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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
WCIC
3101
DELISTED
WCI Communities, Inc.
WCIC
$214K ﹤0.01%
+9,037
New +$166K
GGAL icon
3102
Galicia Financial Group
GGAL
$7.92B
$213K ﹤0.01%
6,838
-183,830
-96% -$5.53M
DGAS
3103
DELISTED
Delta Natural Gas Co Inc
DGAS
$213K ﹤0.01%
8,940
+1,492
+20% +$38K
CMT icon
3104
Core Molding Technologies
CMT
$210M
$212K ﹤0.01%
12,533
-1,280
-9% -$19.1K
IVE icon
3105
iShares S&P 500 Value ETF
IVE
$48.9B
$211K ﹤0.01%
2,226
-4,059
-65% -$386K
DSX icon
3106
Diana Shipping
DSX
$280M
$209K ﹤0.01%
113,837
-2,446,113
-96% -$4.49M
HCI icon
3107
HCI Group
HCI
$2.28B
$208K ﹤0.01%
6,855
-10,243
-60% -$312K
SFE
3108
DELISTED
Safeguard Scientifics, Inc.
SFE
$207K ﹤0.01%
15,998
+1,444
+10% +$19.1K
USAK
3109
DELISTED
USA Truck Inc
USAK
$206K ﹤0.01%
20,105
-9,298
-32% -$132K
BWX icon
3110
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
$203K ﹤0.01%
7,054
-1,890
-21% -$54.3K
FFNW
3111
DELISTED
First Financial Northwest, Inc
FFNW
$203K ﹤0.01%
14,361
-3,563
-20% -$48.8K
ATE
3112
DELISTED
Advantest Corp
ATE
$203K ﹤0.01%
14,983
-1,170
-7% -$15.9K
PSB.PRV.CL
3113
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1,000 of a Share of 5.70% Cumulative P
PSB.PRV.CL
$202K ﹤0.01%
7,868
+220
+3% +$5.73K
PSB.PRS.CL
3114
DELISTED
PS Business Parks Inc
PSB.PRS.CL
$202K ﹤0.01%
7,919
-3,249
-29% -$83.9K
MTCH icon
3115
Match Group
MTCH
$8.84B
$201K ﹤0.01%
11,313
-3,025
-21% -$48.4K
EVC icon
3116
Entravision Communication
EVC
$983M
$200K ﹤0.01%
26,265
-395
-1% -$2.94K
NERV icon
3117
Minerva Neurosciences
NERV
$188M
$200K ﹤0.01%
1,773
+460
+35% +$44.6K
BOX icon
3118
Box
BOX
$4.02B
$199K ﹤0.01%
12,599
+2,177
+21% +$27.6K
TTGT icon
3119
TechTarget
TTGT
$246M
$198K ﹤0.01%
24,538
-7,098
-22% -$59.1K
SCTY
3120
DELISTED
SolarCity Corporation
SCTY
$197K ﹤0.01%
10,076
-6,984
-41% -$157K
INO icon
3121
Inovio Pharmaceuticals
INO
$79.8M
$195K ﹤0.01%
1,747
-3,659
-68% -$404K
KPTI icon
3122
Karyopharm Therapeutics
KPTI
$168M
$194K ﹤0.01%
+1,328
New +$160K
CRCM
3123
DELISTED
CARE.COM, INC.
CRCM
$193K ﹤0.01%
19,368
+1,337
+7% +$14.4K
TSC
3124
DELISTED
TriState Capital Holdings, Inc.
TSC
$192K ﹤0.01%
11,875
-2,225
-16% -$32.9K
OTE
3125
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$192K ﹤0.01%
44,071
-84
-0.2% -$366
123 124
125
126 127

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MCM
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PSUF
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IA
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SCC
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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.