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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
VNO.PRK
2951
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$321K ﹤0.01%
12,564
+337
+3% +$8.76K
IOVA icon
2952
Iovance Biotherapeutics
IOVA
$2.23B
$320K ﹤0.01%
38,849
-20
-0.1% -$169
WING icon
2953
Wingstop
WING
$3.68B
$320K ﹤0.01%
10,930
+6
+0.1% +$174
TMH
2954
DELISTED
Team Health Holdings Inc
TMH
$319K ﹤0.01%
9,811
-3,964
-29% -$146K
IHC
2955
DELISTED
Independence Holding Company
IHC
$319K ﹤0.01%
18,549
-16
-0.1% -$280
O.PRF.CL
2956
DELISTED
Realty Income Corporation
O.PRF.CL
$319K ﹤0.01%
12,252
-4,931
-29% -$130K
AFGE.CL
2957
DELISTED
American Financial Group, Inc 6 % Subordinated Debentures due 2054 Called for Redemption
AFGE.CL
$318K ﹤0.01%
11,771
+364
+3% +$9.98K
EIDO icon
2958
iShares MSCI Indonesia ETF
EIDO
$476M
$317K ﹤0.01%
+12,004
New +$309K
HNP
2959
DELISTED
Huaneng Power Intl, Inc.
HNP
$316K ﹤0.01%
12,598
-3,926
-24% -$96.9K
ORC
2960
Orchid Island Capital
ORC
$1.31B
$315K ﹤0.01%
6,041
+928
+18% +$49.5K
BATRK icon
2961
Atlanta Braves Holdings Series B
BATRK
$3.23B
$314K ﹤0.01%
18,065
-406
-2% -$6.6K
LIVN icon
2962
LivaNova
LIVN
$4.3B
$314K ﹤0.01%
5,220
-18,015
-78% -$1.04M
VRTS icon
2963
Virtus Investment Partners
VRTS
$1.11B
$314K ﹤0.01%
+3,204
New +$281K
AXS.PRD.CL
2964
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$314K ﹤0.01%
12,010
+327
+3% +$8.69K
AGRO icon
2965
Adecoagro
AGRO
$1.53B
$311K ﹤0.01%
27,266
-720,093
-96% -$7.61M
ELP
2966
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$311K ﹤0.01%
75,008
-166,290
-69% -$675K
HSTM icon
2967
HealthStream
HSTM
$793M
$311K ﹤0.01%
11,282
+1,750
+18% +$45.2K
ZIXI
2968
DELISTED
Zix Corporation
ZIXI
$311K ﹤0.01%
75,960
+5,311
+8% +$21K
ENTA icon
2969
Enanta Pharmaceuticals
ENTA
$372M
$309K ﹤0.01%
11,629
-4,545
-28% -$106K
SENEA icon
2970
Seneca Foods Class A
SENEA
$1.13B
$309K ﹤0.01%
10,944
-3,965
-27% -$133K
EGIO
2971
DELISTED
Edgio, Inc. Common Stock
EGIO
$306K ﹤0.01%
4,096
+9
+0.2% +$608
MGR.CL
2972
DELISTED
Affiliated Managers Group Inc
MGR.CL
$306K ﹤0.01%
11,662
+319
+3% +$8.48K
AMBA icon
2973
Ambarella
AMBA
$2.99B
$304K ﹤0.01%
+4,129
New +$259K
XLRN
2974
DELISTED
Acceleron Pharma
XLRN
$304K ﹤0.01%
8,401
-396
-5% -$13.1K
BAK icon
2975
Braskem
BAK
$980M
$303K ﹤0.01%
19,717
-15,969
-45% -$209K
117 118
119
120 121

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MCM
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PSUF
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SCC
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BAM
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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.