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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
SPXX icon
2651
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$331M
$661K ﹤0.01%
48,025
-616,414
-93% -$8.55M
TRK
2652
DELISTED
Speedway Motorsports, Inc.
TRK
$660K ﹤0.01%
36,952
-814
-2% -$14.6K
AT
2653
DELISTED
Atlantic Power Corporation
AT
$659K ﹤0.01%
266,671
+136,661
+105% +$344K
OSUR icon
2654
OraSure Technologies
OSUR
$273M
$657K ﹤0.01%
82,428
+12,948
+19% +$96.1K
PTVCB
2655
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$655K ﹤0.01%
25,567
-775
-3% -$20.1K
CRAY
2656
DELISTED
Cray, Inc.
CRAY
$655K ﹤0.01%
27,823
-6,531
-19% -$167K
VV icon
2657
Vanguard Large-Cap ETF
VV
$51.9B
$654K ﹤0.01%
6,592
-104
-2% -$10.3K
BKCC
2658
DELISTED
BlackRock Capital Investment Corporation
BKCC
$654K ﹤0.01%
78,981
– –
HAYN
2659
DELISTED
Haynes International, Inc.
HAYN
$652K ﹤0.01%
17,565
-23
-0.1% -$860
AAIC
2660
DELISTED
Arlington Asset Investment Corp.
AAIC
$652K ﹤0.01%
44,112
+4,048
+10% +$58K
COF.PRC.CL
2661
DELISTED
Capital One Financial Corporation
COF.PRC.CL
$652K ﹤0.01%
24,172
+695
+3% +$18.9K
MHG
2662
DELISTED
Marine Harvest ASA
MHG
$652K ﹤0.01%
+36,366
New +$597K
EMD
2663
Western Asset Emerging Markets Debt Fund
EMD
$609M
$651K ﹤0.01%
40,030
– –
MNTA
2664
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$651K ﹤0.01%
55,731
+7,527
+16% +$88.5K
GCAP
2665
DELISTED
Gain Capital Holdings, Inc.
GCAP
$649K ﹤0.01%
105,075
-20,505
-16% -$134K
JPM.PRA.CL
2666
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$649K ﹤0.01%
24,325
+706
+3% +$18.5K
NRE
2667
DELISTED
NorthStar Realty Europe Corp.
NRE
$649K ﹤0.01%
59,310
+6,425
+12% +$63K
C.PRL.CL
2668
DELISTED
Citigroup Inc.
C.PRL.CL
$647K ﹤0.01%
23,273
+639
+3% +$17.7K
AXDX
2669
DELISTED
Accelerate Diagnostics
AXDX
$646K ﹤0.01%
2,369
+266
+13% +$58.9K
ZAGG
2670
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$645K ﹤0.01%
79,591
-63,009
-44% -$441K
YELL
2671
DELISTED
Yellow Corporation Common Stock
YELL
$645K ﹤0.01%
52,339
-6,936
-12% -$77.4K
AY
2672
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$643K ﹤0.01%
33,835
+8,119
+32% +$158K
ORA icon
2673
Ormat Technologies
ORA
$6.11B
$642K ﹤0.01%
13,264
+407
+3% +$19.2K
MBUU icon
2674
Malibu Boats
MBUU
$544M
$640K ﹤0.01%
42,940
+11,360
+36% +$155K
LMOS
2675
DELISTED
Lumos Networks Corp
LMOS
$640K ﹤0.01%
45,714
+2,463
+6% +$32.3K
105 106
107
108 109

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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.