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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
KNL
1701
DELISTED
Knoll, Inc.
KNL
$3.24M ﹤0.01%
141,673
+726
+0.5% +$18.1K
PHH
1702
DELISTED
PHH Corporation
PHH
$3.22M ﹤0.01%
223,146
+50,342
+29% +$738K
AIRM
1703
DELISTED
Air Methods Corp
AIRM
$3.22M ﹤0.01%
102,367
-13,733
-12% -$468K
SAH icon
1704
Sonic Automotive
SAH
$3.25B
$3.22M ﹤0.01%
171,409
+5,599
+3% +$99K
COHR icon
1705
Coherent
COHR
$53.1B
$3.22M ﹤0.01%
132,394
-29,969
-18% -$634K
BOBE
1706
DELISTED
Bob Evans Farms, Inc.
BOBE
$3.22M ﹤0.01%
84,087
+15,580
+23% +$587K
HTH icon
1707
Hilltop Holdings
HTH
$2.25B
$3.22M ﹤0.01%
143,369
+14,154
+11% +$313K
QTWO icon
1708
Q2 Holdings
QTWO
$3.64B
$3.21M ﹤0.01%
112,081
+31,038
+38% +$872K
OTTR icon
1709
Otter Tail
OTTR
$3.87B
$3.21M ﹤0.01%
92,701
+6,443
+7% +$223K
ESL
1710
DELISTED
Esterline Technologies
ESL
$3.21M ﹤0.01%
42,162
+22,908
+119% +$1.61M
CTT
1711
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$3.21M ﹤0.01%
274,174
-19,953
-7% -$236K
GIMO
1712
DELISTED
Gigamon Inc.
GIMO
$3.2M ﹤0.01%
58,473
+4,877
+9% +$222K
ABCO
1713
DELISTED
Advisory Board Co
ABCO
$3.2M ﹤0.01%
71,609
-1,026
-1% -$42.2K
KPN
1714
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$3.2M ﹤0.01%
949,448
-389,183
-29% -$1.31M
IJH icon
1715
iShares Core S&P Mid-Cap ETF
IJH
$123B
$3.2M ﹤0.01%
103,330
+31,635
+44% +$978K
CM icon
1716
Canadian Imperial Bank of Commerce
CM
$108B
$3.19M ﹤0.01%
82,334
-4,274
-5% -$165K
EGHT icon
1717
8x8 Inc
EGHT
$262M
$3.17M ﹤0.01%
205,668
-14,723
-7% -$209K
ABG icon
1718
Asbury Automotive
ABG
$4.22B
$3.17M ﹤0.01%
56,963
-12,206
-18% -$680K
VA
1719
DELISTED
Virgin America Inc.
VA
$3.16M ﹤0.01%
59,113
+6,464
+12% +$360K
AMC icon
1720
AMC Entertainment Holdings
AMC
$2.24B
$3.16M ﹤0.01%
10,168
-2,275
-18% -$682K
GPI icon
1721
Group 1 Automotive
GPI
$4.01B
$3.16M ﹤0.01%
49,406
+10,944
+28% +$646K
ASRT
1722
DELISTED
Assertio
ASRT
$3.15M ﹤0.01%
2,104
+225
+12% +$283K
EZPW icon
1723
Ezcorp Inc
EZPW
$1.87B
$3.15M ﹤0.01%
284,720
-16,385
-5% -$158K
FFIC
1724
DELISTED
Flushing Financial
FFIC
$3.12M ﹤0.01%
131,612
-1,049
-0.8% -$23.3K
FMBI
1725
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$3.12M ﹤0.01%
161,277
-28,981
-15% -$548K
67 68
69
70 71

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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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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.