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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
TAL
3376
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
– –
-329,568
Closed -$4.42M
HTS
3377
DELISTED
HATTERAS FINANCIAL CORP
HTS
– –
-1,006,137
Closed -$16.5M
RSE
3378
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
– –
-41,365
Closed -$755K
TE
3379
DELISTED
TECO ENERGY INC
TE
– –
-669,983
Closed -$18.5M
UNTD
3380
DELISTED
UNITED ONLINE INC COM NEW
UNTD
– –
-110,657
Closed -$1.22M
CPGX
3381
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
– –
-677,280
Closed -$17.3M
OIBR
3382
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
– –
-731,398
Closed -$267K
ORIG
3383
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
-6
Closed -$137K
CJES
3384
DELISTED
C&J ENERGY SVCS LTD
CJES
– –
-86,845
Closed -$52K
TSRX
3385
DELISTED
TRIUS THERAPEUTICS INC COM STK (DE)
TSRX
$0 ﹤0.01%
55,953
– –
AIQ
3386
DELISTED
Alliance Healthcare Services
AIQ
– –
-38,005
Closed -$237K
RXII
3387
DELISTED
GALENA BIOPHARMA INC COM
RXII
– –
-89,296
Closed -$42K
MTA
3388
DELISTED
MAGYAR TELEKOM TELECOMMUNICATIONS PLC SPON ADR
MTA
– –
-26,904
Closed -$207K
MESA
3389
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
20,200
– –
ROS
3390
DELISTED
ROSTELEKOM
ROS
– –
-68,024
Closed -$573K
ADVNB
3391
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
12,265
– –
TYC
3392
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-656,284
Closed -$29.3M
MNC
3393
DELISTED
MONACO COACH CORP
MNC
$0 ﹤0.01%
+1
New –
VOLV
3394
DELISTED
VOLVO A B ADR-B
VOLV
– –
-13,726
Closed -$120K
REXMY
3395
DELISTED
REXAM PLC ADR - NEW
REXMY
– –
-118,818
Closed -$5.11M
HOT
3396
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
– –
-254,814
Closed -$18.8M
IBTX
3397
DELISTED
Independent Bank Group, Inc.
IBTX
– –
-5,064
Closed -$217K
GFA
3398
DELISTED
Gafisa S.A.
GFA
– –
-11,975
Closed -$205K
HTCH
3399
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
– –
-11,562
Closed -$39K
MDVN
3400
DELISTED
MEDIVATION, INC.
MDVN
– –
-194,199
Closed -$11.7M
133 134 135
136
137

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MCM
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PSUF
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BAM
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ACI
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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.