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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
ECHO
1626
EchoStar
ECHO
$25.1B
$3.57M 0.01%
100,561
+1,663
+2% +$52.7K
AF
1627
DELISTED
Astoria Financial Corporation
AF
$3.57M 0.01%
244,641
+3,948
+2% +$58.9K
RSX
1628
DELISTED
VanEck Russia ETF
RSX
$3.56M 0.01%
189,950
-47,000
-20% -$861K
ATHN
1629
DELISTED
Athenahealth, Inc.
ATHN
$3.56M 0.01%
28,208
-531
-2% -$67.5K
NAV
1630
DELISTED
Navistar International
NAV
$3.56M 0.01%
155,401
-182,420
-54% -$2.78M
SYNH
1631
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$3.56M 0.01%
79,769
+16,732
+27% +$726K
TEAM icon
1632
Atlassian
TEAM
$24.3B
$3.55M 0.01%
118,437
+42,422
+56% +$1.24M
AUO
1633
DELISTED
AU Optronics Corp
AUO
$3.55M 0.01%
971,972
-140,968
-13% -$540K
HUBS icon
1634
HubSpot
HUBS
$11.4B
$3.55M 0.01%
61,553
-5,275
-8% -$286K
INN
1635
Summit Hotel Properties
INN
$748M
$3.54M 0.01%
269,319
+8,535
+3% +$118K
LTC
1636
LTC Properties
LTC
$2.15B
$3.54M 0.01%
68,163
+2,990
+5% +$156K
HMSY
1637
DELISTED
HMS Holdings Corp.
HMSY
$3.51M 0.01%
158,401
-16,249
-9% -$342K
MINI
1638
DELISTED
Mobile Mini Inc
MINI
$3.51M 0.01%
116,253
-9,403
-7% -$298K
BRKL
1639
DELISTED
Brookline Bancorp
BRKL
$3.51M 0.01%
287,692
+12,112
+4% +$141K
SMTC icon
1640
Semtech
SMTC
$11.3B
$3.5M 0.01%
126,369
+917
+0.7% +$23.6K
RDUS
1641
DELISTED
Radius Recycling
RDUS
$3.5M 0.01%
167,521
+30,134
+22% +$574K
KAI icon
1642
Kadant
KAI
$3.69B
$3.5M 0.01%
67,146
-255
-0.4% -$13.6K
MBI icon
1643
MBIA
MBI
$282M
$3.49M 0.01%
447,751
+177,245
+66% +$1.39M
ARI
1644
Apollo Commercial Real Estate
ARI
$876M
$3.49M 0.01%
212,975
+70,131
+49% +$1.15M
HQY icon
1645
HealthEquity
HQY
$8.28B
$3.48M 0.01%
91,916
+1,698
+2% +$53.8K
WLK icon
1646
Westlake Corp
WLK
$9.27B
$3.48M 0.01%
65,022
-1,589
-2% -$76.7K
WST icon
1647
West Pharmaceutical
WST
$23.3B
$3.48M 0.01%
46,703
+2,750
+6% +$218K
IWF icon
1648
iShares Russell 1000 Growth ETF
IWF
$120B
$3.48M 0.01%
133,436
-7,889,716
-98% -$205M
LTRPA
1649
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$3.48M 0.01%
159,042
-21,340
-12% -$466K
WSTC
1650
DELISTED
West Corporation
WSTC
$3.46M 0.01%
156,889
+20,676
+15% +$463K
64 65
66
67 68

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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.