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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
LTS
3251
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$43K ﹤0.01%
18,406
+7,349
+66% +$17.1K
LRMR icon
3252
Larimar Therapeutics
LRMR
$416M
$40K ﹤0.01%
+997
New +$45.3K
PWE
3253
DELISTED
Penn West Energy Petroleum Ltd
PWE
$36K ﹤0.01%
+19,862
New +$30.8K
KEM
3254
DELISTED
KEMET Corporation
KEM
$36K ﹤0.01%
10,077
-2,075
-17% -$6.94K
ANTH
3255
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
$33K ﹤0.01%
+1,304
New +$32.9K
BONT
3256
DELISTED
Bon-Ton Stores Inc/The
BONT
$32K ﹤0.01%
18,562
+6,316
+52% +$9.99K
HGG
3257
DELISTED
hhgregg Inc.
HGG
$32K ﹤0.01%
17,585
-3,126
-15% -$6.2K
INFI
3258
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$30K ﹤0.01%
+19,355
New +$29.7K
FUEL
3259
DELISTED
Rocket Fuel Inc.
FUEL
$30K ﹤0.01%
+11,476
New +$30.5K
MHGC
3260
DELISTED
Morgans Hotel Group Co.
MHGC
$28K ﹤0.01%
14,098
-3,357
-19% -$7.47K
COVS
3261
DELISTED
Covisint Corporation
COVS
$27K ﹤0.01%
12,559
-1,639
-12% -$3.58K
ALSK
3262
DELISTED
Alaska Communications Systems
ALSK
$26K ﹤0.01%
15,120
-12,125
-45% -$20.5K
ARNA
3263
DELISTED
Arena Pharmaceuticals Inc
ARNA
$24K ﹤0.01%
1,344
-29
-2% -$481
QMCO icon
3264
Quantum Corp
QMCO
$437M
$14K ﹤0.01%
123
-2,614
-96% -$255K
ESI
3265
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
$1K ﹤0.01%
12,257
-15,074
-55% -$28K
SUNE
3266
DELISTED
SUNEDISON, INC COM
SUNE
$1K ﹤0.01%
14,797
-21,007
-59% -$1.42K
AKO.A icon
3267
Embotelladora Andina Series A
AKO.A
– –
-25,890
Closed -$498K
AMN icon
3268
AMN Healthcare
AMN
$1.28B
– –
-294,459
Closed -$11.8M
ASMB icon
3269
Assembly Biosciences
ASMB
$506M
– –
-836
Closed -$56K
BATRA icon
3270
Atlanta Braves Holdings Series A
BATRA
$3.53B
– –
-10,053
Closed -$151K
BMA icon
3271
Banco Macro
BMA
$5.7B
– –
-48,016
Closed -$3.56M
BOOM icon
3272
DMC Global
BOOM
$121M
– –
-16,599
Closed -$178K
BBBY
3273
Bed Bath & Beyond
BBBY
$473M
– –
-20,871
Closed -$253K
CENT icon
3274
Central Garden & Pet Co
CENT
$2.74B
– –
-77,310
Closed -$1.41M
CPSS icon
3275
Consumer Portfolio Services
CPSS
$205M
– –
-89,137
Closed -$336K
129 130
131
132 133

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MCM
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PSUF
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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.