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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
WAC
3001
DELISTED
Walter Investment Mgt Corp
WAC
$282K ﹤0.01%
69,550
+22,699
+48% +$71.6K
CBR
3002
DELISTED
CIBER Inc.
CBR
$282K ﹤0.01%
244,932
-17,733
-7% -$22.9K
RJD.CL
3003
DELISTED
Raymond James Financial Inc
RJD.CL
$281K ﹤0.01%
10,871
+256
+2% +$6.71K
IJK icon
3004
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$279K ﹤0.01%
6,384
-236
-4% -$10.4K
FENX
3005
DELISTED
Fenix Parts, Inc.
FENX
$279K ﹤0.01%
70,449
-311
-0.4% -$1.32K
XBKS
3006
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$278K ﹤0.01%
12,055
+205
+2% +$4.26K
SPNT icon
3007
SiriusPoint
SPNT
$2.98B
$277K ﹤0.01%
23,042
+3,728
+19% +$46.4K
PFF icon
3008
iShares Preferred and Income Securities ETF
PFF
$13.2B
$276K ﹤0.01%
6,994
-572
-8% -$22.8K
GTT
3009
DELISTED
GTT Communications, Inc.
GTT
$276K ﹤0.01%
+11,728
New +$248K
BSRR icon
3010
Sierra Bancorp
BSRR
$548M
$275K ﹤0.01%
14,660
-396
-3% -$7.05K
QIWI
3011
DELISTED
QIWI PLC
QIWI
$273K ﹤0.01%
18,644
-231,677
-93% -$3.14M
DVY icon
3012
iShares Select Dividend ETF
DVY
$24B
$272K ﹤0.01%
3,173
+45
+1% +$3.88K
TVPT
3013
DELISTED
Travelport Worldwide Limited
TVPT
$272K ﹤0.01%
18,070
-564
-3% -$7.75K
CVLG icon
3014
Covenant Logistics
CVLG
$1.18B
$270K ﹤0.01%
27,896
-8,078
-22% -$81.3K
MODN
3015
DELISTED
MODEL N, INC.
MODN
$270K ﹤0.01%
24,345
+301
+1% +$3.53K
ALR
3016
DELISTED
AlerisLife Inc
ALR
$269K ﹤0.01%
14,075
-816
-5% -$17.4K
CHGG icon
3017
Chegg
CHGG
$108M
$268K ﹤0.01%
37,797
-16,674
-31% -$107K
NHTC icon
3018
Natural Health Trends
NHTC
$15.4M
$268K ﹤0.01%
+9,480
New +$294K
BREW
3019
DELISTED
Craft Brew Alliance, Inc.
BREW
$268K ﹤0.01%
14,228
+541
+4% +$8.47K
AVHI
3020
DELISTED
A V Homes, Inc.
AVHI
$268K ﹤0.01%
16,088
+409
+3% +$5.88K
IWS icon
3021
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
$267K ﹤0.01%
3,483
-64,084
-95% -$4.89M
SDY icon
3022
State Street SPDR S&P Dividend ETF
SDY
$21.9B
$267K ﹤0.01%
3,160
-210
-6% -$17.9K
VNO.PRL icon
3023
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$209M
$267K ﹤0.01%
10,465
+311
+3% +$8.07K
EZT
3024
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
$267K ﹤0.01%
9,548
+258
+3% +$7.11K
ISF.CL
3025
DELISTED
ING Groep NV
ISF.CL
$266K ﹤0.01%
10,329
+268
+3% +$6.94K
119 120
121
122 123

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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.