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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
IRWD icon
2476
Ironwood Pharmaceuticals
IRWD
$652M
$959K ﹤0.01%
72,101
-11
-0% -$129
EEMS icon
2477
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$355M
$958K ﹤0.01%
21,602
+1,857
+9% +$80.2K
MCHI icon
2478
iShares MSCI China ETF
MCHI
$6.14B
$958K ﹤0.01%
+19,761
New +$910K
CVE icon
2479
Cenovus Energy
CVE
$52.7B
$956K ﹤0.01%
66,533
-7,130
-10% -$102K
VZA.CL
2480
DELISTED
Verizon Communications Inc.
VZA.CL
$956K ﹤0.01%
34,225
+911
+3% +$25.4K
HTLF
2481
DELISTED
Heartland Financial USA, Inc.
HTLF
$949K ﹤0.01%
26,316
-3,379
-11% -$122K
ZEUS
2482
DELISTED
Olympic Steel
ZEUS
$948K ﹤0.01%
42,881
+18,298
+74% +$437K
EXAS
2483
DELISTED
Exact Sciences
EXAS
$945K ﹤0.01%
50,878
+4,038
+9% +$71.2K
TLYS icon
2484
Tilly's
TLYS
$118M
$944K ﹤0.01%
100,534
-15,816
-14% -$116K
CCO icon
2485
Clear Channel Outdoor Holdings
CCO
$1.23B
$943K ﹤0.01%
161,410
-11,125
-6% -$73.1K
EXTN
2486
DELISTED
Exterran Corporation
EXTN
$942K ﹤0.01%
60,088
+31,913
+113% +$442K
MITK icon
2487
Mitek Systems
MITK
$777M
$941K ﹤0.01%
113,495
+67,836
+149% +$532K
OMN
2488
DELISTED
OMNOVA Solutions Inc.
OMN
$940K ﹤0.01%
111,416
-369
-0.3% -$3.44K
LBAI
2489
DELISTED
Lakeland Bancorp Inc
LBAI
$938K ﹤0.01%
66,808
-5,612
-8% -$71.8K
SBSI icon
2490
Southside Bancshares
SBSI
$945M
$937K ﹤0.01%
29,840
+1,053
+4% +$32.7K
PPBI
2491
DELISTED
Pacific Premier Bancorp
PPBI
$935K ﹤0.01%
35,331
-3,117
-8% -$80.6K
AJRD
2492
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$934K ﹤0.01%
53,121
-7,452
-12% -$135K
FISI icon
2493
Financial Institutions
FISI
$802M
$927K ﹤0.01%
34,201
-61
-0.2% -$1.63K
FOR icon
2494
Forestar Group
FOR
$1.47B
$926K ﹤0.01%
79,087
+440
+0.6% +$5.31K
MCRI icon
2495
Monarch Casino & Resort
MCRI
$2.18B
$924K ﹤0.01%
36,691
-4,150
-10% -$97.5K
VTOL icon
2496
Bristow Group
VTOL
$1.37B
$924K ﹤0.01%
57,410
-17,559
-23% -$287K
FIT
2497
DELISTED
Fitbit, Inc. Class A common stock
FIT
$924K ﹤0.01%
62,245
+49,626
+393% +$724K
BBT.PRG
2498
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$924K ﹤0.01%
35,392
+929
+3% +$24.4K
TYPE
2499
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$922K ﹤0.01%
41,709
-145,751
-78% -$3.17M
DXLG icon
2500
Destination XL Group
DXLG
$34.3M
$921K ﹤0.01%
212,691
-803
-0.4% -$3.91K
98 99
100
101 102

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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.