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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
DPLO
1901
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$2.5M ﹤0.01%
89,196
-5,714
-6% -$192K
PVTB
1902
DELISTED
PrivateBancorp Inc
PVTB
$2.49M ﹤0.01%
54,279
-53,517
-50% -$2.4M
DBI icon
1903
Designer Brands
DBI
$316M
$2.49M ﹤0.01%
121,580
+25,196
+26% +$591K
TMP icon
1904
Tompkins Financial
TMP
$1.44B
$2.49M ﹤0.01%
32,566
+254
+0.8% +$18.2K
MBT
1905
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$2.48M ﹤0.01%
325,708
-137,012
-30% -$1.16M
HPP
1906
Hudson Pacific Properties
HPP
$770M
$2.47M ﹤0.01%
10,739
+1,325
+14% +$302K
ENVA icon
1907
Enova International
ENVA
$6.12B
$2.46M ﹤0.01%
254,662
+1,971
+0.8% +$17.6K
BB icon
1908
BlackBerry
BB
$4.54B
$2.46M ﹤0.01%
308,515
-30,460
-9% -$229K
DDD icon
1909
3D Systems Corp
DDD
$405M
$2.46M ﹤0.01%
136,801
+13,910
+11% +$209K
PCTY icon
1910
Paylocity
PCTY
$7.34B
$2.45M ﹤0.01%
55,204
+842
+2% +$37.3K
GNCMA
1911
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$2.45M ﹤0.01%
178,425
-2,669
-1% -$38K
TVTY
1912
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$2.45M ﹤0.01%
92,461
-1,962
-2% -$39.6K
SYNA icon
1913
Synaptics
SYNA
$4.31B
$2.45M ﹤0.01%
41,761
-7,094
-15% -$390K
SN
1914
DELISTED
Sanchez Energy Corporation
SN
$2.45M ﹤0.01%
276,655
-183,783
-40% -$1.41M
TREE icon
1915
LendingTree
TREE
$571M
$2.44M ﹤0.01%
25,136
-1,213
-5% -$121K
LQDT icon
1916
Liquidity Services
LQDT
$1.22B
$2.43M ﹤0.01%
216,367
-26,287
-11% -$243K
RCI icon
1917
Rogers Communications
RCI
$18.1B
$2.43M ﹤0.01%
57,270
+151
+0.3% +$6.48K
VIPS icon
1918
Vipshop
VIPS
$7.2B
$2.43M ﹤0.01%
165,534
-88,017
-35% -$1.24M
ZWS icon
1919
Zurn Elkay Water Solutions
ZWS
$8.24B
$2.43M ﹤0.01%
235,468
+80,104
+52% +$812K
PKY
1920
DELISTED
Parkway, Inc.
PKY
$2.42M ﹤0.01%
142,540
+11,017
+8% +$192K
PRLB icon
1921
Protolabs
PRLB
$1.79B
$2.42M ﹤0.01%
40,310
-42,194
-51% -$2.43M
BRS
1922
DELISTED
Bristow Group, Inc.
BRS
$2.39M ﹤0.01%
170,787
+82,322
+93% +$984K
TREX icon
1923
Trex
TREX
$4.68B
$2.39M ﹤0.01%
162,724
+44,704
+38% +$623K
HSNI
1924
DELISTED
HSN, Inc.
HSNI
$2.39M ﹤0.01%
59,955
-9,592
-14% -$435K
UTEK
1925
DELISTED
Ultratech Inc.
UTEK
$2.38M ﹤0.01%
103,013
-48,342
-32% -$1.17M
75 76
77
78 79

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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.