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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
CHMI
2901
Cherry Hill Mortgage Investment Corp
CHMI
$83M
$368K ﹤0.01%
21,514
-5,447
-20% -$87.7K
ACTA
2902
DELISTED
Actua Corp
ACTA
$368K ﹤0.01%
28,450
+701
+3% +$7.13K
DLR.PRH.CL
2903
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
$366K ﹤0.01%
13,324
+383
+3% +$11K
TCF.PRB.CL
2904
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$365K ﹤0.01%
13,955
+391
+3% +$10.3K
DSGX icon
2905
Descartes Systems
DSGX
$5.84B
$364K ﹤0.01%
16,935
– –
UBNK
2906
DELISTED
United Financial Bancorp, Inc.
UBNK
$364K ﹤0.01%
26,272
-43
-0.2% -$580
CBPO
2907
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$364K ﹤0.01%
2,928
-53,959
-95% -$6.37M
NMBL
2908
DELISTED
Nimble Storage, Inc.
NMBL
$363K ﹤0.01%
41,143
+9,928
+32% +$78.5K
TEN
2909
Tsakos Energy Navigation Ltd
TEN
$1.19B
$361K ﹤0.01%
14,983
-165,467
-92% -$4.14M
RT
2910
DELISTED
Ruby Tuesday Georgia
RT
$361K ﹤0.01%
144,565
+20,476
+17% +$68.5K
HURC icon
2911
Hurco Companies Inc
HURC
$137M
$360K ﹤0.01%
12,811
+599
+5% +$16.9K
ATRO icon
2912
Astronics
ATRO
$3.45B
$359K ﹤0.01%
12,653
-91
-0.7% -$2.33K
FXO icon
2913
First Trust Financials AlphaDEX Fund
FXO
$1.12B
$359K ﹤0.01%
14,761
+558
+4% +$13.4K
HRTX icon
2914
Heron Therapeutics
HRTX
$86.3M
$359K ﹤0.01%
20,847
+9,029
+76% +$168K
EVBG
2915
DELISTED
Everbridge, Inc. Common Stock
EVBG
$359K ﹤0.01%
+21,318
New +$351K
SNDX icon
2916
Syndax Pharmaceuticals
SNDX
$1.84B
$358K ﹤0.01%
23,591
+298
+1% +$3.92K
ERUS
2917
DELISTED
iShares MSCI Russia ETF
ERUS
$357K ﹤0.01%
12,274
+4,013
+49% +$113K
HBNC icon
2918
Horizon Bancorp
HBNC
$1.03B
$356K ﹤0.01%
27,236
-1,843
-6% -$22.6K
DLTH icon
2919
Duluth Holdings
DLTH
$160M
$353K ﹤0.01%
13,305
+1,138
+9% +$31K
FPI
2920
Farmland Partners
FPI
$419M
$353K ﹤0.01%
31,555
+16,257
+106% +$186K
WRB.PRB
2921
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$352K ﹤0.01%
13,581
+390
+3% +$10.1K
HPTRP
2922
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$351K ﹤0.01%
13,832
+388
+3% +$10K
IWR icon
2923
iShares Russell Mid-Cap ETF
IWR
$56.8B
$349K ﹤0.01%
8,004
-8
-0.1% -$347
PROV icon
2924
Provident Financial
PROV
$108M
$349K ﹤0.01%
17,841
+4,674
+35% +$89.7K
PFIG icon
2925
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$115M
$347K ﹤0.01%
13,340
-1,350
-9% -$35.2K
115 116
117
118 119

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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.