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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
CRESY
3276
Cresud
CRESY
$794M
– –
-138,837
Closed -$1.75M
CRTO icon
3277
Criteo
CRTO
$1.03B
– –
-33,097
Closed -$1.52M
CVEO icon
3278
Civeo
CVEO
$379M
– –
-3,177
Closed -$69K
DMRC icon
3279
Digimarc Corp
DMRC
$133M
– –
-8,766
Closed -$280K
AXIA.PR
3280
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
– –
-20,602
Closed -$110K
EFG icon
3281
iShares MSCI EAFE Growth ETF
EFG
$16.3B
– –
-7,231
Closed -$473K
ENZL icon
3282
iShares MSCI New Zealand ETF
ENZL
$67.5M
– –
-4,750
Closed -$204K
ET icon
3283
Energy Transfer Partners
ET
$70.1B
– –
-14,816
Closed -$213K
EWZ icon
3284
iShares MSCI Brazil ETF
EWZ
$9.05B
– –
-13,625
Closed -$411K
FXI icon
3285
iShares China Large-Cap ETF
FXI
$4.31B
– –
-23,198
Closed -$794K
GERN icon
3286
Geron
GERN
$911M
– –
-10,331
Closed -$28K
GNE icon
3287
Genie Energy
GNE
$378M
– –
-10,840
Closed -$73K
GNR icon
3288
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.75B
– –
-81,551
Closed -$3.03M
HIMX
3289
Himax Technologies
HIMX
$2.2B
– –
-34,098
Closed -$282K
HTBK
3290
DELISTED
Heritage Commerce
HTBK
– –
-11,873
Closed -$125K
IBB icon
3291
iShares Biotechnology ETF
IBB
$9.31B
– –
-2,334
Closed -$200K
IEF icon
3292
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
– –
-98,736
Closed -$9.73M
III icon
3293
Information Services Group
III
$185M
– –
-11,001
Closed -$41K
IRS
3294
IRSA Inversiones y Representaciones
IRS
$1.26B
– –
-58,860
Closed -$953K
IWV icon
3295
iShares Russell 3000 ETF
IWV
$19.5B
– –
-4,197
Closed -$521K
KWEB icon
3296
KraneShares CSI China Internet ETF
KWEB
$5.2B
– –
-6,539
Closed -$220K
LQD icon
3297
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.7B
– –
-1,837
Closed -$225K
LXRX icon
3298
Lexicon Pharmaceuticals
LXRX
$1.02B
– –
-93,039
Closed -$1.33M
MCRB icon
3299
Seres Therapeutics
MCRB
$48M
– –
-946
Closed -$550K
MFIN icon
3300
Medallion Financial
MFIN
$226M
– –
-10,029
Closed -$74K
130 131
132
133 134

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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.