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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
EMC
3351
DELISTED
EMC CORPORATION
EMC
– –
-4,571,292
Closed -$124M
RDEN
3352
DELISTED
ELIZABETH ARDEN INC
RDEN
– –
-180,800
Closed -$2.49M
RLYP
3353
DELISTED
RELYPSA INC COM
RLYP
– –
-20,417
Closed -$378K
CSH
3354
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-175,474
Closed -$7.48M
NTK
3355
DELISTED
NORTEK INC COM NEW (DE)
NTK
– –
-23,922
Closed -$1.42M
TLMR
3356
DELISTED
TALMER BANCORP INC (MI)
TLMR
– –
-175,909
Closed -$3.37M
AXLL
3357
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-115,338
Closed -$3.76M
SGNT
3358
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
– –
-20,796
Closed -$312K
HTWR
3359
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-11,455
Closed -$662K
DWA
3360
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-60,863
Closed -$2.49M
MESG
3361
DELISTED
XURA INC COM (DE)
MESG
– –
-54,837
Closed -$1.34M
MKTO
3362
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-114,864
Closed -$4M
FMER
3363
DELISTED
FIRSTMERIT CORP
FMER
– –
-133,390
Closed -$2.7M
QLGC
3364
DELISTED
QLOGIC CORP
QLGC
– –
-370,948
Closed -$5.47M
DLR.PRE
3365
DELISTED
DIGITAL REALTY TRUST, INC. REDEEMABLE PFD SER E
DLR.PRE
– –
-14,452
Closed -$368K
EJ
3366
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
– –
-37,549
Closed -$243K
ELRC
3367
DELISTED
ELECTRO RENT CORP
ELRC
– –
-58,168
Closed -$896K
TUMI
3368
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-102,079
Closed -$2.73M
FUR
3369
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
– –
-16,254
Closed -$143K
FNFG
3370
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-607,705
Closed -$5.92M
SQI
3371
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
– –
-28,180
Closed -$498K
EXAM
3372
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
– –
-68,281
Closed -$2.38M
MFLX
3373
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
– –
-103,320
Closed -$2.4M
LDRH
3374
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
– –
-53,031
Closed -$1.96M
IHS
3375
DELISTED
IHS INC CL-A COM STK
IHS
– –
-55,388
Closed -$6.4M
133 134
135
136 137

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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.