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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
HTHT icon
2776
Huazhu Hotels Group
HTHT
$12.4B
$507K ﹤0.01%
44,968
+19,712
+78% +$206K
SGRY icon
2777
Surgery Partners
SGRY
$2.06B
$507K ﹤0.01%
25,039
+14,927
+148% +$274K
DEA
2778
Easterly Government Properties
DEA
$1.18B
$505K ﹤0.01%
10,584
+3,068
+41% +$151K
JPM.PRB.CL
2779
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$505K ﹤0.01%
17,843
+533
+3% +$15K
ESSA
2780
DELISTED
ESSA Bancorp
ESSA
$504K ﹤0.01%
36,409
+6,561
+22% +$90.9K
CSLT
2781
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$503K ﹤0.01%
120,936
+39,237
+48% +$160K
CYBR
2782
DELISTED
CyberArk
CYBR
$499K ﹤0.01%
10,073
+5
+0% +$266
FLWS icon
2783
1-800-Flowers.com
FLWS
$245M
$498K ﹤0.01%
54,354
-17,780
-25% -$165K
ABCB icon
2784
Ameris Bancorp
ABCB
$5.89B
$497K ﹤0.01%
14,224
+2,255
+19% +$75.2K
OKSB
2785
DELISTED
Southwest Bancorp Inc/OK
OKSB
$497K ﹤0.01%
26,150
-1,998
-7% -$37.7K
NEE.PRH.CL
2786
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$493K ﹤0.01%
19,284
+554
+3% +$14.4K
TBHC
2787
DELISTED
The Brand House Collective
TBHC
$491K ﹤0.01%
40,275
-12,817
-24% -$179K
GDDY icon
2788
GoDaddy
GDDY
$12.3B
$490K ﹤0.01%
14,192
+2,876
+25% +$91.7K
PNK
2789
DELISTED
Pinnacle Entertainment Inc.
PNK
$490K ﹤0.01%
39,671
-7,908
-17% -$90.6K
AMJ
2790
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$487K ﹤0.01%
15,473
+5,889
+61% +$185K
WATT icon
2791
Energous
WATT
$80.3M
$485K ﹤0.01%
41
+6
+17% +$53.5K
DUKH
2792
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$483K ﹤0.01%
18,377
-13
-0.1% -$345
MEDP icon
2793
Medpace
MEDP
$16.8B
$482K ﹤0.01%
+16,144
New +$471K
VSEC icon
2794
VSE Corp
VSEC
$5.48B
$477K ﹤0.01%
14,027
-5
-0% -$170
CCV.CL
2795
DELISTED
Comcast Corporation
CCV.CL
$477K ﹤0.01%
17,881
+476
+3% +$12.8K
ESIO
2796
DELISTED
Electro Scientific Industries
ESIO
$474K ﹤0.01%
83,957
+21,082
+34% +$123K
ADPT
2797
DELISTED
Adeptus Health Inc
ADPT
$474K ﹤0.01%
11,018
+4,361
+66% +$197K
ARRY
2798
DELISTED
Array Biopharma Inc
ARRY
$472K ﹤0.01%
69,888
-9,254
-12% -$35.8K
STT.PRC.CL
2799
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$466K ﹤0.01%
18,285
+546
+3% +$14.2K
KIM.PRI.CL
2800
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
$466K ﹤0.01%
18,030
+499
+3% +$13K
110 111
112
113 114

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AF
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MCM
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PSUF
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IA
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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.