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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
VIA
2076
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.86M ﹤0.01%
25,483
-1,607
-6% -$112K
ROG icon
2077
Rogers Corp
ROG
$2.31B
$1.85M ﹤0.01%
30,372
-3,201
-10% -$194K
KTOS icon
2078
Kratos Defense & Security Solutions
KTOS
$9.27B
$1.85M ﹤0.01%
269,039
-43,435
-14% -$254K
CHFN
2079
DELISTED
Charter Financial Corp
CHFN
$1.85M ﹤0.01%
143,943
+29,571
+26% +$389K
PLOW icon
2080
Douglas Dynamics
PLOW
$1.04B
$1.85M ﹤0.01%
57,873
-8,151
-12% -$244K
MTSC
2081
DELISTED
MTS Systems Corp
MTSC
$1.85M ﹤0.01%
40,133
+2,263
+6% +$107K
AVID
2082
DELISTED
Avid Technology Inc
AVID
$1.84M ﹤0.01%
232,329
-45,057
-16% -$346K
HTGC icon
2083
Hercules Capital
HTGC
$2.95B
$1.84M ﹤0.01%
135,852
+5,340
+4% +$71.2K
JBSS icon
2084
John B. Sanfilippo & Son
JBSS
$978M
$1.84M ﹤0.01%
35,864
+6,362
+22% +$306K
STBA icon
2085
S&T Bancorp
STBA
$1.88B
$1.83M ﹤0.01%
63,119
+2,623
+4% +$70.7K
CBB
2086
DELISTED
Cincinnati Bell Inc.
CBB
$1.82M ﹤0.01%
89,310
+39,340
+79% +$876K
NEO icon
2087
NeoGenomics
NEO
$1.71B
$1.82M ﹤0.01%
221,477
-53,098
-19% -$446K
EMB icon
2088
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.82M ﹤0.01%
15,500
+867
+6% +$101K
UHT
2089
Universal Health Realty Income Trust
UHT
$614M
$1.81M ﹤0.01%
28,744
+5,166
+22% +$312K
CZR
2090
DELISTED
Caesars Entertainment Corporation
CZR
$1.81M ﹤0.01%
243,103
+27,727
+13% +$200K
AEGN
2091
DELISTED
Aegion Corp
AEGN
$1.8M ﹤0.01%
94,645
-17,412
-16% -$333K
IMO icon
2092
Imperial Oil
IMO
$60.8B
$1.8M ﹤0.01%
57,515
+1,555
+3% +$48.2K
PSMT icon
2093
Pricesmart
PSMT
$5.81B
$1.8M ﹤0.01%
21,483
-513
-2% -$42.2K
BFX
2094
DELISTED
BowFlex Inc.
BFX
$1.79M ﹤0.01%
78,950
-32,346
-29% -$689K
IPGP icon
2095
IPG Photonics
IPGP
$3.81B
$1.78M ﹤0.01%
21,681
+8
+0% +$668
AXTA icon
2096
Axalta
AXTA
$7.22B
$1.78M ﹤0.01%
63,008
+6,392
+11% +$179K
GTS
2097
DELISTED
Triple-S Management Corporation
GTS
$1.78M ﹤0.01%
85,307
+17,730
+26% +$397K
GLD icon
2098
SPDR Gold Trust
GLD
$132B
$1.78M ﹤0.01%
14,158
+36
+0.3% +$4.58K
PETS icon
2099
PetMed Express
PETS
$42.1M
$1.77M ﹤0.01%
87,493
-18,379
-17% -$370K
MLNX
2100
DELISTED
Mellanox Technologies, Ltd.
MLNX
$1.77M ﹤0.01%
40,981
+745
+2% +$33K
82 83
84
85 86

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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.