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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
ETSY icon
2876
Etsy
ETSY
$7.65B
$391K ﹤0.01%
+27,368
New +$346K
MPG
2877
DELISTED
Metaldyne Performance Group Inc.
MPG
$391K ﹤0.01%
24,680
+1,761
+8% +$27.5K
HGH
2878
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$389K ﹤0.01%
12,342
+371
+3% +$11.7K
MBVT
2879
DELISTED
Merchants Bancshares Inc
MBVT
$389K ﹤0.01%
12,020
+208
+2% +$6.72K
WMAR
2880
DELISTED
West Marine Inc
WMAR
$387K ﹤0.01%
46,847
+1,361
+3% +$12.3K
NEE.PRG.CL
2881
DELISTED
Nextera Energy Capital Holdings
NEE.PRG.CL
$386K ﹤0.01%
15,076
+427
+3% +$11.1K
CMRE icon
2882
Costamare
CMRE
$1.9B
$385K ﹤0.01%
42,113
-678,119
-94% -$6.08M
FRO icon
2883
Frontline
FRO
$8.75B
$384K ﹤0.01%
53,528
+3,027
+6% +$23.4K
VSLR
2884
DELISTED
VIVINT SOLAR, INC.
VSLR
$384K ﹤0.01%
121,597
+66,210
+120% +$205K
VTRB
2885
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$383K ﹤0.01%
14,370
+391
+3% +$10.7K
LILA icon
2886
Liberty Latin America Class A
LILA
$1.51B
$382K ﹤0.01%
21,634
-284,658
-93% -$5.61M
C.PRJ
2887
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
$382K ﹤0.01%
13,192
+356
+3% +$10.6K
ATRA icon
2888
Atara Biotherapeutics
ATRA
$71.2M
$381K ﹤0.01%
713
+84
+13% +$45.6K
SPAB icon
2889
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.78B
$381K ﹤0.01%
12,870
– –
AMRI
2890
DELISTED
Albany Molecular Research Inc
AMRI
$381K ﹤0.01%
23,063
+3,980
+21% +$59K
VOE icon
2891
Vanguard Mid-Cap Value ETF
VOE
$23.7B
$380K ﹤0.01%
4,061
+61
+2% +$5.64K
AORT icon
2892
Artivion
AORT
$1.23B
$379K ﹤0.01%
21,579
+5,336
+33% +$80.7K
PEBO icon
2893
Peoples Bancorp
PEBO
$1.45B
$378K ﹤0.01%
15,366
+2,151
+16% +$49.8K
LGTY
2894
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$376K ﹤0.01%
33,862
-1,148
-3% -$12.5K
CASS icon
2895
Cass Information Systems
CASS
$698M
$375K ﹤0.01%
8,734
-22,356
-72% -$918K
DEL
2896
DELISTED
Deltic Timber
DEL
$375K ﹤0.01%
5,535
+149
+3% +$10.3K
EVRI
2897
DELISTED
Everi Holdings
EVRI
$374K ﹤0.01%
151,551
-34,833
-19% -$69.2K
HDSN
2898
Hudson Technologies
HDSN
$267M
$374K ﹤0.01%
+56,304
New +$297K
ARH.PRC.CL
2899
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
$373K ﹤0.01%
14,564
+435
+3% +$11.6K
IWC icon
2900
iShares Micro-Cap ETF
IWC
$1.43B
$369K ﹤0.01%
4,728
-7,050
-60% -$530K
114 115
116
117 118

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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.