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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
PLCM
3401
DELISTED
POLYCOM INC
PLCM
– –
-351,254
Closed -$3.95M
DRII
3402
DELISTED
DIAMOND RESORTS INTL, INC
DRII
– –
-204,341
Closed -$6.12M
AMTG
3403
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
– –
-134,097
Closed -$1.8M
QLIK
3404
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
– –
-99,444
Closed -$2.94M
VNO.PRJ
3405
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
– –
-10,398
Closed -$273K
WIBC
3406
DELISTED
WILSHIRE BANCORP INC
WIBC
– –
-79,161
Closed -$825K
KKD
3407
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-54,554
Closed -$1.14M
DEG
3408
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
– –
-325,784
Closed -$8.55M
QIHU
3409
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
– –
-36,677
Closed -$2.68M
DWRE
3410
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
– –
-18,971
Closed -$1.42M
UDF
3411
DELISTED
UNITED DEV FDG IV COM SHS OF BENE INT (TX)
UDF
– –
-60,650
Closed –
ONE
3412
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
– –
-27,433
Closed -$140K
GAS
3413
DELISTED
AGL Resources Inc
GAS
– –
-401,558
Closed -$26.5M
ELJ
3414
DELISTED
ENTERGY LOUISIANA, LLC First Mortgage Bonds, 5.25% Series due July 1, 2052,
ELJ
– –
-9,049
Closed -$232K
TIVO
3415
DELISTED
TIVO INC
TIVO
– –
-164,703
Closed -$1.63M
ARMH
3416
DELISTED
ARM HOLDINGS PLC ADS
ARMH
– –
-327,511
Closed -$14.9M
FXCB
3417
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
– –
-12,052
Closed -$245K
FRP
3418
DELISTED
FAIRPOINT COMMUNICATIONS INC.
FRP
– –
-10,933
Closed –
MECA
3419
DELISTED
MAGNA ENTMT CORP SUB VTG CL A NEW (DE)
MECA
$0 ﹤0.01%
+1
New –
DNY
3420
DELISTED
DONNELLEY R R & SONS CO
DNY
– –
-1,070,993
Closed -$18.1M
133 134 135 136
137

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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.