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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
PRIM icon
2426
Primoris Services
PRIM
$4.55B
$1.04M ﹤0.01%
50,594
-76,565
-60% -$1.44M
JPM.PRD.CL
2427
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$1.04M ﹤0.01%
40,307
+1,096
+3% +$28.5K
WFC.PRJ.CL
2428
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$1.04M ﹤0.01%
38,530
+1,082
+3% +$29.9K
MCHB
2429
Mechanics Bancorp
MCHB
$3.46B
$1.04M ﹤0.01%
41,518
-4,260
-9% -$100K
INST
2430
DELISTED
Instructure, Inc.
INST
$1.04M ﹤0.01%
+41,003
New +$945K
BOLD
2431
DELISTED
Audentes Therapeutics, Inc
BOLD
$1.04M ﹤0.01%
+58,416
New +$887K
BLOX
2432
DELISTED
Infoblox Inc
BLOX
$1.04M ﹤0.01%
39,398
-162,647
-81% -$3.42M
SSTK icon
2433
Shutterstock
SSTK
$216M
$1.03M ﹤0.01%
16,241
-1,877
-10% -$108K
AEM icon
2434
Agnico Eagle Mines
AEM
$72.8B
$1.03M ﹤0.01%
19,004
+1,265
+7% +$69.7K
MUB icon
2435
iShares National Muni Bond ETF
MUB
$45.2B
$1.03M ﹤0.01%
9,132
-1,132
-11% -$128K
BSV icon
2436
Vanguard Short-Term Bond ETF
BSV
$44.6B
$1.03M ﹤0.01%
12,720
+873
+7% +$70.6K
CRD.B icon
2437
Crawford & Co Class B
CRD.B
$496M
$1.03M ﹤0.01%
90,570
-14,021
-13% -$154K
HCOM
2438
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
$1.03M ﹤0.01%
45,828
+466
+1% +$10.4K
AMU
2439
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$1.02M ﹤0.01%
51,720
-3,630
-7% -$71.8K
FDML
2440
DELISTED
Federal-Mogul Holdings Corporation
FDML
$1.02M ﹤0.01%
106,613
-148
-0.1% -$1.35K
SCLN
2441
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$1.02M ﹤0.01%
99,917
-24,351
-20% -$265K
AUD
2442
DELISTED
Audacy, Inc.
AUD
$1.02M ﹤0.01%
78,958
-5,249
-6% -$72K
FCB
2443
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.02M ﹤0.01%
26,559
+3,609
+16% +$133K
BCH icon
2444
Banco de Chile
BCH
$21B
$1.02M ﹤0.01%
47,652
-23,967
-33% -$508K
INVA icon
2445
Innoviva
INVA
$1.59B
$1.02M ﹤0.01%
92,494
-1,246
-1% -$14.5K
PES
2446
DELISTED
Pioneer Energy Services Corp.
PES
$1.01M ﹤0.01%
249,817
+2,649
+1% +$9.77K
CUDA
2447
DELISTED
Barracuda Networks, Inc.
CUDA
$1.01M ﹤0.01%
39,549
+929
+2% +$20.4K
W icon
2448
Wayfair
W
$12.2B
$1M ﹤0.01%
25,512
-557
-2% -$22.5K
VRTU
2449
DELISTED
Virtusa Corporation
VRTU
$1M ﹤0.01%
40,696
+12,572
+45% +$322K
SBY
2450
DELISTED
Silver Bay Realty Trust Corp.
SBY
$1M ﹤0.01%
57,047
-4,652
-8% -$85K
96 97
98
99 100

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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.