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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
RDI icon
3051
Reading International Class A
RDI
$32.9M
$250K ﹤0.01%
18,759
-7,311
-28% -$96.9K
FC icon
3052
Franklin Covey
FC
$233M
$249K ﹤0.01%
14,003
-5,894
-30% -$95.1K
IO
3053
DELISTED
ION Geophysical Corporation
IO
$249K ﹤0.01%
36,334
+3,801
+12% +$21.9K
BKLN icon
3054
Invesco Senior Loan ETF
BKLN
$7.1B
$248K ﹤0.01%
10,685
+39
+0.4% +$904
XLV icon
3055
State Street Health Care Select Sector SPDR ETF
XLV
$42.1B
$248K ﹤0.01%
3,445
-181
-5% -$13.3K
KTWO
3056
DELISTED
K2M Group Holdings, Inc
KTWO
$248K ﹤0.01%
13,949
-458
-3% -$7.69K
SGBK
3057
DELISTED
Stonegate Bank
SGBK
$248K ﹤0.01%
7,359
-646
-8% -$20.9K
NADL
3058
DELISTED
North Atlantic Drilling Ltd
NADL
$247K ﹤0.01%
81,544
-6,898
-8% -$29.5K
ESNT icon
3059
Essent Group
ESNT
$6.06B
$246K ﹤0.01%
+9,239
New +$234K
NWS icon
3060
News Corp Class B
NWS
$16.4B
$246K ﹤0.01%
17,266
+5,408
+46% +$73.6K
CTRL
3061
DELISTED
Control4 Corporation
CTRL
$246K ﹤0.01%
20,060
-7,372
-27% -$75.5K
WRB.PRC
3062
DELISTED
W.R. Berkley Corporation 5.900% Subordinated Debentures due 2056
WRB.PRC
$245K ﹤0.01%
9,262
+284
+3% +$7.51K
IIP
3063
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$244K ﹤0.01%
147,686
-19,432
-12% -$32.1K
BAC.PRA
3064
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1,000 th interest in a share of
BAC.PRA
$244K ﹤0.01%
9,309
+285
+3% +$7.55K
SPNS
3065
DELISTED
Sapiens International
SPNS
$242K ﹤0.01%
18,940
+1,738
+10% +$22.7K
PCBK
3066
DELISTED
Pacific Continental Corp
PCBK
$242K ﹤0.01%
14,359
+1,762
+14% +$28.1K
OSBC icon
3067
Old Second Bancorp
OSBC
$1.24B
$240K ﹤0.01%
28,871
+1,970
+7% +$15.1K
RBS.PRS.CL
3068
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
$240K ﹤0.01%
9,469
-6,005
-39% -$153K
HCN.PRJ.CL
3069
DELISTED
Welltower Inc.
HCN.PRJ.CL
$240K ﹤0.01%
9,238
-4,950
-35% -$130K
VALE.P
3070
DELISTED
Vale S A
VALE.P
$238K ﹤0.01%
50,464
-766,302
-94% -$3.48M
MN
3071
DELISTED
MANNING & NAPIER, INC.
MN
$237K ﹤0.01%
33,438
-5,850
-15% -$46.9K
ANW
3072
DELISTED
Aegean Marine Petroleum Network
ANW
$237K ﹤0.01%
23,749
-387,066
-94% -$3.22M
BBRG
3073
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
$237K ﹤0.01%
49,591
-18,618
-27% -$112K
ASPS icon
3074
Altisource Portfolio Solutions
ASPS
$65.4M
$236K ﹤0.01%
911
-1,426
-61% -$336K
DLR.PRF.CL
3075
DELISTED
Digital Realty Trust Inc
DLR.PRF.CL
$234K ﹤0.01%
9,052
+271
+3% +$7.12K
121 122
123
124 125

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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.