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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
WWD icon
2326
Woodward
WWD
$25B
$1.24M ﹤0.01%
19,797
+632
+3% +$38K
SJR
2327
DELISTED
Shaw Communications Inc.
SJR
$1.23M ﹤0.01%
60,330
-2,297
-4% -$45.8K
ADMS
2328
DELISTED
Adamas Pharmaceuticals
ADMS
$1.23M ﹤0.01%
75,099
+2,723
+4% +$41.4K
AX icon
2329
Axos Financial
AX
$5.45B
$1.23M ﹤0.01%
54,804
-3,310
-6% -$64.3K
EXAC
2330
DELISTED
Exactech Inc
EXAC
$1.23M ﹤0.01%
45,387
-311
-0.7% -$8.55K
COF.PRP.CL
2331
DELISTED
CAPITAL ONE FINANCIAL CORPORATION Called
COF.PRP.CL
$1.22M ﹤0.01%
47,492
+1,240
+3% +$32.4K
FRED
2332
DELISTED
Fred's Inc
FRED
$1.22M ﹤0.01%
135,072
-26,135
-16% -$343K
BKMU
2333
DELISTED
Bank Mutual Corp
BKMU
$1.22M ﹤0.01%
159,268
-2,120
-1% -$16.3K
UVE icon
2334
Universal Insurance Holdings
UVE
$1.21B
$1.22M ﹤0.01%
48,498
-8,626
-15% -$194K
Z icon
2335
Zillow
Z
$7.32B
$1.22M ﹤0.01%
35,235
+773
+2% +$27.7K
CSBK
2336
DELISTED
Clifton Bancorp Inc.
CSBK
$1.22M ﹤0.01%
79,834
+1,858
+2% +$27.9K
HSII
2337
DELISTED
Heidrick & Struggles
HSII
$1.22M ﹤0.01%
65,742
-4,674
-7% -$86.6K
BATS
2338
DELISTED
Bats Global Markets, Inc.
BATS
$1.22M ﹤0.01%
40,462
-11,463
-22% -$295K
IIIN icon
2339
Insteel Industries
IIIN
$624M
$1.22M ﹤0.01%
33,612
+21,460
+177% +$723K
SPNC
2340
DELISTED
Spectranetics Corp
SPNC
$1.22M ﹤0.01%
48,553
+9,368
+24% +$219K
CTWS
2341
DELISTED
Connecticut Water Service Inc
CTWS
$1.22M ﹤0.01%
24,476
-101
-0.4% -$5.08K
ACRE
2342
Ares Commercial Real Estate
ACRE
$257M
$1.22M ﹤0.01%
96,488
+603
+0.6% +$7.6K
INGN icon
2343
Inogen
INGN
$171M
$1.21M ﹤0.01%
20,258
+12,565
+163% +$700K
NSM
2344
DELISTED
Nationstar Mortgage Holdings
NSM
$1.21M ﹤0.01%
81,901
+26,267
+47% +$374K
LMAT icon
2345
LeMaitre Vascular
LMAT
$2.26B
$1.21M ﹤0.01%
61,096
+39,226
+179% +$685K
LAZ icon
2346
Lazard
LAZ
$4.23B
$1.21M ﹤0.01%
33,174
-465
-1% -$16.3K
ECOM
2347
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$1.21M ﹤0.01%
93,241
+133
+0.1% +$1.8K
VSAT icon
2348
Viasat
VSAT
$10.2B
$1.2M ﹤0.01%
16,126
-449
-3% -$33.2K
TIER
2349
DELISTED
TIER REIT, Inc.
TIER
$1.2M ﹤0.01%
77,842
+40,016
+106% +$655K
WPM icon
2350
Wheaton Precious Metals
WPM
$50.9B
$1.2M ﹤0.01%
44,418
+1,185
+3% +$32.6K
92 93
94
95 96

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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.