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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
JMBA
3026
DELISTED
Jamba, Inc.
JMBA
$266K ﹤0.01%
24,358
-9,287
-28% -$100K
ARWR icon
3027
Arrowhead Research
ARWR
$12.1B
$265K ﹤0.01%
36,002
+22,035
+158% +$143K
ACHN
3028
DELISTED
Achillion Pharmaceuticals
ACHN
$265K ﹤0.01%
32,754
-33
-0.1% -$281
ADUS icon
3029
Addus HomeCare
ADUS
$2.14B
$264K ﹤0.01%
10,110
-4,366
-30% -$96K
QNST icon
3030
QuinStreet
QNST
$870M
$264K ﹤0.01%
87,260
+9,156
+12% +$30.8K
VICR icon
3031
Vicor
VICR
$9.62B
$264K ﹤0.01%
22,765
-33,683
-60% -$365K
PSA.PRW
3032
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
$262K ﹤0.01%
10,210
+267
+3% +$6.94K
MFIC icon
3033
MidCap Financial Investment
MFIC
$784M
$260K ﹤0.01%
14,950
-153
-1% -$2.68K
BHBK
3034
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$260K ﹤0.01%
17,305
-190
-1% -$2.76K
CVT
3035
DELISTED
CVENT, INC.
CVT
$260K ﹤0.01%
8,203
-3,690
-31% -$120K
IBCP icon
3036
Independent Bank Corp
IBCP
$776M
$257K ﹤0.01%
15,292
+2,269
+17% +$35.9K
LCUT icon
3037
Lifetime Brands
LCUT
$198M
$257K ﹤0.01%
19,081
+1,000
+6% +$13.8K
VATE icon
3038
INNOVATE Corp
VATE
$114M
$257K ﹤0.01%
4,717
-4,769
-50% -$220K
SSNI
3039
DELISTED
Silver Spring Networks, Inc.
SSNI
$257K ﹤0.01%
18,150
+38
+0.2% +$502
EVH icon
3040
Evolent Health
EVH
$475M
$256K ﹤0.01%
+10,380
New +$243K
PCW
3041
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$256K ﹤0.01%
41,582
-497
-1% -$3.06K
CIGI icon
3042
Colliers International
CIGI
$4.98B
$254K ﹤0.01%
6,042
-225
-4% -$9.17K
PRO
3043
DELISTED
PROS Holdings
PRO
$254K ﹤0.01%
11,236
+351
+3% +$6.73K
WEYS icon
3044
Weyco Group
WEYS
$364M
$254K ﹤0.01%
9,456
-138
-1% -$3.69K
CTO
3045
CTO Realty Growth
CTO
$743M
$252K ﹤0.01%
18,125
+1,024
+6% +$13.8K
PAMT
3046
PAMT Corp
PAMT
$340M
$252K ﹤0.01%
+50,336
New +$240K
BBAR icon
3047
BBVA Argentina
BBAR
$3.85B
$251K ﹤0.01%
12,604
-69,558
-85% -$1.4M
CIO
3048
DELISTED
City Office REIT
CIO
$251K ﹤0.01%
19,720
+2,927
+17% +$38.5K
HFWA icon
3049
Heritage Financial
HFWA
$1.24B
$251K ﹤0.01%
13,979
-261
-2% -$4.67K
AMRC icon
3050
Ameresco
AMRC
$1.15B
$250K ﹤0.01%
47,496
-1,084
-2% -$5.37K
120 121
122
123 124

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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.