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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
MERC icon
3151
Mercer International
MERC
$44.9M
$167K ﹤0.01%
19,738
-1,233
-6% -$10.3K
EWJ icon
3152
iShares MSCI Japan ETF
EWJ
$21.7B
$166K ﹤0.01%
3,316
-13
-0.4% -$633
XONE
3153
DELISTED
The ExOne Company
XONE
$166K ﹤0.01%
10,913
-1,165
-10% -$14.6K
GAIN icon
3154
Gladstone Investment Corp
GAIN
$635M
$165K ﹤0.01%
18,566
+8
+0% +$67
SIEN
3155
DELISTED
Sientra, Inc.
SIEN
$165K ﹤0.01%
1,833
-169
-8% -$13.1K
SBSW icon
3156
Sibanye-Stillwater
SBSW
$5.92B
$159K ﹤0.01%
11,913
-668
-5% -$10.6K
MXPT
3157
DELISTED
MaxPoint Interactive, Inc.
MXPT
$159K ﹤0.01%
17,800
-314
-2% -$3.13K
APVO icon
3158
Aptevo Therapeutics
APVO
$5.47M
– –
0
– –
NL icon
3159
NLI Holdings
NL
$284M
$157K ﹤0.01%
39,983
+5,561
+16% +$19.7K
COBZ
3160
DELISTED
CoBiz Financial,Inc
COBZ
$157K ﹤0.01%
11,782
-52,688
-82% -$670K
RICK icon
3161
RCI Hospitality Holdings
RICK
$199M
$155K ﹤0.01%
13,434
+798
+6% +$8.63K
PZN
3162
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$155K ﹤0.01%
20,153
-836
-4% -$6.45K
BAS
3163
DELISTED
Basis Energy Services, Inc.
BAS
$154K ﹤0.01%
325
-61
-16% -$27.9K
PMTS icon
3164
CPI Card Group
PMTS
$224M
$153K ﹤0.01%
+5,058
New +$131K
TRUE
3165
DELISTED
TrueCar
TRUE
$153K ﹤0.01%
+16,219
New +$152K
NDLS icon
3166
Noodles & Co
NDLS
$90.5M
$151K ﹤0.01%
3,959
-2,114
-35% -$124K
NVTR
3167
DELISTED
Nuvectra Corporation Common Stock
NVTR
$146K ﹤0.01%
21,161
+1,537
+8% +$10.6K
INSY
3168
DELISTED
Insys Therapeutics, Inc.
INSY
$146K ﹤0.01%
12,394
-2,803
-18% -$42.6K
MUX icon
3169
McEwen Inc
MUX
$1.03B
$144K ﹤0.01%
+3,911
New +$161K
OMED
3170
DELISTED
OncoMed Pharmaceuticals, Inc.
OMED
$144K ﹤0.01%
12,567
-1,872
-13% -$21.8K
ADVM
3171
DELISTED
Adverum Biotechnologies
ADVM
$142K ﹤0.01%
3,448
+553
+19% +$21K
ANGI icon
3172
Angi Inc
ANGI
$224M
$141K ﹤0.01%
+1,420
New +$124K
FNWB icon
3173
First Northwest Bancorp
FNWB
$114M
$137K ﹤0.01%
+10,138
New +$134K
GNRT
3174
DELISTED
Gener8 Maritime, Inc.
GNRT
$134K ﹤0.01%
26,111
-22,647
-46% -$122K
JONE
3175
DELISTED
Jones Energy, Inc.
JONE
$131K ﹤0.01%
2,002
-3,469
-63% -$214K
125 126
127
128 129

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MCM
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PSUF
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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.