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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
MSGS icon
1351
Madison Square Garden
MSGS
$9.57B
$5.07M 0.01%
41,984
-7
-0% -$890
LOPE icon
1352
Grand Canyon Education
LOPE
$3.84B
$5.07M 0.01%
125,492
+7,397
+6% +$307K
IMKTA icon
1353
Ingles Markets
IMKTA
$1.67B
$5.05M 0.01%
127,618
-11,869
-9% -$456K
BW icon
1354
Babcock & Wilcox
BW
$1.4B
$5.04M 0.01%
30,575
-8,868
-22% -$1.42M
CVSA
1355
Covista Inc
CVSA
$4.09B
$5.04M 0.01%
218,610
+71,610
+49% +$1.6M
PZZA icon
1356
Papa John's
PZZA
$997M
$5.04M 0.01%
63,852
-8,590
-12% -$641K
AIR icon
1357
AAR Corp
AIR
$5.46B
$5.03M 0.01%
160,706
-12,635
-7% -$321K
EXAR
1358
DELISTED
Exar Corporation
EXAR
$5.03M 0.01%
540,596
-45,956
-8% -$401K
KNGT
1359
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$5.03M 0.01%
175,223
+1,906
+1% +$54.7K
NNN icon
1360
NNN REIT
NNN
$9.36B
$5.02M 0.01%
98,722
+3,041
+3% +$155K
OVV icon
1361
Ovintiv
OVV
$16.6B
$5.01M 0.01%
95,664
+57,520
+151% +$2.58M
GNRC icon
1362
Generac Holdings
GNRC
$11.6B
$5M 0.01%
137,812
-6,880
-5% -$249K
ZLTQ
1363
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$5M 0.01%
127,554
+21,194
+20% +$757K
GOLD
1364
DELISTED
Randgold Resources Ltd
GOLD
$5M 0.01%
49,963
+1,875
+4% +$203K
S
1365
DELISTED
Sprint Corporation
S
$5M 0.01%
754,061
+90,631
+14% +$537K
PINC
1366
DELISTED
Premier
PINC
$5M 0.01%
154,489
-3,502
-2% -$113K
PRI icon
1367
Primerica
PRI
$9.81B
$4.99M 0.01%
94,107
+26,957
+40% +$1.49M
ARAY icon
1368
Accuray
ARAY
$26.8M
$4.99M 0.01%
783,035
+4,617
+0.6% +$25.2K
WTRG icon
1369
Essential Utilities
WTRG
$11.2B
$4.98M 0.01%
163,273
+11,224
+7% +$364K
ZD icon
1370
Ziff Davis
ZD
$1.93B
$4.98M 0.01%
85,928
-23,836
-22% -$1.39M
CLW icon
1371
Clearwater Paper
CLW
$278M
$4.97M 0.01%
76,793
+5,358
+8% +$339K
CYS
1372
DELISTED
CYS Investments Inc.
CYS
$4.96M 0.01%
568,896
+16,918
+3% +$149K
QEP
1373
DELISTED
QEP RESOURCES, INC.
QEP
$4.96M 0.01%
253,730
+82,578
+48% +$1.52M
KMT icon
1374
Kennametal
KMT
$2.69B
$4.95M 0.01%
170,445
+426
+0.3% +$11.3K
TDK
1375
DELISTED
TDK CORP AMER DEP SH
TDK
$4.94M 0.01%
74,071
+4,307
+6% +$287K
53 54
55
56 57

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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.