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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
TI.A
2351
DELISTED
Telecom Italia 10 Svg
TI.A
$1.2M ﹤0.01%
175,744
-44,868
-20% -$307K
THRM icon
2352
Gentherm
THRM
$1.29B
$1.2M ﹤0.01%
38,154
-5,820
-13% -$192K
ORIT
2353
DELISTED
Oritani Financial Corp. New
ORIT
$1.19M ﹤0.01%
75,924
+4,213
+6% +$67.6K
GEK.CL
2354
DELISTED
General Electric Capital Corp.
GEK.CL
$1.19M ﹤0.01%
46,369
+10,912
+31% +$289K
REXR icon
2355
Rexford Industrial Realty
REXR
$8.63B
$1.19M ﹤0.01%
52,039
+11,485
+28% +$254K
ASR icon
2356
Grupo Aeroportuario del Sureste
ASR
$8.06B
$1.19M ﹤0.01%
8,111
-25
-0.3% -$3.82K
ITG
2357
DELISTED
Investment Technology Group Inc
ITG
$1.19M ﹤0.01%
69,329
-5,537
-7% -$91.4K
MGI
2358
DELISTED
MoneyGram International, Inc. New
MGI
$1.19M ﹤0.01%
167,156
-9,972
-6% -$71K
AMPH icon
2359
Amphastar Pharmaceuticals
AMPH
$846M
$1.18M ﹤0.01%
62,233
+4,888
+9% +$88.7K
NX icon
2360
Quanex
NX
$863M
$1.18M ﹤0.01%
68,227
+1,600
+2% +$30.9K
RRGB icon
2361
Red Robin
RRGB
$136M
$1.18M ﹤0.01%
26,164
-2,620
-9% -$128K
MYE icon
2362
Myers Industries
MYE
$1.23B
$1.17M ﹤0.01%
90,372
-2,789
-3% -$39.8K
PACB icon
2363
Pacific Biosciences
PACB
$422M
$1.17M ﹤0.01%
131,022
-27,121
-17% -$227K
NPTN
2364
DELISTED
NEOPHOTONICS CORP
NPTN
$1.17M ﹤0.01%
+71,871
New +$1.01M
EHTH icon
2365
eHealth
EHTH
$43.2M
$1.17M ﹤0.01%
104,599
-6,330
-6% -$74.4K
CCS icon
2366
Century Communities
CCS
$2.03B
$1.17M ﹤0.01%
54,281
+4,743
+10% +$91.7K
UAM
2367
DELISTED
Universal American Corp
UAM
$1.17M ﹤0.01%
152,539
-14,595
-9% -$108K
FSS icon
2368
Federal Signal
FSS
$7.22B
$1.17M ﹤0.01%
87,822
+27,368
+45% +$360K
HF
2369
DELISTED
HFF Inc.
HF
$1.16M ﹤0.01%
41,817
-18,351
-30% -$510K
ARIA
2370
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$1.15M ﹤0.01%
84,296
+11,047
+15% +$111K
RAVN
2371
DELISTED
Raven Industries Inc
RAVN
$1.15M ﹤0.01%
50,074
+2,803
+6% +$60.4K
ICPT
2372
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.15M ﹤0.01%
6,970
+1,355
+24% +$214K
PAY
2373
DELISTED
Verifone Systems Inc
PAY
$1.15M ﹤0.01%
72,816
-11,397
-14% -$207K
ABAX
2374
DELISTED
Abaxis Inc
ABAX
$1.15M ﹤0.01%
22,182
+1,249
+6% +$62.6K
AVD icon
2375
American Vanguard Corp
AVD
$75.2M
$1.14M ﹤0.01%
71,245
-45,694
-39% -$742K
93 94
95
96 97

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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.