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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
VRE
926
DELISTED
Veris Residential
VRE
$9.17M 0.01%
337,004
+101,439
+43% +$2.81M
NXST icon
927
Nexstar Media Group
NXST
$5.6B
$9.16M 0.01%
158,676
+29,259
+23% +$1.54M
HUBB icon
928
Hubbell
HUBB
$25.7B
$9.15M 0.01%
84,917
+8,700
+11% +$924K
POOL icon
929
Pool Corp
POOL
$6.7B
$9.13M 0.01%
96,577
-10,924
-10% -$1.07M
AMD icon
930
Advanced Micro Devices
AMD
$851B
$9.12M 0.01%
1,320,028
+181,640
+16% +$1.16M
TCF
931
DELISTED
TCF Financial Corporation
TCF
$9.12M 0.01%
628,218
+67,966
+12% +$942K
SRPT icon
932
Sarepta Therapeutics
SRPT
$1.66B
$9.1M 0.01%
148,157
+11,884
+9% +$359K
MKSI icon
933
MKS Inc
MKSI
$22.2B
$9.07M 0.01%
182,483
+41,645
+30% +$1.96M
TXRH icon
934
Texas Roadhouse
TXRH
$12.7B
$9.07M 0.01%
232,322
-58,644
-20% -$2.62M
OGE icon
935
OGE Energy
OGE
$10.3B
$9.07M 0.01%
286,757
-29,276
-9% -$927K
ISBC
936
DELISTED
Investors Bancorp, Inc.
ISBC
$9.07M 0.01%
754,941
-26,979
-3% -$313K
PUB
937
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$9.06M 0.01%
480,322
+29,634
+7% +$559K
RACE icon
938
Ferrari
RACE
$63.3B
$9.06M 0.01%
174,711
+17,378
+11% +$809K
WBD icon
939
Warner Bros
WBD
$64.6B
$9.03M 0.01%
335,409
-21,442
-6% -$550K
GEF icon
940
Greif
GEF
$4.47B
$9.01M 0.01%
181,746
+24,284
+15% +$1.04M
HDS
941
DELISTED
HD Supply Holdings, Inc.
HDS
$9.01M 0.01%
281,637
-77,043
-21% -$2.67M
CNK icon
942
Cinemark Holdings
CNK
$3.82B
$9M 0.01%
235,212
+35,956
+18% +$1.36M
WCG
943
DELISTED
Wellcare Health Plans, Inc.
WCG
$9M 0.01%
76,870
-893
-1% -$99.8K
RDN icon
944
Radian Group
RDN
$5.14B
$9M 0.01%
664,086
+157,609
+31% +$2.03M
WPX
945
DELISTED
WPX Energy, Inc.
WPX
$9M 0.01%
682,063
+184,200
+37% +$2.05M
FRGI
946
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$8.99M 0.01%
374,573
+76,148
+26% +$1.84M
AMCR
947
DELISTED
AMCOR LTD ADR
AMCR
$8.96M 0.01%
191,869
+1,324
+0.7% +$61.9K
RITM icon
948
Rithm Capital
RITM
$5.09B
$8.94M 0.01%
647,246
-8,524
-1% -$119K
CVLT icon
949
Commault Systems
CVLT
$5.89B
$8.91M 0.01%
167,791
+1,102
+0.7% +$55.4K
MELI icon
950
Mercado Libre
MELI
$91.3B
$8.9M 0.01%
48,116
-103,677
-68% -$17.2M
36 37
38
39 40

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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.