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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
SGY
3126
DELISTED
Stone Energy
SGY
$192K ﹤0.01%
2,846
-3,909
-58% -$281K
GIFI
3127
DELISTED
Gulf Island Fabrication
GIFI
$186K ﹤0.01%
20,164
-22,521
-53% -$187K
CNR
3128
DELISTED
Cornerstone Building Brands, Inc.
CNR
$186K ﹤0.01%
12,723
-2,640
-17% -$42.6K
TTPH
3129
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$186K ﹤0.01%
2,433
+941
+63% +$75.4K
FRSH
3130
DELISTED
Papa Murphy's Holdings, Inc
FRSH
$186K ﹤0.01%
28,896
-30,509
-51% -$196K
VOXX
3131
DELISTED
VOXX International Corporation Class A
VOXX
$185K ﹤0.01%
61,867
-147,306
-70% -$426K
ENZ
3132
DELISTED
Enzo Biochem, Inc.
ENZ
$184K ﹤0.01%
36,129
+6,277
+21% +$37.5K
CLS icon
3133
Celestica
CLS
$35.1B
$183K ﹤0.01%
16,895
-567
-3% -$5.96K
AAMI
3134
Acadian Asset Management
AAMI
$2.88B
$183K ﹤0.01%
13,185
+968
+8% +$13.1K
ONDK
3135
DELISTED
On Deck Capital, Inc.
ONDK
$183K ﹤0.01%
32,174
+11,433
+55% +$65.3K
EVTC icon
3136
Evertec
EVTC
$1.83B
$181K ﹤0.01%
10,809
+41
+0.4% +$686
KVHI icon
3137
KVH Industries
KVHI
$177M
$181K ﹤0.01%
20,491
-604
-3% -$5.14K
VIVS
3138
VivoSim Labs
VIVS
$1.46M
$180K ﹤0.01%
198
+2
+1% +$1.96K
KE
3139
Kimball Electronics
KE
$598M
$179K ﹤0.01%
12,901
-202
-2% -$2.52K
EVDY
3140
DELISTED
Everyday Health, Inc.
EVDY
$179K ﹤0.01%
23,341
+1,993
+9% +$15.6K
TLGT
3141
DELISTED
Teligent, Inc
TLGT
$176K ﹤0.01%
2,319
+22
+1% +$1.75K
SNAK
3142
DELISTED
Inventure Foods, Inc.
SNAK
$176K ﹤0.01%
18,725
+5,158
+38% +$46.5K
LPCN icon
3143
Lipocine
LPCN
$17.1M
$175K ﹤0.01%
+2,306
New +$143K
RNWK
3144
DELISTED
RealNetworks Inc
RNWK
$174K ﹤0.01%
38,971
-113,538
-74% -$506K
VDTH
3145
DELISTED
Videocon d2h Limited
VDTH
$173K ﹤0.01%
17,644
-1,971
-10% -$19K
MACK
3146
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$173K ﹤0.01%
3,465
+353
+11% +$14.7K
GOGO icon
3147
Gogo Inc
GOGO
$515M
$172K ﹤0.01%
+15,572
New +$165K
LAB icon
3148
Standard BioTools
LAB
$326M
$172K ﹤0.01%
21,514
+444
+2% +$4.08K
CIA icon
3149
Citizens
CIA
$245M
$171K ﹤0.01%
18,237
+3,616
+25% +$33.6K
FBIO icon
3150
Fortress Biotech
FBIO
$111M
$168K ﹤0.01%
3,780
-33
-0.9% -$1.4K
124 125
126
127 128

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MCM
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PSUF
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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.