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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
GIII icon
2251
G-III Apparel Group
GIII
$1.52B
$1.44M ﹤0.01%
49,307
-20,320
-29% -$798K
HEI.A icon
2252
HEICO Corp Class A
HEI.A
$36.3B
$1.44M ﹤0.01%
46,379
-3,164
-6% -$92.2K
CLCD
2253
DELISTED
CoLucid Pharmaceuticals, Inc.
CLCD
$1.44M ﹤0.01%
+37,612
New +$556K
CENX icon
2254
Century Aluminum
CENX
$4.44B
$1.43M ﹤0.01%
206,103
-189,303
-48% -$1.29M
SCNB
2255
DELISTED
Suffolk Bancorp
SCNB
$1.43M ﹤0.01%
41,075
-5,611
-12% -$189K
SFM icon
2256
Sprouts Farmers Market
SFM
$7.23B
$1.42M ﹤0.01%
68,824
-18,905
-22% -$419K
AVG
2257
DELISTED
AVG Technologies N.V.
AVG
$1.42M ﹤0.01%
56,723
-8,993
-14% -$221K
NOG icon
2258
Northern Oil and Gas
NOG
$2.21B
$1.42M ﹤0.01%
52,877
-14,252
-21% -$521K
MOV icon
2259
Movado Group
MOV
$835M
$1.42M ﹤0.01%
65,854
-2,821
-4% -$63.2K
KITE
2260
DELISTED
Kite Pharma, Inc.
KITE
$1.42M ﹤0.01%
25,329
+6,274
+33% +$350K
CAC icon
2261
Camden National
CAC
$927M
$1.41M ﹤0.01%
44,351
+372
+0.8% +$11.3K
REX icon
2262
REX American Resources
REX
$1.44B
$1.41M ﹤0.01%
99,972
-2,226
-2% -$27.1K
ACWI icon
2263
iShares MSCI ACWI ETF
ACWI
$32.5B
$1.41M ﹤0.01%
23,814
+9,627
+68% +$561K
BGFV
2264
DELISTED
Big 5 Sporting Goods
BGFV
$1.4M ﹤0.01%
102,953
-91,474
-47% -$1.12M
ALRM icon
2265
Alarm.com
ALRM
$2.65B
$1.4M ﹤0.01%
48,452
-12,181
-20% -$340K
WTI icon
2266
W&T Offshore
WTI
$492M
$1.39M ﹤0.01%
791,965
-50,933
-6% -$96.3K
WIT icon
2267
Wipro
WIT
$18.9B
$1.39M ﹤0.01%
765,088
-719,301
-48% -$1.47M
AVAL icon
2268
Grupo Aval
AVAL
$5.72B
$1.39M ﹤0.01%
157,676
+7,261
+5% +$59.6K
SEB icon
2269
Seaboard Corp
SEB
$4.42B
$1.39M ﹤0.01%
404
-50
-11% -$155K
CTRN icon
2270
Citi Trends
CTRN
$543M
$1.39M ﹤0.01%
69,635
-17,344
-20% -$317K
VALE icon
2271
Vale
VALE
$62.9B
$1.38M ﹤0.01%
250,185
-919,138
-79% -$5.04M
INXN
2272
DELISTED
Interxion Holding N.V.
INXN
$1.37M ﹤0.01%
37,925
+4,652
+14% +$174K
LORL
2273
DELISTED
Loral Space and Communications, Inc.
LORL
$1.37M ﹤0.01%
35,074
+1,506
+4% +$54.5K
LSCC icon
2274
Lattice Semiconductor
LSCC
$16.8B
$1.37M ﹤0.01%
211,064
-13,108
-6% -$79.6K
KOF icon
2275
Coca-Cola Femsa
KOF
$22.9B
$1.37M ﹤0.01%
18,240
-28,783
-61% -$2.23M
89 90
91
92 93

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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.