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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
LGIH icon
2126
LGI Homes
LGIH
$1.4B
$1.72M ﹤0.01%
46,679
+23,989
+106% +$846K
FBC
2127
DELISTED
Flagstar Bancorp, Inc. New
FBC
$1.72M ﹤0.01%
61,996
+23,483
+61% +$635K
TOWR
2128
DELISTED
Tower International, Inc.
TOWR
$1.72M ﹤0.01%
71,338
+468
+0.7% +$10.7K
KFRC icon
2129
Kforce
KFRC
$1.04B
$1.72M ﹤0.01%
83,836
+3,442
+4% +$64.1K
SPSC icon
2130
SPS Commerce
SPSC
$2.41B
$1.71M ﹤0.01%
46,680
+1,734
+4% +$57K
ECOL
2131
DELISTED
US Ecology, Inc.
ECOL
$1.71M ﹤0.01%
38,097
-8,594
-18% -$388K
FTD
2132
DELISTED
FTD Companies, Inc. Common Stock
FTD
$1.71M ﹤0.01%
82,999
-4,395
-5% -$105K
SQBG
2133
DELISTED
Sequential Brands Group, Inc.
SQBG
$1.7M ﹤0.01%
5,309
+84
+2% +$25.6K
VECO icon
2134
Veeco
VECO
$2.96B
$1.7M ﹤0.01%
86,514
+35,743
+70% +$673K
RSTI
2135
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$1.7M ﹤0.01%
52,741
-3,305
-6% -$106K
SEP
2136
DELISTED
Spectra Engy Parters Lp
SEP
$1.69M ﹤0.01%
38,735
-17
-0% -$784
AZZ icon
2137
AZZ Inc
AZZ
$4.47B
$1.69M ﹤0.01%
25,873
+1,125
+5% +$71.9K
SAFE
2138
Safehold
SAFE
$1.19B
$1.69M ﹤0.01%
32,296
+8,947
+38% +$457K
BLUE
2139
DELISTED
bluebird bio
BLUE
$1.68M ﹤0.01%
1,917
+458
+31% +$332K
BSAC icon
2140
Banco Santander Chile
BSAC
$16.2B
$1.68M ﹤0.01%
81,238
-420,807
-84% -$8.79M
VUG icon
2141
Vanguard Growth ETF
VUG
$216B
$1.68M ﹤0.01%
89,520
-4,758
-5% -$88.5K
RMBS icon
2142
Rambus
RMBS
$10.4B
$1.67M ﹤0.01%
133,762
+20,842
+18% +$275K
CVBF icon
2143
CVB Financial
CVBF
$3.97B
$1.67M ﹤0.01%
94,916
+10,835
+13% +$184K
RMR icon
2144
The RMR Group
RMR
$348M
$1.67M ﹤0.01%
43,990
-9,442
-18% -$344K
FFWM
2145
DELISTED
First Foundation Inc
FFWM
$1.67M ﹤0.01%
135,182
+22,840
+20% +$272K
RRTS
2146
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$1.67M ﹤0.01%
8,357
+4,608
+123% +$935K
MOD icon
2147
Modine Manufacturing
MOD
$12.2B
$1.67M ﹤0.01%
140,459
+3,159
+2% +$32.8K
VRNT
2148
DELISTED
Verint Systems
VRNT
$1.66M ﹤0.01%
86,700
+33,544
+63% +$604K
DYN
2149
DELISTED
Dynegy, Inc.
DYN
$1.66M ﹤0.01%
134,085
+37,657
+39% +$534K
RYZ
2150
Ryerson Holding Corp
RYZ
$1.59B
$1.66M ﹤0.01%
146,853
+64,272
+78% +$869K
84 85
86
87 88

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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.