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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
SRC
1526
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$4.1M 0.01%
68,578
+4,261
+7% +$253K
GCO icon
1527
Genesco
GCO
$416M
$4.1M 0.01%
75,248
-41,898
-36% -$2.64M
ARCO icon
1528
Arcos Dorados Holdings
ARCO
$1.75B
$4.1M 0.01%
798,765
-2,140,596
-73% -$11.1M
BKD icon
1529
Brookdale Senior Living
BKD
$3.69B
$4.09M 0.01%
234,617
+51,273
+28% +$884K
RWT
1530
Redwood Trust
RWT
$619M
$4.09M 0.01%
289,036
-10,626
-4% -$151K
CKH
1531
DELISTED
Seacor Holdings Inc.
CKH
$4.09M 0.01%
71,093
+22,118
+45% +$1.22M
PB icon
1532
Prosperity Bancshares
PB
$8.69B
$4.07M 0.01%
74,182
+7,258
+11% +$385K
CPLA
1533
DELISTED
Capella Education Company
CPLA
$4.07M 0.01%
70,129
-11,247
-14% -$656K
HE icon
1534
Hawaiian Electric Industries
HE
$2.28B
$4.07M 0.01%
136,281
+8,093
+6% +$249K
IPCC
1535
DELISTED
Infinity Property & Casualty C
IPCC
$4.07M 0.01%
49,230
-873
-2% -$72.2K
EGP icon
1536
EastGroup Properties
EGP
$11.3B
$4.07M 0.01%
55,275
+4,644
+9% +$336K
MDRX
1537
DELISTED
Veradigm Inc. Common Stock
MDRX
$4.06M 0.01%
308,581
+201,130
+187% +$2.69M
DRH icon
1538
Diamondrock Hospitality Co
DRH
$2.64B
$4.06M 0.01%
445,695
+140,576
+46% +$1.37M
STRA icon
1539
Strategic Education
STRA
$1.78B
$4.04M 0.01%
86,482
-12,880
-13% -$619K
HELE icon
1540
Helen of Troy
HELE
$658M
$4.01M 0.01%
46,573
-25,757
-36% -$2.41M
IVR icon
1541
Invesco Mortgage Capital
IVR
$762M
$4.01M 0.01%
26,307
+8,365
+47% +$1.26M
PIPR icon
1542
Piper Sandler
PIPR
$5.15B
$4M 0.01%
331,668
-4,976
-1% -$54.2K
CXW icon
1543
CoreCivic
CXW
$3.09B
$4M 0.01%
288,619
-100,644
-26% -$2.4M
GOV
1544
DELISTED
Government Properties Income Trust
GOV
$4M 0.01%
176,880
+10,784
+6% +$252K
MCY icon
1545
Mercury Insurance
MCY
$6.01B
$3.99M 0.01%
72,822
-7,686
-10% -$415K
PIR
1546
DELISTED
Pier 1 Imports, Inc.
PIR
$3.99M 0.01%
47,080
-205
-0.4% -$19.3K
TLK icon
1547
Telkom Indonesia
TLK
$14.3B
$3.99M 0.01%
120,678
+3,620
+3% +$116K
OSG
1548
Octave Specialty Group
OSG
$258M
$3.98M 0.01%
216,674
+56,897
+36% +$1.02M
XLRE icon
1549
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.69B
$3.98M 0.01%
+121,347
New +$4.07M
EPAY
1550
DELISTED
Bottomline Technologies Inc
EPAY
$3.98M 0.01%
170,603
+111,325
+188% +$2.44M
60 61
62
63 64

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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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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.