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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
IWP icon
2751
iShares Russell Mid-Cap Growth ETF
IWP
$20B
$542K ﹤0.01%
11,124
-108,528
-91% -$5.26M
BKI
2752
DELISTED
Black Knight, Inc. Common Stock
BKI
$541K ﹤0.01%
13,230
+4,382
+50% +$172K
QLYS icon
2753
Qualys
QLYS
$4.84B
$540K ﹤0.01%
14,137
-8,955
-39% -$300K
LADR
2754
Ladder Capital
LADR
$1.25B
$538K ﹤0.01%
40,948
+4,908
+14% +$63.2K
MGPI icon
2755
MGP Ingredients
MGPI
$378M
$538K ﹤0.01%
13,280
-672
-5% -$26K
BMCH
2756
DELISTED
BMC Stock Holdings, Inc
BMCH
$538K ﹤0.01%
30,337
+3,001
+11% +$58.5K
LAYN
2757
DELISTED
Layne Christensen Co
LAYN
$537K ﹤0.01%
63,127
-6,933
-10% -$59.3K
PSTB
2758
DELISTED
Park Sterling Corp.
PSTB
$533K ﹤0.01%
65,680
+10,453
+19% +$83K
FBNK
2759
DELISTED
First Connecticut Bancorp, Inc
FBNK
$531K ﹤0.01%
29,847
+1,379
+5% +$23.5K
WHG icon
2760
Westwood Holdings Group
WHG
$182M
$529K ﹤0.01%
9,968
-2,242
-18% -$117K
IJR icon
2761
iShares Core S&P Small-Cap ETF
IJR
$109B
$528K ﹤0.01%
8,506
-440
-5% -$26.9K
BFIN
2762
DELISTED
BankFinancial
BFIN
$525K ﹤0.01%
41,330
-1,595
-4% -$19.8K
FWONA icon
2763
Liberty Media Series A
FWONA
$22.3B
$523K ﹤0.01%
19,067
-21,565
-53% -$473K
IRT icon
2764
Independence Realty Trust
IRT
$3.92B
$523K ﹤0.01%
58,156
-150
-0.3% -$1.4K
SMI
2765
DELISTED
Semiconductor Manufacturing Intl
SMI
$522K ﹤0.01%
93,752
-28,603
-23% -$139K
FNBC
2766
DELISTED
First NBC Bank Holding Company
FNBC
$521K ﹤0.01%
55,153
+5,936
+12% +$86.2K
COHU icon
2767
Cohu
COHU
$2.39B
$518K ﹤0.01%
44,153
-13,451
-23% -$149K
FSAM
2768
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$518K ﹤0.01%
94,096
+10,944
+13% +$53.7K
PGEM
2769
DELISTED
Ply Gem Holdings, Inc.
PGEM
$516K ﹤0.01%
38,610
-13,495
-26% -$195K
QSR icon
2770
Restaurant Brands International
QSR
$25.1B
$515K ﹤0.01%
11,550
+527
+5% +$23.9K
LNW
2771
DELISTED
Light & Wonder
LNW
$514K ﹤0.01%
45,618
+5,711
+14% +$56K
NVDQ
2772
DELISTED
Novadaq Technologies Inc.
NVDQ
$513K ﹤0.01%
44,302
+13,848
+45% +$150K
CSII
2773
DELISTED
Cardiovascular Systems, Inc.
CSII
$512K ﹤0.01%
21,570
+3,028
+16% +$66.3K
NS
2774
DELISTED
NuStar Energy L.P.
NS
$511K ﹤0.01%
10,312
– –
PHX
2775
DELISTED
PHX Minerals
PHX
$510K ﹤0.01%
29,099
-239
-0.8% -$4.04K
109 110
111
112 113

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AF
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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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ACI
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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.