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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
EE
951
DELISTED
El Paso Electric Company
EE
$8.9M 0.01%
190,202
+39,736
+26% +$1.85M
JBTM
952
JBT Marel
JBTM
$7.14B
$8.89M 0.01%
125,992
+8,120
+7% +$543K
ABEV icon
953
Ambev
ABEV
$47.3B
$8.87M 0.01%
1,456,866
-3,200,191
-69% -$19.1M
SKT icon
954
Tanger
SKT
$4.82B
$8.87M 0.01%
227,692
+1,255
+0.6% +$50.7K
APOG icon
955
Apogee Enterprises
APOG
$850M
$8.87M 0.01%
198,442
-5,128
-3% -$239K
PLCE icon
956
Children's Place
PLCE
$53.6M
$8.86M 0.01%
110,965
-35,538
-24% -$2.93M
NRF
957
DELISTED
NorthStar Realty Finance Corp.
NRF
$8.84M 0.01%
671,276
+317,441
+90% +$4.1M
PDM
958
Piedmont Realty Trust
PDM
$1.22B
$8.82M 0.01%
405,126
+33,370
+9% +$717K
FLG
959
Flagstar Bank National Association
FLG
$5.77B
$8.81M 0.01%
206,288
-1,080
-0.5% -$47.5K
NMR icon
960
Nomura Holdings
NMR
$28.7B
$8.77M 0.01%
1,969,981
+374,096
+23% +$1.62M
AWI icon
961
Armstrong World Industries
AWI
$6.86B
$8.76M 0.01%
212,064
+2,943
+1% +$123K
SCM
962
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$8.73M 0.01%
182,944
+19,533
+12% +$933K
CPT icon
963
Camden Property Trust
CPT
$11.3B
$8.73M 0.01%
104,205
+849
+0.8% +$74.3K
REG icon
964
Regency Centers
REG
$15B
$8.72M 0.01%
112,542
+1,885
+2% +$152K
ENDP
965
DELISTED
Endo International plc
ENDP
$8.71M 0.01%
432,382
+238,892
+123% +$4.75M
HCSG icon
966
Healthcare Services Group
HCSG
$1.56B
$8.68M 0.01%
219,388
+39,199
+22% +$1.54M
RPM icon
967
RPM International
RPM
$13.7B
$8.67M 0.01%
161,331
-5,001
-3% -$265K
LXP icon
968
LXP Industrial Trust
LXP
$3.53B
$8.66M 0.01%
168,247
+15,757
+10% +$831K
CSRA
969
DELISTED
CSRA Inc.
CSRA
$8.64M 0.01%
321,280
+14,663
+5% +$379K
ABM icon
970
ABM Industries
ABM
$2.8B
$8.63M 0.01%
217,516
-12,209
-5% -$464K
VSH icon
971
Vishay Intertechnology
VSH
$5.86B
$8.63M 0.01%
612,501
-44,500
-7% -$599K
BGS icon
972
B&G Foods
BGS
$285M
$8.62M 0.01%
175,336
-23,308
-12% -$1.12M
GRPN icon
973
Groupon
GRPN
$980M
$8.62M 0.01%
83,696
-163
-0.2% -$15.9K
LAD icon
974
Lithia Motors
LAD
$7.78B
$8.6M 0.01%
89,988
+34,249
+61% +$2.88M
CORE
975
DELISTED
Core Mark Holding Co., Inc.
CORE
$8.6M 0.01%
240,120
-3,768
-2% -$162K
37 38
39
40 41

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MCM
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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.