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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
GEB.CL
2551
DELISTED
General Electric Capital Corp
GEB.CL
$828K ﹤0.01%
32,153
+869
+3% +$22.9K
CKEC
2552
DELISTED
Carmike Cinemas Inc
CKEC
$819K ﹤0.01%
25,053
+9,417
+60% +$297K
EWA icon
2553
iShares MSCI Australia ETF
EWA
$1.37B
$818K ﹤0.01%
39,143
+544
+1% +$11.1K
NEE.PRK
2554
DELISTED
NextEra Energy Capital Holdings, Inc. Series K Junior Subordinated Debentures due June 1, 2076
NEE.PRK
$818K ﹤0.01%
31,851
+13,342
+72% +$340K
NXTM
2555
DELISTED
NxStage Medical Inc.
NXTM
$818K ﹤0.01%
32,753
-13,140
-29% -$306K
WRB.PRD
2556
DELISTED
W.R. Berkley Corporation5.75% Subordinated Debentures due 2056
WRB.PRD
$817K ﹤0.01%
31,572
+8,390
+36% +$216K
CLMS
2557
DELISTED
Calamos Asset Management, Inc.
CLMS
$815K ﹤0.01%
119,539
-10,046
-8% -$70.8K
NETI
2558
DELISTED
Eneti Inc.
NETI
$813K ﹤0.01%
25,293
+14,888
+143% +$463K
SIGM
2559
DELISTED
Sigma Designs Inc
SIGM
$813K ﹤0.01%
104,407
-37,564
-26% -$272K
PGRE
2560
DELISTED
Paramount Group
PGRE
$810K ﹤0.01%
49,415
+12,167
+33% +$209K
ANDX
2561
DELISTED
Andeavor Logistics LP
ANDX
$805K ﹤0.01%
16,613
-6,152
-27% -$293K
CCU icon
2562
Compañía de Cervecerías Unidas
CCU
$2.17B
$804K ﹤0.01%
39,801
-194,394
-83% -$4.27M
KODK icon
2563
Kodak
KODK
$784M
$804K ﹤0.01%
53,601
+33,087
+161% +$524K
ANIK icon
2564
Anika Therapeutics
ANIK
$201M
$802K ﹤0.01%
16,759
-3,712
-18% -$183K
MODV
2565
DELISTED
ModivCare
MODV
$802K ﹤0.01%
16,489
-2,594
-14% -$122K
TUES
2566
DELISTED
Tuesday Morning Corp
TUES
$801K ﹤0.01%
133,881
-9,722
-7% -$69K
HTB
2567
HomeTrust Bancshares
HTB
$829M
$800K ﹤0.01%
43,235
-4,357
-9% -$82.1K
ENO
2568
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$92.2M
$798K ﹤0.01%
29,143
+800
+3% +$21.4K
LYTS icon
2569
LSI Industries
LYTS
$848M
$796K ﹤0.01%
70,878
-13,018
-16% -$139K
CASH icon
2570
Pathward Financial
CASH
$1.81B
$791K ﹤0.01%
39,135
– –
DFRG
2571
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$788K ﹤0.01%
58,478
-2,004
-3% -$29.7K
NGS icon
2572
Natural Gas Services Group
NGS
$470M
$786K ﹤0.01%
31,971
-3,836
-11% -$93.3K
DFJ icon
2573
WisdomTree Japan SmallCap Dividend Fund
DFJ
$385M
$782K ﹤0.01%
12,712
-885,257
-99% -$52.1M
MEOH icon
2574
Methanex
MEOH
$4.19B
$781K ﹤0.01%
21,899
+3,514
+19% +$104K
FOE
2575
DELISTED
Ferro Corporation
FOE
$779K ﹤0.01%
56,435
+13,764
+32% +$182K
101 102
103
104 105

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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.