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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
ALR
1776
DELISTED
Alere Inc
ALR
$2.95M ﹤0.01%
68,133
-581
-0.8% -$23.7K
NSA
1777
DELISTED
National Storage Affiliates Trust
NSA
$2.94M ﹤0.01%
140,630
+43,164
+44% +$903K
CPE
1778
DELISTED
Callon Petroleum Company
CPE
$2.94M ﹤0.01%
18,730
+9,268
+98% +$1.23M
RGS icon
1779
Regis Corp
RGS
$68.3M
$2.93M ﹤0.01%
11,685
-1,091
-9% -$286K
NBIX icon
1780
Neurocrine Biosciences
NBIX
$17.7B
$2.93M ﹤0.01%
57,830
-12,796
-18% -$637K
MWW
1781
DELISTED
Monster Worldwide Inc
MWW
$2.93M ﹤0.01%
810,711
-31,922
-4% -$102K
MSM icon
1782
MSC Industrial Direct
MSM
$7.07B
$2.92M ﹤0.01%
39,785
-6,651
-14% -$483K
TI
1783
DELISTED
Telecom Italia
TI
$2.92M ﹤0.01%
352,388
+73,848
+27% +$617K
EXP icon
1784
Eagle Materials
EXP
$6.69B
$2.92M ﹤0.01%
37,761
+4,320
+13% +$347K
CPHD
1785
DELISTED
Cepheid Inc
CPHD
$2.91M ﹤0.01%
55,178
+26,384
+92% +$1.05M
GFF icon
1786
Griffon
GFF
$4.28B
$2.91M ﹤0.01%
170,848
-17,960
-10% -$306K
TTSH
1787
DELISTED
Tile Shop Holdings
TTSH
$2.91M ﹤0.01%
175,613
-57,564
-25% -$989K
IBP icon
1788
Installed Building Products
IBP
$6.16B
$2.9M ﹤0.01%
80,952
+63,788
+372% +$2.22M
BRX icon
1789
Brixmor Property Group
BRX
$9.93B
$2.9M ﹤0.01%
104,181
+11,939
+13% +$332K
OMF icon
1790
OneMain Financial
OMF
$7.08B
$2.89M ﹤0.01%
93,485
+12,598
+16% +$363K
DK icon
1791
Delek US
DK
$3.95B
$2.89M ﹤0.01%
167,090
+48,298
+41% +$740K
NYT icon
1792
New York Times
NYT
$11.7B
$2.89M ﹤0.01%
241,629
+46,871
+24% +$594K
ESI icon
1793
Element Solutions
ESI
$9.22B
$2.89M ﹤0.01%
355,847
+118,119
+50% +$1.05M
SBRA icon
1794
Sabra Healthcare REIT
SBRA
$5.65B
$2.89M ﹤0.01%
114,604
+12,958
+13% +$310K
NSP icon
1795
Insperity
NSP
$1.92B
$2.88M ﹤0.01%
79,342
-35,270
-31% -$1.26M
OA
1796
DELISTED
Orbital ATK, Inc.
OA
$2.88M ﹤0.01%
37,784
-3,949
-9% -$315K
TLN
1797
DELISTED
Talen Energy Corporation
TLN
$2.87M ﹤0.01%
207,246
+47,882
+30% +$658K
SNR
1798
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$2.87M ﹤0.01%
248,398
+397
+0.2% +$4.69K
TK icon
1799
Teekay
TK
$974M
$2.86M ﹤0.01%
371,521
-501,657
-57% -$3.49M
GPK icon
1800
Graphic Packaging
GPK
$3.3B
$2.86M ﹤0.01%
204,229
-164,896
-45% -$2.27M
70 71
72
73 74

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MCM
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PSUF
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IA
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SCC
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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.