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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
NORD
2101
DELISTED
Nord Anglia Education, Inc.
NORD
$1.77M ﹤0.01%
+81,272
New +$1.78M
TPCO
2102
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.76M ﹤0.01%
104,553
+53,909
+106% +$847K
ACAT
2103
DELISTED
Arctic Cat Inc
ACAT
$1.76M ﹤0.01%
113,796
-2,118
-2% -$33.1K
APEI icon
2104
American Public Education
APEI
$907M
$1.76M ﹤0.01%
88,949
-12,649
-12% -$306K
RYN icon
2105
Rayonier
RYN
$6.52B
$1.76M ﹤0.01%
73,155
-36,295
-33% -$886K
BPFH
2106
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$1.76M ﹤0.01%
137,213
+12,566
+10% +$156K
ALTO icon
2107
Alto Ingredients
ALTO
$349M
$1.76M ﹤0.01%
254,225
-224,796
-47% -$1.45M
OPK icon
2108
Opko Health
OPK
$936M
$1.76M ﹤0.01%
165,906
+4,467
+3% +$44.5K
MED icon
2109
Medifast
MED
$110M
$1.75M ﹤0.01%
46,435
-3,604
-7% -$129K
THFF icon
2110
First Financial Corp
THFF
$924M
$1.75M ﹤0.01%
43,119
+4,768
+12% +$188K
GRUB
2111
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.75M ﹤0.01%
20,396
+1,900
+10% +$143K
FBRC
2112
DELISTED
FBR & Co. Common Stock
FBRC
$1.75M ﹤0.01%
132,200
-34,510
-21% -$496K
BUSE icon
2113
First Busey Corp
BUSE
$2.52B
$1.75M ﹤0.01%
77,228
-2,157
-3% -$49.6K
LZB icon
2114
La-Z-Boy
LZB
$1.62B
$1.74M ﹤0.01%
70,947
+4,157
+6% +$117K
ACAD icon
2115
Acadia Pharmaceuticals
ACAD
$4.35B
$1.74M ﹤0.01%
54,705
+3,359
+7% +$114K
SRI icon
2116
Stoneridge
SRI
$210M
$1.74M ﹤0.01%
94,556
+174
+0.2% +$3K
OLN icon
2117
Olin
OLN
$2.49B
$1.74M ﹤0.01%
84,768
-111,975
-57% -$2.41M
OFIX icon
2118
Orthofix Medical
OFIX
$481M
$1.74M ﹤0.01%
40,594
+7,100
+21% +$317K
TISI icon
2119
Team
TISI
$77.7M
$1.74M ﹤0.01%
5,304
-446
-8% -$132K
MORE
2120
DELISTED
Monogram Residential Trust, Inc.
MORE
$1.73M ﹤0.01%
162,896
+35,025
+27% +$364K
ATNI icon
2121
ATN International
ATNI
$364M
$1.73M ﹤0.01%
26,597
-581
-2% -$40.9K
AMCC
2122
DELISTED
Applied Micro Circuits Corporation New
AMCC
$1.72M ﹤0.01%
248,080
-22,009
-8% -$153K
IPAR icon
2123
Interparfums
IPAR
$3.99B
$1.72M ﹤0.01%
53,378
-9,520
-15% -$304K
ONIT
2124
Onity Group
ONIT
$336M
$1.72M ﹤0.01%
31,291
+27,377
+699% +$1.12M
RMAX icon
2125
RE/MAX Holdings
RMAX
$207M
$1.72M ﹤0.01%
39,322
-5,504
-12% -$233K
83 84
85
86 87

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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.