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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
FBNC icon
2501
First Bancorp
FBNC
$2.61B
$921K ﹤0.01%
46,538
-1,616
-3% -$30.9K
INFN
2502
DELISTED
Infinera Corporation Common Stock
INFN
$921K ﹤0.01%
101,947
+12,444
+14% +$120K
LGF
2503
DELISTED
Lions Gate Entertainment
LGF
$920K ﹤0.01%
46,019
+17,380
+61% +$356K
KLIC icon
2504
Kulicke & Soffa
KLIC
$5.03B
$916K ﹤0.01%
70,811
+4,175
+6% +$52.4K
MPAA icon
2505
Motorcar Parts of America
MPAA
$261M
$915K ﹤0.01%
31,791
+1,085
+4% +$30.5K
COF.PRD.CL
2506
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$911K ﹤0.01%
32,381
+861
+3% +$24.5K
ALX
2507
Alexander's
ALX
$1.39B
$909K ﹤0.01%
2,167
+57
+3% +$24.5K
CVCO icon
2508
Cavco Industries
CVCO
$4.45B
$909K ﹤0.01%
9,180
-143
-2% -$14.3K
PAC icon
2509
Grupo Aeroportuario del Pacifico
PAC
$12.8B
$907K ﹤0.01%
9,551
-5,497
-37% -$547K
FNV icon
2510
Franco-Nevada
FNV
$41.2B
$901K ﹤0.01%
12,892
+152
+1% +$11.4K
GSBC icon
2511
Great Southern Bancorp
GSBC
$866M
$900K ﹤0.01%
22,125
-3,609
-14% -$145K
YPF icon
2512
YPF
YPF
$19.9B
$896K ﹤0.01%
49,184
-224,083
-82% -$4.05M
BANF icon
2513
BancFirst
BANF
$3.92B
$894K ﹤0.01%
24,656
-6,288
-20% -$209K
CHA
2514
DELISTED
China Telecom Corporation, LTD
CHA
$894K ﹤0.01%
17,513
-895
-5% -$44.8K
SFL icon
2515
SFL Corp
SFL
$1.58B
$893K ﹤0.01%
60,601
+26,270
+77% +$393K
SPWH icon
2516
Sportsman's Warehouse
SPWH
$45.7M
$893K ﹤0.01%
84,859
-7,436
-8% -$75K
VNCE icon
2517
Vince Holding Corp
VNCE
$78.8M
$892K ﹤0.01%
15,818
-4,529
-22% -$257K
HSKA
2518
DELISTED
Heska Corp
HSKA
$891K ﹤0.01%
16,370
+1,461
+10% +$72K
MYCC
2519
DELISTED
ClubCorp Holdings, Inc.
MYCC
$888K ﹤0.01%
61,365
-18,559
-23% -$271K
STAG icon
2520
STAG Industrial
STAG
$7.8B
$884K ﹤0.01%
36,073
+10,287
+40% +$252K
GBDC icon
2521
Golub Capital BDC
GBDC
$3.34B
$883K ﹤0.01%
48,543
-16
-0% -$293
FWONK icon
2522
Liberty Media Series C
FWONK
$24.6B
$881K ﹤0.01%
32,397
+2,294
+8% +$50.2K
SMRT
2523
DELISTED
Stein Mart Inc
SMRT
$881K ﹤0.01%
138,727
-19,531
-12% -$158K
GCP
2524
DELISTED
GCP Applied Technologies Inc.
GCP
$878K ﹤0.01%
31,012
-4,217
-12% -$117K
SFS
2525
DELISTED
Smart & Final Stores, Inc.
SFS
$877K ﹤0.01%
68,642
-8,738
-11% -$121K
99 100
101
102 103

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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.