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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
EXA
2376
DELISTED
EXA Corporation
EXA
$1.14M ﹤0.01%
71,051
+3,504
+5% +$52.7K
SMCI icon
2377
Super Micro Computer
SMCI
$19.3B
$1.14M ﹤0.01%
485,980
+83,960
+21% +$187K
AGIO icon
2378
Agios Pharmaceuticals
AGIO
$2.2B
$1.14M ﹤0.01%
21,483
-1,432
-6% -$62.4K
SAGE
2379
DELISTED
Sage Therapeutics
SAGE
$1.13M ﹤0.01%
24,515
+6,829
+39% +$278K
BV
2380
DELISTED
Bazaarvoice, Inc.
BV
$1.12M ﹤0.01%
190,146
+168,268
+769% +$743K
OPB
2381
DELISTED
Opus Bank Common Stock
OPB
$1.12M ﹤0.01%
31,667
-6,288
-17% -$215K
LABL
2382
DELISTED
Multi-Color Corp
LABL
$1.12M ﹤0.01%
16,932
-43
-0.3% -$2.83K
BEL
2383
DELISTED
Belmond Ltd.
BEL
$1.11M ﹤0.01%
87,367
+8,616
+11% +$98.2K
KNM
2384
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.11M ﹤0.01%
28,421
-716
-2% -$27.9K
TAHO
2385
DELISTED
Tahoe Resources Inc
TAHO
$1.1M ﹤0.01%
86,126
+25,109
+41% +$372K
FRME icon
2386
First Merchants
FRME
$2.69B
$1.1M ﹤0.01%
41,041
+1,289
+3% +$34.1K
MWA icon
2387
Mueller Water Products
MWA
$3.94B
$1.09M ﹤0.01%
87,246
+13,346
+18% +$160K
SPWR
2388
DELISTED
SunPower Corporation Common Stock
SPWR
$1.09M ﹤0.01%
187,158
+78,060
+72% +$606K
ERII icon
2389
Energy Recovery
ERII
$439M
$1.09M ﹤0.01%
+68,311
New +$831K
NWLI
2390
DELISTED
National Western Life Group, Inc. Class A
NWLI
$1.09M ﹤0.01%
5,317
-217
-4% -$42.7K
STT.PRE.CL
2391
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$1.09M ﹤0.01%
40,701
+1,151
+3% +$31.9K
C.PRK
2392
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$1.09M ﹤0.01%
37,835
+1,015
+3% +$29.7K
CBD
2393
DELISTED
Companhia Brasileira de Distribuicao
CBD
$1.09M ﹤0.01%
66,253
-28,033
-30% -$447K
CFNL
2394
DELISTED
Cardinal Financial Corp
CFNL
$1.08M ﹤0.01%
41,593
+698
+2% +$17.5K
ENT
2395
DELISTED
Global Eagle Entertainment Inc.
ENT
$1.08M ﹤0.01%
5,216
-2,631
-34% -$537K
MDXG icon
2396
MiMedx Group
MDXG
$635M
$1.08M ﹤0.01%
126,224
+58,836
+87% +$466K
LION
2397
DELISTED
Fidelity Southern Corporation
LION
$1.08M ﹤0.01%
58,872
-6,989
-11% -$121K
EMWP
2398
DELISTED
Eros Media World PLC
EMWP
$1.08M ﹤0.01%
3,530
-946
-21% -$324K
KBAL
2399
DELISTED
Kimball International
KBAL
$1.08M ﹤0.01%
83,565
-13,390
-14% -$163K
STRL icon
2400
Sterling Infrastructure
STRL
$19.5B
$1.08M ﹤0.01%
139,528
-1,892
-1% -$12K
94 95
96
97 98

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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.