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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
RPT
3076
Rithm Property Trust
RPT
$90.5M
$231K ﹤0.01%
2,918
+165
+6% +$13.1K
LPG icon
3077
Dorian LPG
LPG
$1.94B
$228K ﹤0.01%
38,065
+10,060
+36% +$62.3K
TESS
3078
DELISTED
Tessco Technologies Inc
TESS
$228K ﹤0.01%
18,411
+17
+0.1% +$223
KIM.PRJ.CL
3079
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
$228K ﹤0.01%
8,851
+279
+3% +$7.21K
NGVC icon
3080
Vitamin Cottage Natural Grocers
NGVC
$691M
$227K ﹤0.01%
20,330
+9,614
+90% +$119K
SBLK icon
3081
Star Bulk Carriers
SBLK
$3.14B
$227K ﹤0.01%
50,102
-19,778
-28% -$83.4K
ENTL
3082
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
$227K ﹤0.01%
+10,214
New +$192K
ACLS icon
3083
Axcelis
ACLS
$4.12B
$225K ﹤0.01%
16,922
-17,149
-50% -$199K
CWEN.A
3084
DELISTED
Clearway Energy Class A
CWEN.A
$225K ﹤0.01%
13,760
+240
+2% +$3.96K
AP icon
3085
Ampco-Pittsburgh
AP
$167M
$223K ﹤0.01%
20,072
-5,112
-20% -$59.8K
DSPG
3086
DELISTED
DSP Group Inc
DSPG
$223K ﹤0.01%
18,554
-52,593
-74% -$586K
PSA.PRZ.CL
3087
DELISTED
Public Storage
PSA.PRZ.CL
$223K ﹤0.01%
8,112
+248
+3% +$7.03K
IVW icon
3088
iShares S&P 500 Growth ETF
IVW
$72.5B
$221K ﹤0.01%
7,280
-12,372
-63% -$375K
VIG icon
3089
Vanguard Dividend Appreciation ETF
VIG
$111B
$221K ﹤0.01%
2,628
-7
-0.3% -$593
PCMI
3090
DELISTED
PCM, Inc
PCMI
$219K ﹤0.01%
+10,150
New +$166K
TFIN icon
3091
Triumph Financial Inc
TFIN
$1.84B
$218K ﹤0.01%
11,005
-2,818
-20% -$51K
PSV
3092
DELISTED
Hermitage Offshore Services Ltd.
PSV
$218K ﹤0.01%
5,822
-2,921
-33% -$122K
PSA.PRY.CL
3093
DELISTED
Public Storage
PSA.PRY.CL
$218K ﹤0.01%
7,785
+215
+3% +$6.11K
QUOT
3094
DELISTED
Quotient Technology Inc
QUOT
$217K ﹤0.01%
16,272
+3,326
+26% +$44.2K
SNBC
3095
DELISTED
Sun Bancorp Inc
SNBC
$217K ﹤0.01%
9,419
-520
-5% -$11.5K
FSV icon
3096
FirstService
FSV
$6.32B
$216K ﹤0.01%
4,627
-321
-6% -$15.3K
AMNB
3097
DELISTED
American National Bankshares Inc
AMNB
$216K ﹤0.01%
7,743
-438
-5% -$11.7K
ORBC
3098
DELISTED
ORBCOMM, Inc.
ORBC
$216K ﹤0.01%
+21,059
New +$215K
KDNY
3099
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$215K ﹤0.01%
3,467
+939
+37% +$66.4K
PTLA
3100
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$215K ﹤0.01%
+9,465
New +$222K
122 123
124
125 126

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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.