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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
STAY
2176
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$1.59M ﹤0.01%
112,262
-92,144
-45% -$1.34M
SSB icon
2177
SouthState Bank Corp
SSB
$10.2B
$1.59M ﹤0.01%
21,221
-2,738
-11% -$201K
SQM icon
2178
Sociedad Química y Minera de Chile
SQM
$19.6B
$1.59M ﹤0.01%
59,079
-581,638
-91% -$14.8M
MNR
2179
DELISTED
Monmouth Real Estate Investment Corp
MNR
$1.59M ﹤0.01%
111,365
+8,959
+9% +$124K
PCRX icon
2180
Pacira BioSciences
PCRX
$1.04B
$1.59M ﹤0.01%
46,371
+28,648
+162% +$1.12M
FCH
2181
DELISTED
Felcor Lodging Trust
FCH
$1.59M ﹤0.01%
246,865
+4,201
+2% +$27.4K
TU icon
2182
Telus
TU
$16.2B
$1.59M ﹤0.01%
96,118
+15,314
+19% +$253K
QADA
2183
DELISTED
QAD Inc.
QADA
$1.58M ﹤0.01%
70,784
+588
+0.8% +$12.1K
GBCI icon
2184
Glacier Bancorp
GBCI
$6.38B
$1.58M ﹤0.01%
55,423
+1,660
+3% +$46.9K
RBCAA icon
2185
Republic Bancorp
RBCAA
$1.9B
$1.58M ﹤0.01%
50,698
-1,232
-2% -$37.5K
WLB
2186
DELISTED
Westmoreland Coal Company
WLB
$1.58M ﹤0.01%
177,924
-52,516
-23% -$469K
BAC.PRY.CL
2187
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
$1.57M ﹤0.01%
58,304
+1,629
+3% +$44.5K
MEG
2188
DELISTED
Media General, Inc
MEG
$1.57M ﹤0.01%
85,108
+29,815
+54% +$529K
FIVN icon
2189
FIVE9
FIVN
$1.96B
$1.57M ﹤0.01%
99,886
+17,861
+22% +$244K
NTCT icon
2190
NETSCOUT
NTCT
$2.86B
$1.57M ﹤0.01%
53,543
+6,898
+15% +$189K
MYRG icon
2191
MYR Group
MYRG
$5.75B
$1.56M ﹤0.01%
51,887
+2,235
+5% +$61.2K
FCBC icon
2192
First Community Bankshares
FCBC
$909M
$1.56M ﹤0.01%
62,845
-3,012
-5% -$70.9K
SASR
2193
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.56M ﹤0.01%
50,993
+1,827
+4% +$55.4K
FPO
2194
DELISTED
First Potomac Realty Trust
FPO
$1.56M ﹤0.01%
170,205
+5,788
+4% +$56K
HVT icon
2195
Haverty Furniture Companies
HVT
$406M
$1.55M ﹤0.01%
77,518
-9,591
-11% -$188K
TARO
2196
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.55M ﹤0.01%
14,032
-5,542
-28% -$734K
PERY
2197
DELISTED
Perry Ellis International Inc
PERY
$1.55M ﹤0.01%
80,451
-8,550
-10% -$173K
AOSL icon
2198
Alpha and Omega Semiconductor
AOSL
$922M
$1.55M ﹤0.01%
71,282
+5,919
+9% +$106K
KBH icon
2199
KB Home
KBH
$3.53B
$1.55M ﹤0.01%
95,896
-411
-0.4% -$6.47K
AGM icon
2200
Federal Agricultural Mortgage
AGM
$2.27B
$1.54M ﹤0.01%
39,117
+8,541
+28% +$335K
86 87
88
89 90

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MCM
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PSUF
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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.