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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
CRNT icon
3226
Ceragon Networks
CRNT
$194M
$77K ﹤0.01%
+32,554
New +$74.6K
HOV icon
3227
Hovnanian Enterprises
HOV
$785M
$76K ﹤0.01%
1,795
-231
-11% -$10.2K
CNH
3228
CNH Industrial
CNH
$13.8B
$76K ﹤0.01%
12,091
– –
SYUT
3229
DELISTED
Synutra International, Inc.
SYUT
$72K ﹤0.01%
16,885
+5,243
+45% +$19.8K
BTE icon
3230
Baytex Energy
BTE
$3.08B
$70K ﹤0.01%
16,390
-3,969
-19% -$19.2K
GLUU
3231
DELISTED
Glu Mobile Inc.
GLUU
$70K ﹤0.01%
31,085
-10,891
-26% -$25.2K
CLDX icon
3232
Celldex Therapeutics
CLDX
$2.77B
$69K ﹤0.01%
1,136
-3,894
-77% -$243K
QHC
3233
DELISTED
Quorum Health Corporation
QHC
$69K ﹤0.01%
10,955
-19,956
-65% -$164K
SREV
3234
DELISTED
ServiceSource International, Inc.
SREV
$68K ﹤0.01%
13,982
-222
-2% -$1.04K
RSYS
3235
DELISTED
Radisys Corp
RSYS
$68K ﹤0.01%
+12,790
New +$64.6K
ACW
3236
DELISTED
Accuride Corp
ACW
$68K ﹤0.01%
+26,731
New +$47.7K
RMTI icon
3237
Rockwell Medical
RMTI
$26.2M
$67K ﹤0.01%
91
-25
-22% -$20.2K
IMUX icon
3238
Immunic
IMUX
$182M
$66K ﹤0.01%
27
-5
-16% -$12.3K
TVIA
3239
DELISTED
TerraVia Holdings, Inc. Common Stock
TVIA
$65K ﹤0.01%
23,608
+608
+3% +$1.57K
RTK
3240
DELISTED
Rentech, Inc.
RTK
$64K ﹤0.01%
21,902
+915
+4% +$2.78K
OSIR
3241
DELISTED
Osiris Therapeutics, Inc. Common Stock
OSIR
$63K ﹤0.01%
12,618
+417
+3% +$2.13K
TTNP
3242
DELISTED
Titan Pharmaceuticals
TTNP
$62K ﹤0.01%
+3
New +$58.3K
NGD
3243
DELISTED
New Gold Inc
NGD
$61K ﹤0.01%
+14,026
New +$69.9K
ERN
3244
DELISTED
Erin Energy Corp
ERN
$61K ﹤0.01%
25,916
-326
-1% -$791
RFP
3245
DELISTED
Resolute Forest Products Inc.
RFP
$51K ﹤0.01%
10,685
-2,432
-19% -$13.3K
PLPM
3246
DELISTED
Planet Payment, Inc
PLPM
$50K ﹤0.01%
+13,464
New +$53.1K
JIVE
3247
DELISTED
Jive Software, Inc.
JIVE
$50K ﹤0.01%
+11,843
New +$48.4K
EMG
3248
DELISTED
Emergent Capital, Inc.
EMG
$50K ﹤0.01%
17,116
-1,295
-7% -$4.63K
IMGN
3249
DELISTED
Immunogen Inc
IMGN
$48K ﹤0.01%
+18,086
New +$52.6K
GEN
3250
DELISTED
Genesis Healthcare, Inc.
GEN
$48K ﹤0.01%
+17,960
New +$41.3K
128 129
130
131 132

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MCM
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PSUF
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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.