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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
EXTR icon
1851
Extreme Networks
EXTR
$3.92B
$2.69M ﹤0.01%
598,674
-94,036
-14% -$371K
PRAA icon
1852
PRA Group
PRAA
$683M
$2.69M ﹤0.01%
77,785
+31,755
+69% +$936K
ORN icon
1853
Orion Group Holdings
ORN
$503M
$2.68M ﹤0.01%
390,972
+5,767
+1% +$34.4K
FCPT icon
1854
Four Corners Property Trust
FCPT
$2.83B
$2.67M ﹤0.01%
125,406
-33,894
-21% -$714K
BNCL
1855
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.67M ﹤0.01%
181,776
+5,540
+3% +$78.5K
MITT
1856
TPG Mortgage Investment Trust
MITT
$233M
$2.67M ﹤0.01%
56,575
+864
+2% +$39.9K
MSTR icon
1857
Strategy Inc
MSTR
$36B
$2.67M ﹤0.01%
159,360
-27,060
-15% -$466K
KS
1858
DELISTED
KapStone Paper and Pack Corp.
KS
$2.67M ﹤0.01%
141,010
+31,635
+29% +$508K
UMBF icon
1859
UMB Financial
UMBF
$10.7B
$2.66M ﹤0.01%
44,810
+10,413
+30% +$596K
NKTR icon
1860
Nektar Therapeutics
NKTR
$2.41B
$2.66M ﹤0.01%
10,329
-2,217
-18% -$571K
RES icon
1861
RPC Inc
RES
$1.21B
$2.65M ﹤0.01%
157,625
+4,018
+3% +$61K
RSPP
1862
DELISTED
RSP Permian, Inc.
RSPP
$2.64M ﹤0.01%
68,131
+10,774
+19% +$398K
IQNT
1863
DELISTED
Inteliquent, Inc.
IQNT
$2.64M ﹤0.01%
163,653
-48,916
-23% -$858K
CUZ icon
1864
Cousins Properties
CUZ
$5.28B
$2.63M ﹤0.01%
89,327
+15,398
+21% +$465K
PNFP icon
1865
Pinnacle Financial Partners Inc
PNFP
$15.6B
$2.63M ﹤0.01%
48,637
+4,240
+10% +$229K
LFC
1866
DELISTED
China Life Insurance Company Ltd.
LFC
$2.63M ﹤0.01%
201,026
+62,688
+45% +$756K
LMNX
1867
DELISTED
Luminex Corp
LMNX
$2.62M ﹤0.01%
115,259
-5,133
-4% -$112K
FPRX
1868
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$2.62M ﹤0.01%
49,867
+6,102
+14% +$291K
KELYA icon
1869
Kelly Services Class A
KELYA
$545M
$2.61M ﹤0.01%
135,859
+23
+0% +$450
SFLY
1870
DELISTED
Shutterfly, Inc.
SFLY
$2.61M ﹤0.01%
58,414
+10,706
+22% +$531K
MDP
1871
DELISTED
Meredith Corporation
MDP
$2.6M ﹤0.01%
50,095
-8,478
-14% -$453K
KGC icon
1872
Kinross Gold
KGC
$28.6B
$2.6M ﹤0.01%
618,230
-123,714
-17% -$597K
SAFT icon
1873
Safety Insurance
SAFT
$1.51B
$2.6M ﹤0.01%
38,718
-6,021
-13% -$393K
SKX
1874
DELISTED
Skechers
SKX
$2.6M ﹤0.01%
113,550
-1,842
-2% -$46.9K
ROIC
1875
DELISTED
Retail Opportunity Investments Corp.
ROIC
$2.59M ﹤0.01%
118,110
+31,538
+36% +$701K
73 74
75
76 77

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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.