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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
MS.PRF icon
3301
Morgan Stanley Series F Preferred Stock
MS.PRF
$856K
– –
-13,697
Closed -$394K
NVGS icon
3302
Navigator Holdings
NVGS
$1.34B
– –
-105,686
Closed -$1.22M
PBR icon
3303
Petrobras
PBR
$121B
– –
-6,618,252
Closed -$47.4M
SB icon
3304
Safe Bulkers
SB
$781M
– –
-461,948
Closed -$485K
SGMO
3305
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-148,721
Closed -$861K
SIM icon
3306
Grupo SIMEC
SIM
$4.07B
– –
-11,701
Closed -$88K
DCOY
3307
Decoy Therapeutics
DCOY
$2.68M
– –
0
– -$109K
TGS icon
3308
Transportadora de Gas del Sur
TGS
$4.59B
– –
-146,273
Closed -$951K
TLT icon
3309
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
– –
-68,910
Closed -$9.57M
TPB icon
3310
Turning Point Brands
TPB
$1.47B
– –
-14,812
Closed -$152K
VONG icon
3311
Vanguard Russell 1000 Growth ETF
VONG
$42.5B
– –
-93,556
Closed -$2.39M
XOP icon
3312
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
– –
-33,320
Closed -$4.64M
BCOV
3313
DELISTED
Brightcove, Inc.
BCOV
– –
-12,864
Closed -$113K
CMLS
3314
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
– –
-18,861
Closed -$47K
TTOO
3315
DELISTED
T2 Biosystems, Inc
TTOO
– –
-2
Closed -$89K
ATCO
3316
DELISTED
Atlas Corp.
ATCO
– –
-14,567
Closed -$203K
CCXI
3317
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-34,422
Closed -$155K
NNA
3318
DELISTED
Navios Maritime Acquisition Corporation
NNA
– –
-46,607
Closed -$1.1M
HWCC
3319
DELISTED
Houston Wire & Cable Company
HWCC
– –
-10,932
Closed -$57K
WUBA
3320
DELISTED
58.com Inc
WUBA
– –
-5,680
Closed -$261K
DXB.CL
3321
DELISTED
Deutsche Bank Contingent Capital Trust II 6.55% Trust Preferred Securities Called
DXB.CL
– –
-13,969
Closed -$346K
DEST
3322
DELISTED
Destination Maternity Corporation
DEST
– –
-49,323
Closed -$290K
ACET
3323
DELISTED
Aceto Corp
ACET
– –
-10,481
Closed -$229K
BLMT
3324
DELISTED
BSB Bancorp, Inc.
BLMT
– –
-8,918
Closed -$202K
LOXO
3325
DELISTED
Loxo Oncology, Inc
LOXO
– –
-16,457
Closed -$381K
131 132
133
134 135

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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.