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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
NVEE
2801
DELISTED
NV5 Global
NVEE
$465K ﹤0.01%
57,612
+4,252
+8% +$33.6K
NXRT
2802
NexPoint Residential Trust
NXRT
$665M
$465K ﹤0.01%
23,674
+2,709
+13% +$54K
SRGA
2803
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$464K ﹤0.01%
4,945
+242
+5% +$24.3K
SFUN
2804
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$463K ﹤0.01%
2,061
-316
-13% -$75.6K
GHDX
2805
DELISTED
Genomic Health, Inc.
GHDX
$462K ﹤0.01%
15,986
-3,258
-17% -$90.8K
PSB.PRT.CL
2806
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$462K ﹤0.01%
18,095
+490
+3% +$12.8K
CIVI
2807
DELISTED
Civitas Solutions, Inc.
CIVI
$460K ﹤0.01%
25,173
-12,572
-33% -$249K
SCHW.PRB.CL
2808
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$458K ﹤0.01%
17,391
+500
+3% +$13.3K
TNGO
2809
DELISTED
Tangoe, Inc.
TNGO
$457K ﹤0.01%
55,379
-5,716
-9% -$49.1K
ESLT icon
2810
Elbit Systems
ESLT
$38.4B
$456K ﹤0.01%
4,758
-37
-0.8% -$3.6K
TBPH icon
2811
Theravance Biopharma
TBPH
$874M
$456K ﹤0.01%
12,571
-1,531
-11% -$42.6K
IYR icon
2812
iShares US Real Estate ETF
IYR
$4.59B
$455K ﹤0.01%
5,646
-51
-0.9% -$4.22K
MLR icon
2813
Miller Industries
MLR
$586M
$455K ﹤0.01%
19,961
-241
-1% -$5.22K
OPY icon
2814
Oppenheimer Holdings
OPY
$1.17B
$455K ﹤0.01%
31,812
-9,693
-23% -$151K
BMI icon
2815
Badger Meter
BMI
$3.66B
$454K ﹤0.01%
13,552
+2,094
+18% +$72.3K
ESGR
2816
DELISTED
Enstar Group
ESGR
$451K ﹤0.01%
2,743
+13
+0.5% +$2.14K
BANR icon
2817
Banner Corp
BANR
$2.39B
$450K ﹤0.01%
10,292
+1,161
+13% +$50K
ITCL
2818
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$450K ﹤0.01%
33,774
+968
+3% +$12.6K
JUNO
2819
DELISTED
Juno Therapeutics, Inc.
JUNO
$450K ﹤0.01%
15,004
+2,519
+20% +$78.4K
HRTG icon
2820
Heritage Insurance Holdings
HRTG
$842M
$446K ﹤0.01%
30,956
-11,690
-27% -$154K
BBSI icon
2821
Barrett Business Services
BBSI
$976M
$444K ﹤0.01%
35,812
-9,776
-21% -$110K
MMI icon
2822
Marcus & Millichap
MMI
$1.15B
$441K ﹤0.01%
+16,858
New +$446K
GBLI icon
2823
Global Indemnity Group
GBLI
$394M
$440K ﹤0.01%
14,800
-1,294
-8% -$38.1K
WSR
2824
DELISTED
Whitestone REIT
WSR
$440K ﹤0.01%
31,718
+782
+3% +$11.7K
WIFI
2825
DELISTED
Boingo Wireless, Inc.
WIFI
$440K ﹤0.01%
42,825
+6,286
+17% +$56.3K
111 112
113
114 115

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MCM
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PSUF
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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.