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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
RGEN icon
2276
Repligen
RGEN
$7.39B
$1.37M ﹤0.01%
45,291
+1,241
+3% +$37.5K
RBBN icon
2277
Ribbon Communications
RBBN
$359M
$1.37M ﹤0.01%
175,617
-17,237
-9% -$151K
BEAT
2278
DELISTED
BioTelemetry, Inc.
BEAT
$1.36M ﹤0.01%
73,485
-13,437
-15% -$253K
CGI
2279
DELISTED
Celadon Group Inc
CGI
$1.35M ﹤0.01%
155,060
+32,142
+26% +$259K
EPIQ
2280
DELISTED
EPIQ SYSTEMS INC
EPIQ
$1.35M ﹤0.01%
82,190
-14,605
-15% -$233K
NC icon
2281
NACCO Industries
NC
$353M
$1.35M ﹤0.01%
87,234
-17,639
-17% -$253K
GG
2282
DELISTED
Goldcorp Inc
GG
$1.35M ﹤0.01%
81,843
-4,731
-5% -$83.4K
USPH icon
2283
US Physical Therapy
USPH
$1.17B
$1.35M ﹤0.01%
21,505
+3,511
+20% +$217K
DOOR
2284
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$1.34M ﹤0.01%
21,624
-20,781
-49% -$1.39M
FIZZ icon
2285
National Beverage
FIZZ
$2.93B
$1.34M ﹤0.01%
60,974
-10,708
-15% -$288K
AROW icon
2286
Arrow Financial
AROW
$664M
$1.34M ﹤0.01%
50,238
-2,048
-4% -$51.8K
AFI
2287
DELISTED
Armstrong Flooring, Inc.
AFI
$1.34M ﹤0.01%
71,005
-17,724
-20% -$338K
LDL
2288
DELISTED
Lydall, Inc.
LDL
$1.34M ﹤0.01%
26,213
+4,907
+23% +$230K
CMRX
2289
DELISTED
Chimerix, Inc.
CMRX
$1.33M ﹤0.01%
240,773
+142,515
+145% +$652K
DERM
2290
DELISTED
Dermira, Inc.
DERM
$1.33M ﹤0.01%
39,352
+25,004
+174% +$805K
PKD
2291
DELISTED
Parker Drilling Company
PKD
$1.32M ﹤0.01%
40,673
-1,148
-3% -$37K
VEON icon
2292
VEON
VEON
$3.58B
$1.32M ﹤0.01%
15,197
-110,820
-88% -$11.1M
CSV icon
2293
Carriage Services
CSV
$635M
$1.32M ﹤0.01%
55,746
-413
-0.7% -$9.8K
MLKN icon
2294
MillerKnoll
MLKN
$1.54B
$1.32M ﹤0.01%
46,070
-494
-1% -$16.3K
CNS icon
2295
Cohen & Steers
CNS
$4.17B
$1.31M ﹤0.01%
30,671
+13,160
+75% +$557K
LTM
2296
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$1.31M ﹤0.01%
161,196
-528,478
-77% -$4.35M
RBA icon
2297
RB Global
RBA
$21.7B
$1.31M ﹤0.01%
37,310
-4,199
-10% -$137K
WIRE
2298
DELISTED
Encore Wire Corp
WIRE
$1.31M ﹤0.01%
35,533
-2,133
-6% -$81.6K
AFAM
2299
DELISTED
Almost Family Inc
AFAM
$1.31M ﹤0.01%
35,509
-6,664
-16% -$260K
NOVT icon
2300
Novanta
NOVT
$5.01B
$1.3M ﹤0.01%
75,193
-3,233
-4% -$53.2K
90 91
92
93 94

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MCM
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PSUF
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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.