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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
TNAV
2826
DELISTED
Telenav Inc.
TNAV
$438K ﹤0.01%
76,509
+739
+1% +$4.01K
MXWL
2827
DELISTED
Maxwell Technologies Inc
MXWL
$436K ﹤0.01%
84,580
-17,129
-17% -$88.9K
SAAS
2828
DELISTED
inContact, Inc.
SAAS
$435K ﹤0.01%
31,110
+64
+0.2% +$888
AGYS icon
2829
Agilysys
AGYS
$2.78B
$434K ﹤0.01%
39,035
+1,552
+4% +$16.9K
CERS icon
2830
Cerus
CERS
$587M
$434K ﹤0.01%
69,810
-133
-0.2% -$871
PJH
2831
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
$434K ﹤0.01%
16,416
+444
+3% +$11.9K
FORM icon
2832
FormFactor
FORM
$8.11B
$433K ﹤0.01%
39,890
-15,723
-28% -$158K
HALO icon
2833
Halozyme
HALO
$9.72B
$433K ﹤0.01%
35,861
+2,129
+6% +$21.8K
XCO
2834
DELISTED
Exco Resources
XCO
$433K ﹤0.01%
26,971
-8
-0% -$143
CNBKA
2835
DELISTED
Century Bancorp Inc/Mass
CNBKA
$431K ﹤0.01%
9,516
+3,103
+48% +$137K
ITCI
2836
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$427K ﹤0.01%
28,040
+3,407
+14% +$138K
CLVS
2837
DELISTED
Clovis Oncology, Inc.
CLVS
$427K ﹤0.01%
11,837
+1,376
+13% +$29.5K
KIM.PRK.CL
2838
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
$427K ﹤0.01%
16,457
+466
+3% +$12.1K
COB
2839
DELISTED
CommunityOne Bancorp
COB
$427K ﹤0.01%
30,857
-538
-2% -$7.1K
NDRM
2840
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$427K ﹤0.01%
23,089
– –
EARN
2841
Ellington Residential Mortgage REIT
EARN
$165M
$426K ﹤0.01%
+32,826
New +$445K
GMTA
2842
DELISTED
GATX Corporation 5.625% Senior Notes 5/30/2066
GMTA
$423K ﹤0.01%
16,038
+525
+3% +$13.5K
NEE.PRI
2843
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
$422K ﹤0.01%
16,588
+448
+3% +$11.6K
NAT icon
2844
Nordic American Tanker
NAT
$1.37B
$421K ﹤0.01%
41,987
-29,999
-42% -$348K
PGEN icon
2845
Precigen
PGEN
$1.93B
$421K ﹤0.01%
15,143
-111,951
-88% -$2.96M
BUFF
2846
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$421K ﹤0.01%
17,736
-380
-2% -$9.64K
FLIC
2847
DELISTED
First of Long Island Corp
FLIC
$418K ﹤0.01%
18,926
-2,601
-12% -$54.2K
BRG
2848
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$418K ﹤0.01%
32,184
+1,528
+5% +$20.3K
MLAB icon
2849
Mesa Laboratories
MLAB
$539M
$415K ﹤0.01%
3,631
– –
SGYP
2850
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$415K ﹤0.01%
75,346
+8,778
+13% +$41.1K
112 113
114
115 116

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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.