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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
AMSG
851
DELISTED
Amsurg Corp
AMSG
$10.3M 0.02%
153,953
+240
+0.2% +$16.8K
ISIL
852
DELISTED
Intersil Corp
ISIL
$10.3M 0.02%
470,629
-68,916
-13% -$1.19M
SIGI icon
853
Selective Insurance
SIGI
$5.74B
$10.3M 0.02%
258,352
-14,838
-5% -$583K
BX icon
854
Blackstone
BX
$104B
$10.2M 0.02%
400,900
-66,980
-14% -$1.77M
EQC
855
DELISTED
Equity Commonwealth
EQC
$10.2M 0.02%
338,516
+26,257
+8% +$793K
RAX
856
DELISTED
Rackspace Hosting Inc
RAX
$10.2M 0.02%
322,381
-490
-0.2% -$13.5K
AHL
857
DELISTED
ASPEN Insurance Holding Limited
AHL
$10.2M 0.02%
219,150
-70,490
-24% -$3.21M
FBIN icon
858
Fortune Brands Innovations
FBIN
$6.12B
$10.2M 0.02%
205,363
+3,289
+2% +$172K
CAR icon
859
Avis
CAR
$5.63B
$10.2M 0.02%
297,713
+121,598
+69% +$4.4M
ALOG
860
DELISTED
Analogic Corp
ALOG
$10.1M 0.02%
114,251
-15,650
-12% -$1.36M
VVC
861
DELISTED
Vectren Corporation
VVC
$10.1M 0.02%
200,700
+31,813
+19% +$1.61M
RY icon
862
Royal Bank of Canada
RY
$291B
$10M 0.02%
162,122
-40,673
-20% -$2.5M
PC
863
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$10M 0.02%
1,004,220
+111,383
+12% +$1.11M
CAVM
864
DELISTED
Cavium, Inc.
CAVM
$10M 0.02%
172,444
+5,269
+3% +$264K
JOY
865
DELISTED
Joy Global Inc
JOY
$10M 0.02%
360,346
+86,063
+31% +$2.28M
WIN
866
DELISTED
Windstream Holdings Inc
WIN
$9.98M 0.02%
198,519
+60,572
+44% +$2.77M
IDCC icon
867
InterDigital
IDCC
$6.68B
$9.97M 0.02%
125,840
-29,380
-19% -$1.96M
MGM icon
868
MGM Resorts International
MGM
$11.7B
$9.96M 0.02%
382,837
+13,398
+4% +$325K
THO icon
869
Thor Industries
THO
$3.99B
$9.96M 0.01%
117,622
+5,425
+5% +$421K
TLS
870
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$9.93M 0.01%
496,015
-11,947
-2% -$239K
BMS
871
DELISTED
Bemis
BMS
$9.92M 0.01%
194,478
-38,276
-16% -$1.97M
VAC icon
872
Marriott Vacations Worldwide
VAC
$3.24B
$9.91M 0.01%
135,184
-12,491
-8% -$927K
VGR
873
DELISTED
Vector Group Ltd.
VGR
$9.9M 0.01%
750,545
+11,496
+2% +$150K
WAIR
874
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$9.89M 0.01%
736,168
-143,216
-16% -$1.94M
TDS icon
875
Telephone and Data Systems
TDS
$3.91B
$9.87M 0.01%
363,018
+21,140
+6% +$616K
33 34
35
36 37

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MCM
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PSUF
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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.