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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
VEEV icon
1651
Veeva Systems
VEEV
$31.6B
$3.45M 0.01%
83,638
-13,694
-14% -$531K
RDY icon
1652
Dr. Reddy's Laboratories
RDY
$9.8B
$3.45M 0.01%
371,865
-252,290
-40% -$2.41M
SUM
1653
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$3.43M 0.01%
192,816
+7,886
+4% +$153K
APOL
1654
DELISTED
Apollo Education Group Inc Class A
APOL
$3.41M 0.01%
428,691
-84,331
-16% -$733K
GRA
1655
DELISTED
W.R. Grace & Co.
GRA
$3.41M 0.01%
46,176
-3,039
-6% -$229K
VISN
1656
Vistance Networks Inc
VISN
$2.67B
$3.4M 0.01%
112,990
+47,282
+72% +$1.43M
NBIS
1657
Nebius Group N.V.
NBIS
$47.7B
$3.4M 0.01%
161,500
-2,196,057
-93% -$47.8M
WLH
1658
DELISTED
WILLIAM LYON HOMES
WLH
$3.4M 0.01%
183,098
+92,098
+101% +$1.56M
VONV icon
1659
Vanguard Russell 1000 Value ETF
VONV
$20.5B
$3.39M 0.01%
+73,362
New +$3.38M
HOPE icon
1660
Hope Bancorp
HOPE
$1.77B
$3.39M 0.01%
195,035
+108,542
+125% +$1.76M
ROL icon
1661
Rollins
ROL
$18.8B
$3.38M 0.01%
260,010
+3,852
+2% +$49K
ERF
1662
DELISTED
Enerplus Corporation
ERF
$3.38M 0.01%
527,803
+46,786
+10% +$306K
TDW icon
1663
Tidewater
TDW
$3.91B
$3.38M 0.01%
37,163
+3,301
+10% +$393K
TCBI icon
1664
Texas Capital Bancshares
TCBI
$4.28B
$3.38M 0.01%
61,510
+6,523
+12% +$329K
GTY
1665
Getty Realty Corp
GTY
$2.12B
$3.38M 0.01%
141,084
+13,078
+10% +$303K
TRIB
1666
Trinity Biotech
TRIB
$6.18M
$3.38M 0.01%
1,702
– –
CNMD icon
1667
CONMED
CNMD
$1.31B
$3.37M 0.01%
84,193
+670
+0.8% +$28.4K
SWBI icon
1668
Smith & Wesson
SWBI
$666M
$3.36M 0.01%
164,181
-14,615
-8% -$320K
TNC icon
1669
Tennant Co
TNC
$1.48B
$3.36M 0.01%
51,785
-1,423
-3% -$88.1K
FDC
1670
DELISTED
First Data Corporation
FDC
$3.35M 0.01%
254,520
+99,809
+65% +$1.29M
MMSI icon
1671
Merit Medical Systems
MMSI
$4.54B
$3.35M 0.01%
137,823
+1,218
+0.9% +$28.1K
TNET icon
1672
TriNet
TNET
$2.94B
$3.34M 0.01%
154,520
-4,464
-3% -$95.1K
MTX icon
1673
Minerals Technologies
MTX
$2.29B
$3.34M 0.01%
47,267
+293
+0.6% +$19.6K
STL
1674
DELISTED
Sterling Bancorp
STL
$3.33M 0.01%
190,060
+4,932
+3% +$83.9K
BXMT icon
1675
Blackstone Mortgage Trust
BXMT
$2.8B
$3.31M 0.01%
112,213
+13,597
+14% +$394K
65 66
67
68 69

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MCM
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PSUF
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IA
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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.