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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
PFSW
3176
DELISTED
PFSweb, Inc.
PFSW
$131K ﹤0.01%
14,700
-23,106
-61% -$224K
CIE
3177
DELISTED
Cobalt International Energy, Inc
CIE
$128K ﹤0.01%
6,907
-3,096
-31% -$57.5K
TAC icon
3178
TransAlta
TAC
$4.34B
$127K ﹤0.01%
28,640
+2,546
+10% +$11.9K
VHC icon
3179
VirnetX Holding Corp
VHC
$52.3M
$126K ﹤0.01%
+2,055
New +$129K
KERX
3180
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$126K ﹤0.01%
23,704
-2,247
-9% -$12.1K
SENS icon
3181
Senseonics Holdings Inc
SENS
$254M
$123K ﹤0.01%
+1,583
New +$120K
AMBR
3182
DELISTED
Amber Road Inc
AMBR
$123K ﹤0.01%
12,730
+1,170
+10% +$11.2K
CYTK icon
3183
Cytokinetics
CYTK
$11B
$121K ﹤0.01%
13,200
-996
-7% -$10.4K
KOPN icon
3184
Kopin
KOPN
$663M
$120K ﹤0.01%
55,015
+10,198
+23% +$22.8K
JAX
3185
DELISTED
J. Alexander's Holdings, Inc.
JAX
$120K ﹤0.01%
11,837
-4,598
-28% -$45.1K
CETV
3186
DELISTED
Central European Media Enterprises Ltd
CETV
$119K ﹤0.01%
51,494
+7,032
+16% +$16.1K
CMBT
3187
CMB.TECH NV
CMBT
$4.57B
$118K ﹤0.01%
15,443
+719
+5% +$6.28K
DS
3188
DELISTED
Drive Shack Inc.
DS
$118K ﹤0.01%
26,099
– –
GSM icon
3189
FerroAtlántica
GSM
$628M
$117K ﹤0.01%
+12,987
New +$116K
TSQ icon
3190
Townsquare Media
TSQ
$113M
$111K ﹤0.01%
11,885
+997
+9% +$8.81K
HEOP
3191
DELISTED
Heritage Oaks Bancorp
HEOP
$109K ﹤0.01%
13,245
+1,379
+12% +$11.3K
PACD
3192
DELISTED
Pacific Drilling S A
PACD
$109K ﹤0.01%
26,922
-7,365
-21% -$34K
MPX
3193
DELISTED
Marine Products Corp
MPX
$108K ﹤0.01%
12,084
-533
-4% -$4.73K
NVAX icon
3194
Novavax
NVAX
$1.23B
$107K ﹤0.01%
2,584
-3,227
-56% -$417K
I
3195
DELISTED
INTELSAT S. A.
I
$106K ﹤0.01%
39,105
+3,205
+9% +$8.66K
UCP
3196
DELISTED
UCP, Inc.
UCP
$106K ﹤0.01%
+12,077
New +$101K
NEWS
3197
DELISTED
NewStar Financial, Inc.
NEWS
$106K ﹤0.01%
+10,897
New +$108K
FCEL icon
3198
FuelCell Energy
FCEL
$1.7B
$105K ﹤0.01%
54
-1
-2% -$1.92K
IPI icon
3199
Intrepid Potash
IPI
$460M
$105K ﹤0.01%
9,252
-1,168
-11% -$15.3K
TCRT icon
3200
Alaunos Therapeutics
TCRT
$4.74M
$105K ﹤0.01%
124
-529
-81% -$425K
126 127
128
129 130

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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.