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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
PAYC icon
2201
Paycom
PAYC
$7.58B
$1.54M ﹤0.01%
30,829
+1,699
+6% +$83K
IRBT
2202
DELISTED
iRobot
IRBT
$1.54M ﹤0.01%
35,063
+14,223
+68% +$557K
ECHO
2203
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.54M ﹤0.01%
66,871
-4,173
-6% -$102K
UGP icon
2204
Ultrapar
UGP
$6.77B
$1.54M ﹤0.01%
140,820
+7,132
+5% +$79.7K
SFNC icon
2205
Simmons First National
SFNC
$3.36B
$1.54M ﹤0.01%
61,694
+2,564
+4% +$61.6K
MR
2206
DELISTED
Montage Resources Corporation Common Stock
MR
$1.54M ﹤0.01%
31,182
+22,645
+265% +$1.08M
RGR icon
2207
Sturm, Ruger & Co
RGR
$617M
$1.53M ﹤0.01%
26,550
-1,469
-5% -$93K
FBR
2208
DELISTED
Fibria Celulose Sa
FBR
$1.53M ﹤0.01%
216,875
-100,747
-32% -$667K
VASC
2209
DELISTED
Vascular Solutions Inc
VASC
$1.53M ﹤0.01%
31,768
+5,154
+19% +$240K
RUTH
2210
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.53M ﹤0.01%
108,250
-53,251
-33% -$815K
DIA icon
2211
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
$1.53M ﹤0.01%
+8,355
New +$1.53M
TBX icon
2212
ProShares Short 7-10 Year Treasury
TBX
$15.8M
$1.53M ﹤0.01%
+55,776
New +$1.53M
EVER
2213
DELISTED
Everbank Financial Corp
EVER
$1.53M ﹤0.01%
78,809
+19,394
+33% +$351K
LOCK
2214
DELISTED
LifeLock, Inc.
LOCK
$1.52M ﹤0.01%
90,027
+590
+0.7% +$9.71K
THD icon
2215
iShares MSCI Thailand ETF
THD
$362M
$1.52M ﹤0.01%
20,664
+4,246
+26% +$310K
FARO
2216
DELISTED
Faro Technologies
FARO
$1.51M ﹤0.01%
42,128
+456
+1% +$15.5K
STE icon
2217
Steris
STE
$22.4B
$1.51M ﹤0.01%
20,674
-31,373
-60% -$2.22M
WNS
2218
DELISTED
WNS Holdings
WNS
$1.51M ﹤0.01%
50,335
-27,115
-35% -$781K
STOR
2219
DELISTED
STORE Capital Corporation
STOR
$1.5M ﹤0.01%
51,058
+20,565
+67% +$612K
GOVT icon
2220
iShares US Treasury Bond ETF
GOVT
$43.8B
$1.5M ﹤0.01%
57,480
+13,445
+31% +$351K
IVC
2221
DELISTED
Invacare Corporation
IVC
$1.5M ﹤0.01%
134,188
-89,904
-40% -$1.08M
RAS
2222
DELISTED
RAIT Financial Trust
RAS
$1.5M ﹤0.01%
442,777
+65,210
+17% +$204K
CMTL icon
2223
Comtech Telecommunications
CMTL
$50.3M
$1.5M ﹤0.01%
116,727
+30,679
+36% +$402K
TBNK
2224
DELISTED
Territorial Bancorp Inc.
TBNK
$1.5M ﹤0.01%
52,163
-432
-0.8% -$12.1K
AAON icon
2225
Aaon
AAON
$7.7B
$1.49M ﹤0.01%
77,547
+5,997
+8% +$110K
87 88
89
90 91

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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.