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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
SSI
2226
DELISTED
Stage Stores Inc
SSI
$1.49M ﹤0.01%
265,333
+67,348
+34% +$377K
LXFT
2227
DELISTED
Luxoft Holding, Inc.
LXFT
$1.49M ﹤0.01%
28,179
-28,521
-50% -$1.52M
CAE icon
2228
CAE Inc. Common Shares
CAE
$8.3B
$1.49M ﹤0.01%
104,304
+142
+0.1% +$1.93K
PBPB
2229
DELISTED
Potbelly
PBPB
$1.48M ﹤0.01%
119,329
-14,455
-11% -$187K
SHI
2230
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$1.48M ﹤0.01%
28,985
-61
-0.2% -$3.06K
ADXS
2231
DELISTED
Advaxis Inc
ADXS
$1.48M ﹤0.01%
9,241
+5,079
+122% +$827K
MCRN
2232
DELISTED
Milacron Holdings Corp.
MCRN
$1.48M ﹤0.01%
92,516
-9,922
-10% -$159K
RM icon
2233
Regional Management Corp
RM
$386M
$1.47M ﹤0.01%
68,075
-774
-1% -$15.1K
ZEN
2234
DELISTED
ZENDESK INC
ZEN
$1.47M ﹤0.01%
47,986
-716
-1% -$21.3K
DBEU icon
2235
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$767M
$1.47M ﹤0.01%
57,069
+2,431
+4% +$61.7K
CSS
2236
DELISTED
CSS Industries, Inc.
CSS
$1.47M ﹤0.01%
57,478
-2,259
-4% -$59.5K
HEI icon
2237
HEICO Corp
HEI
$49.9B
$1.47M ﹤0.01%
51,692
-147,248
-74% -$4.16M
TILE icon
2238
Interface
TILE
$1.96B
$1.46M ﹤0.01%
87,647
+1,543
+2% +$25.8K
EPM icon
2239
Evolution Petroleum
EPM
$129M
$1.46M ﹤0.01%
232,224
-411
-0.2% -$2.35K
XCRA
2240
DELISTED
Xcerra Corporation
XCRA
$1.46M ﹤0.01%
240,088
-21,416
-8% -$126K
CSR
2241
Centerspace
CSR
$937M
$1.45M ﹤0.01%
24,421
-3,711
-13% -$236K
LPSN icon
2242
LivePerson
LPSN
$20.8M
$1.45M ﹤0.01%
11,497
-643
-5% -$73.3K
MS.PRE icon
2243
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$1.45M ﹤0.01%
49,107
+1,354
+3% +$40.7K
ININ
2244
DELISTED
Interactive Intelligence Group, inc.
ININ
$1.45M ﹤0.01%
24,025
-224
-0.9% -$12.1K
CSTM icon
2245
Constellium
CSTM
$4.02B
$1.44M ﹤0.01%
200,617
+40,197
+25% +$241K
DHX icon
2246
DHI Group
DHX
$164M
$1.44M ﹤0.01%
182,903
-10,777
-6% -$78.6K
HCKT icon
2247
Hackett Group
HCKT
$255M
$1.44M ﹤0.01%
87,291
-33,413
-28% -$510K
BF.A icon
2248
Brown-Forman Class A
BF.A
$12.8B
$1.44M ﹤0.01%
36,188
+1,160
+3% +$48K
IWO icon
2249
iShares Russell 2000 Growth ETF
IWO
$14.4B
$1.44M ﹤0.01%
9,672
-44,077
-82% -$6.42M
GPRO icon
2250
GoPro
GPRO
$119M
$1.44M ﹤0.01%
86,267
+26,757
+45% +$367K
88 89
90
91 92

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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.