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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
AFGH
2851
DELISTED
American Financial Group, Inc. 6.000% Subordinated Debentures due 2055
AFGH
$412K ﹤0.01%
15,173
+460
+3% +$12.6K
HMY icon
2852
Harmony Gold Mining
HMY
$9.92B
$410K ﹤0.01%
117,337
+25,604
+28% +$104K
DTJ
2853
DELISTED
DTE Energy Company 2016 Series B 5.375% Junior Subordinated Debentures due 2076
DTJ
$410K ﹤0.01%
15,893
+8,198
+107% +$211K
MBB icon
2854
iShares MBS ETF
MBB
$39B
$407K ﹤0.01%
3,701
– –
CDI
2855
DELISTED
CDI Corp.
CDI
$407K ﹤0.01%
71,782
+1,811
+3% +$10.6K
AXS.PRC.CL
2856
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
$407K ﹤0.01%
15,900
+415
+3% +$10.9K
CEMP
2857
DELISTED
Cempra, Inc.
CEMP
$406K ﹤0.01%
16,775
-615
-4% -$13.2K
NEE.PRJ
2858
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$406K ﹤0.01%
15,898
+459
+3% +$11.8K
GTN icon
2859
Gray Television
GTN
$407M
$405K ﹤0.01%
39,122
-67,339
-63% -$734K
PETX
2860
DELISTED
Aratana Therapeutics, Inc.
PETX
$405K ﹤0.01%
43,307
+15,349
+55% +$127K
GS.PRN
2861
DELISTED
Goldman Sachs Group, Inc., The Depositary Shares, Each Representing 1/1,000th Interest in a Share of
GS.PRN
$405K ﹤0.01%
14,946
+485
+3% +$13.2K
HHS icon
2862
Harte-Hanks
HHS
$403K ﹤0.01%
24,891
+1,004
+4% +$16.5K
JRVR icon
2863
James River Group Holdings
JRVR
$218M
$402K ﹤0.01%
11,098
-21,926
-66% -$771K
TNK icon
2864
Teekay Tankers
TNK
$2.63B
$402K ﹤0.01%
19,845
+376
+2% +$8.43K
GLF
2865
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$401K ﹤0.01%
238,413
-134,504
-36% -$352K
IPLDP
2866
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
$400K ﹤0.01%
14,841
+420
+3% +$11.5K
GNBC
2867
DELISTED
Green Bancorp, Inc
GNBC
$400K ﹤0.01%
36,594
+1,101
+3% +$10.9K
AEH.CL
2868
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
$399K ﹤0.01%
15,669
-25,305
-62% -$656K
SHOR
2869
DELISTED
ShoreTel, Inc.
SHOR
$399K ﹤0.01%
49,823
-32,464
-39% -$254K
ATEN icon
2870
A10 Networks
ATEN
$2.47B
$395K ﹤0.01%
36,934
-3,671
-9% -$32.1K
FOLD
2871
DELISTED
Amicus Therapeutics
FOLD
$394K ﹤0.01%
+53,203
New +$359K
GABC icon
2872
German American Bancorp
GABC
$1.82B
$393K ﹤0.01%
15,161
-1,513
-9% -$35.7K
TX icon
2873
Ternium
TX
$9.29B
$393K ﹤0.01%
20,024
-252,858
-93% -$5.25M
USB.PRO
2874
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
$392K ﹤0.01%
14,744
+370
+3% +$10K
NNN.PRD.CL
2875
DELISTED
National Retail Properties Inc
NNN.PRD.CL
$392K ﹤0.01%
15,263
+428
+3% +$11.1K
113 114
115
116 117

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.