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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
TOTL icon
2926
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.11B
$345K ﹤0.01%
6,875
-700
-9% -$35K
EOCC
2927
DELISTED
Enel Generacion Chile S.A.
EOCC
$344K ﹤0.01%
17,323
-75,444
-81% -$1.85M
PHIIK
2928
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$343K ﹤0.01%
18,874
-1,180
-6% -$22.4K
YRD
2929
Yiren Digital
YRD
$103M
$341K ﹤0.01%
14,419
-17,189
-54% -$405K
FLXN
2930
DELISTED
Flexion Therapeutics, Inc.
FLXN
$341K ﹤0.01%
17,455
– –
EGO icon
2931
Eldorado Gold
EGO
$8.31B
$340K ﹤0.01%
17,298
+6,520
+60% +$135K
VVX icon
2932
V2X
VVX
$2.62B
$340K ﹤0.01%
22,305
-468
-2% -$14K
RVNC
2933
DELISTED
Revance Therapeutics, Inc.
RVNC
$338K ﹤0.01%
20,837
-231
-1% -$3.35K
RIGL icon
2934
Rigel Pharmaceuticals
RIGL
$680M
$336K ﹤0.01%
9,146
-3,761
-29% -$108K
BIV icon
2935
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$335K ﹤0.01%
3,827
+154
+4% +$13.5K
EEM icon
2936
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$331K ﹤0.01%
1,822
-793,786
-100% -$29M
JOE icon
2937
St. Joe Company
JOE
$3.57B
$331K ﹤0.01%
18,008
+6,504
+57% +$121K
ACIA
2938
DELISTED
Acacia Communications Inc
ACIA
$330K ﹤0.01%
+3,199
New +$276K
SHOS
2939
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$330K ﹤0.01%
66,928
+100
+0.1% +$623
TCBK icon
2940
TriCo Bancshares
TCBK
$1.85B
$329K ﹤0.01%
12,283
+2,761
+29% +$74.2K
ZNH
2941
DELISTED
China Southern Airlines Company Limited
ZNH
$329K ﹤0.01%
11,679
+3,222
+38% +$100K
HNRG icon
2942
Hallador Energy
HNRG
$718M
$328K ﹤0.01%
41,658
-11,510
-22% -$69K
SPP
2943
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$328K ﹤0.01%
63,138
– –
CIVI
2944
DELISTED
Civitas Resources
CIVI
$326K ﹤0.01%
2,863
-389
-12% -$47.9K
PFSI icon
2945
PennyMac Financial
PFSI
$4.38B
$326K ﹤0.01%
19,158
-1,491
-7% -$22.6K
TXMD icon
2946
TherapeuticsMD
TXMD
$23.8M
$326K ﹤0.01%
958
-752
-44% -$275K
BNCN
2947
DELISTED
BNC Bancorp
BNCN
$326K ﹤0.01%
13,422
+875
+7% +$21.1K
SINA
2948
DELISTED
Sina Corp
SINA
$322K ﹤0.01%
4,355
-89,005
-95% -$5.89M
PSA.PRT.CL
2949
DELISTED
Public Storage
PSA.PRT.CL
$322K ﹤0.01%
12,564
-7,204
-36% -$188K
PL.PRC.CL
2950
DELISTED
Protective Life Corp
PL.PRC.CL
$322K ﹤0.01%
12,467
+363
+3% +$9.5K
116 117
118
119 120

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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.