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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
YDKN
2701
DELISTED
Yadkin Financial Corporation
YDKN
$610K ﹤0.01%
23,208
-94,980
-80% -$2.44M
ATRI
2702
DELISTED
Atrion Corp
ATRI
$607K ﹤0.01%
1,422
+643
+83% +$286K
NEWR
2703
DELISTED
New Relic, Inc.
NEWR
$606K ﹤0.01%
15,811
+1,656
+12% +$58.2K
HMHC
2704
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$603K ﹤0.01%
44,964
+28,490
+173% +$444K
ISG.CL
2705
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$602K ﹤0.01%
23,485
-4,977
-17% -$129K
SCMP
2706
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$597K ﹤0.01%
48,503
+33,058
+214% +$390K
BHR
2707
Braemar Hotels & Resorts
BHR
$153M
$592K ﹤0.01%
42,418
-3,429
-7% -$51K
HLIO icon
2708
Helios Technologies
HLIO
$2.64B
$591K ﹤0.01%
18,304
-1,133
-6% -$34.2K
CORR
2709
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$590K ﹤0.01%
20,104
+2,485
+14% +$73.1K
THR
2710
DELISTED
Thermon Group Holdings
THR
$589K ﹤0.01%
29,827
-1,562
-5% -$30.3K
PAHC icon
2711
Phibro Animal Health
PAHC
$1.38B
$584K ﹤0.01%
21,478
+2,475
+13% +$56K
ARAV
2712
DELISTED
Aravive, Inc. Common Stock
ARAV
$584K ﹤0.01%
7,945
-10
-0.1% -$723
BAC.PRI.CL
2713
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$583K ﹤0.01%
22,056
+145
+0.7% +$3.87K
USCR
2714
DELISTED
U S Concrete, Inc.
USCR
$581K ﹤0.01%
12,602
-21,051
-63% -$1.19M
DBVT
2715
DBV Technologies
DBVT
$807M
$578K ﹤0.01%
1,590
+8
+0.5% +$2.78K
EWM icon
2716
iShares MSCI Malaysia ETF
EWM
$305M
$576K ﹤0.01%
17,760
-30,807
-63% -$1.02M
PFBC icon
2717
Preferred Bank
PFBC
$1.22B
$576K ﹤0.01%
16,121
-5,149
-24% -$173K
BELFB
2718
Bel Fuse Inc Class B
BELFB
$3.88B
$574K ﹤0.01%
23,759
-3,552
-13% -$75.7K
IMPV
2719
DELISTED
Imperva, Inc.
IMPV
$574K ﹤0.01%
10,685
-1,629
-13% -$75.6K
AFSD
2720
DELISTED
AFLAC Inc
AFSD
$574K ﹤0.01%
21,682
+565
+3% +$15.1K
SCHW.PRD
2721
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$717M
$572K ﹤0.01%
20,996
+626
+3% +$17.1K
CRVL icon
2722
CorVel
CRVL
$3.05B
$571K ﹤0.01%
44,631
+10,656
+31% +$148K
WINA icon
2723
Winmark
WINA
$1.19B
$571K ﹤0.01%
5,408
-45
-0.8% -$4.58K
SNHNI
2724
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$570K ﹤0.01%
22,431
+571
+3% +$14.7K
BBT.PRH
2725
DELISTED
BB&T Corporation
BBT.PRH
$570K ﹤0.01%
21,377
+615
+3% +$16.5K
107 108
109
110 111

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AF
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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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ACI
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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.