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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
HOMB icon
2026
Home BancShares
HOMB
$6.21B
$2.02M ﹤0.01%
96,825
-31,272
-24% -$672K
TPH
2027
DELISTED
Tri Pointe Homes
TPH
$2.01M ﹤0.01%
152,449
+8,269
+6% +$109K
GS.PRJ
2028
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$2.01M ﹤0.01%
74,845
+2,134
+3% +$57.3K
RARE icon
2029
Ultragenyx Pharmaceutical
RARE
$2.65B
$2M ﹤0.01%
28,202
+5,421
+24% +$346K
SRCE icon
2030
1st Source
SRCE
$2.09B
$2M ﹤0.01%
56,013
-2,936
-5% -$101K
AEPI
2031
DELISTED
AEP Industries Inc
AEPI
$2M ﹤0.01%
18,263
-1,977
-10% -$185K
TAL icon
2032
TAL Education Group
TAL
$5.86B
$2M ﹤0.01%
169,080
-5,094
-3% -$53.7K
USNA icon
2033
Usana Health Sciences
USNA
$412M
$2M ﹤0.01%
28,838
-1,728
-6% -$114K
GEOS icon
2034
Geospace Technologies
GEOS
$90M
$1.99M ﹤0.01%
101,939
-18,838
-16% -$325K
QQQ icon
2035
Invesco QQQ Trust
QQQ
$449B
$1.98M ﹤0.01%
16,700
-17,351
-51% -$2M
COKE icon
2036
Coca-Cola Consolidated
COKE
$12.4B
$1.98M ﹤0.01%
133,600
-39,860
-23% -$590K
SCOR icon
2037
Comscore
SCOR
$107M
$1.98M ﹤0.01%
3,228
+785
+32% +$445K
STMP
2038
DELISTED
Stamps.com, Inc.
STMP
$1.98M ﹤0.01%
20,936
-478
-2% -$41.4K
SWC
2039
DELISTED
Stillwater Mining Co
SWC
$1.97M ﹤0.01%
147,584
+26,331
+22% +$354K
AVTA
2040
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.96M ﹤0.01%
175,150
-4,838
-3% -$53.7K
RATE
2041
DELISTED
Bankrate Inc
RATE
$1.96M ﹤0.01%
231,288
+17,669
+8% +$141K
SHEN icon
2042
Shenandoah Telecom
SHEN
$637M
$1.95M ﹤0.01%
71,793
-17,636
-20% -$566K
OCFC icon
2043
OceanFirst Financial
OCFC
$1.7B
$1.95M ﹤0.01%
101,260
+2,441
+2% +$46.5K
VRTV
2044
DELISTED
VERITIV CORPORATION
VRTV
$1.95M ﹤0.01%
38,868
-11,679
-23% -$540K
SMP icon
2045
Standard Motor Products
SMP
$867M
$1.95M ﹤0.01%
40,770
-8,456
-17% -$368K
LYV icon
2046
Live Nation Entertainment
LYV
$41.7B
$1.94M ﹤0.01%
70,688
-24,378
-26% -$636K
LRN icon
2047
Stride
LRN
$3.83B
$1.94M ﹤0.01%
135,314
-17,272
-11% -$220K
SDRL
2048
DELISTED
Seadrill Limited Common Stock
SDRL
$1.94M ﹤0.01%
3,058
+914
+43% +$656K
PNC.PRP
2049
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.94M ﹤0.01%
66,435
+1,880
+3% +$56.6K
SRG
2050
Seritage Growth Properties
SRG
$133M
$1.94M ﹤0.01%
38,229
+3,379
+10% +$163K
80 81
82
83 84

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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.