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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
OLED icon
2601
Universal Display
OLED
$3.71B
$736K ﹤0.01%
13,256
+233
+2% +$14.8K
PRTA icon
2602
Prothena Corp
PRTA
$464M
$736K ﹤0.01%
12,267
+4,861
+66% +$261K
OPCH icon
2603
Option Care Health
OPCH
$3.43B
$734K ﹤0.01%
63,500
-4,561
-7% -$49.2K
MDLY
2604
DELISTED
Medley Management Inc
MDLY
$734K ﹤0.01%
8,724
+1,559
+22% +$116K
HIFR
2605
DELISTED
InfraREIT, Inc.
HIFR
$733K ﹤0.01%
40,407
+9,588
+31% +$173K
CZR icon
2606
Caesars Entertainment
CZR
$6.11B
$732K ﹤0.01%
52,085
+4,053
+8% +$58.2K
OLP
2607
One Liberty Properties
OLP
$547M
$730K ﹤0.01%
30,220
+746
+3% +$18.3K
ZVO
2608
DELISTED
Zovio Inc. Common Stock
ZVO
$730K ﹤0.01%
106,289
-7,692
-7% -$56.3K
MHO icon
2609
M/I Homes
MHO
$3.84B
$728K ﹤0.01%
30,873
+2,219
+8% +$49.1K
AIMT
2610
DELISTED
Aimmune Therapeutics
AIMT
$728K ﹤0.01%
48,546
+276
+0.6% +$3.73K
SYNT
2611
DELISTED
Syntel Inc
SYNT
$726K ﹤0.01%
17,334
-8,423
-33% -$377K
AOI
2612
DELISTED
Alliance One International
AOI
$725K ﹤0.01%
37,893
-315
-0.8% -$6.02K
FLXS icon
2613
Flexsteel Industries
FLXS
$306M
$723K ﹤0.01%
13,978
-1,139
-8% -$51.6K
CHU
2614
DELISTED
China Unicom (HONG KONG) Limited
CHU
$721K ﹤0.01%
59,214
+13,146
+29% +$146K
BSET icon
2615
Bassett Furniture
BSET
$168M
$718K ﹤0.01%
30,887
-6,209
-17% -$157K
ADAM
2616
Adamas Trust
ADAM
$790M
$718K ﹤0.01%
29,815
+12,058
+68% +$298K
CDZI icon
2617
Cadiz
CDZI
$258M
$717K ﹤0.01%
96,700
– –
NNBR icon
2618
NN Inc
NNBR
$274M
$717K ﹤0.01%
+39,299
New +$662K
PHI icon
2619
PLDT
PHI
$4.3B
$716K ﹤0.01%
20,081
-22,747
-53% -$918K
SUBC
2620
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$716K ﹤0.01%
66,299
+19,389
+41% +$209K
REGI
2621
DELISTED
Renewable Energy Group, Inc.
REGI
$716K ﹤0.01%
84,555
-37,011
-30% -$327K
WEB
2622
DELISTED
Web.com Group, Inc.
WEB
$709K ﹤0.01%
41,045
-12,013
-23% -$215K
CTS icon
2623
CTS Corp
CTS
$1.69B
$701K ﹤0.01%
37,702
-9,063
-19% -$171K
ENOC
2624
DELISTED
EnerNOC, Inc.
ENOC
$701K ﹤0.01%
129,553
-15,817
-11% -$96.1K
CRAI icon
2625
CRA International
CRAI
$1.1B
$700K ﹤0.01%
26,310
-2,100
-7% -$56K
103 104
105
106 107

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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.