85K
DRYS
3339
DELISTED
DryShips Inc. Common Stock
DRYS
– –
-1
Closed -$249K
SZMK
3340
DELISTED
SIZMEK INC COM STK (DE)
SZMK
– –
-55,486
Closed -$127K
OUTR
3341
DELISTED
OUTERWALL INC
OUTR
– –
-120,468
Closed -$5.06M
FEIC
3342
DELISTED
FEI COMPANY
FEIC
– –
-11,394
Closed -$1.22M
JGBD
3343
DELISTED
DB 3X INVERSE JAPANESE GOVT BD FUT NT 11/30/2021
JGBD
– –
-81,840
Closed -$1.1M
FCS
3344
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
– –
-298,627
Closed -$5.93M
MFRM
3345
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
– –
-72,046
Closed -$2.42M
STR
3346
DELISTED
QUESTAR CORP
STR
– –
-252,316
Closed -$6.4M
MRD
3347
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-86,658
Closed -$1.38M
BCS.PR.CL
3348
DELISTED
BARCLAYS BANK PLC ADR SER 2 REPSTG PREF SHS SER 2 (UK)
BCS.PR.CL
– –
-38,133
Closed -$975K
ASEI
3349
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
– –
-45,000
Closed -$1.68M
REXI
3350
DELISTED
RESOURCE AMERICA INC CL-A
REXI
– –
-13,915
Closed -$135K
132 133
134
135 136

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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.