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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
RPAI
1751
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$3.03M ﹤0.01%
180,325
-31,304
-15% -$533K
FMSA
1752
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$3.03M ﹤0.01%
356,959
-97,749
-21% -$726K
WGL
1753
DELISTED
Wgl Holdings
WGL
$3.02M ﹤0.01%
48,242
-13,788
-22% -$917K
MAGN
1754
Magnera Corp
MAGN
$490M
$3.02M ﹤0.01%
10,717
+925
+9% +$257K
POWI icon
1755
Power Integrations
POWI
$3.53B
$3.02M ﹤0.01%
95,682
+1,690
+2% +$48K
IDTI
1756
DELISTED
Integrated Device Technology I
IDTI
$3.01M ﹤0.01%
130,434
+5,203
+4% +$107K
LFCR icon
1757
Lifecore Biomedical
LFCR
$163M
$3.01M ﹤0.01%
224,541
-15,262
-6% -$185K
IGIB icon
1758
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3M ﹤0.01%
53,948
-32
-0.1% -$1.78K
TRU icon
1759
TransUnion
TRU
$14.9B
$3M ﹤0.01%
87,013
+64,123
+280% +$2.15M
BRO icon
1760
Brown & Brown
BRO
$23.6B
$3M ﹤0.01%
159,046
+3,924
+3% +$72.6K
UEIC icon
1761
Universal Electronics
UEIC
$57.6M
$3M ﹤0.01%
40,269
+2,805
+7% +$211K
FM
1762
DELISTED
iShares Frontier and Select EM ETF
FM
$3M ﹤0.01%
116,734
-6,934
-6% -$173K
UIS icon
1763
Unisys
UIS
$245M
$3M ﹤0.01%
307,465
+92,036
+43% +$854K
CCP
1764
DELISTED
Care Capital Properties, Inc.
CCP
$2.99M ﹤0.01%
104,948
+17,952
+21% +$520K
ESRT icon
1765
Empire State Realty Trust
ESRT
$969M
$2.99M ﹤0.01%
142,612
+32,876
+30% +$680K
FRPT icon
1766
Freshpet
FRPT
$2.92B
$2.99M ﹤0.01%
345,364
-1,093
-0.3% -$10.8K
SITE icon
1767
SiteOne Landscape Supply
SITE
$4.49B
$2.98M ﹤0.01%
83,032
-24,704
-23% -$933K
FNFV
1768
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$2.98M ﹤0.01%
238,767
+2,823
+1% +$34.8K
NAVG
1769
DELISTED
Navigators Group Inc
NAVG
$2.98M ﹤0.01%
61,424
+1,230
+2% +$57K
PRK icon
1770
Park National Corp
PRK
$3.43B
$2.98M ﹤0.01%
30,989
+297
+1% +$27.7K
COTY icon
1771
Coty
COTY
$2.39B
$2.97M ﹤0.01%
126,518
-19,004
-13% -$502K
ARR
1772
Armour Residential REIT
ARR
$2.01B
$2.96M ﹤0.01%
26,295
-51
-0.2% -$5.56K
FFG
1773
DELISTED
FBL Financial Group
FFG
$2.96M ﹤0.01%
46,233
-2,853
-6% -$180K
NPKI
1774
NPK International
NPKI
$1.19B
$2.96M ﹤0.01%
401,784
+12,745
+3% +$84.2K
TAST
1775
DELISTED
Carrols Restaurant Group, Inc.
TAST
$2.95M ﹤0.01%
223,201
-33,899
-13% -$438K
69 70
71
72 73

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MCM
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PSUF
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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.