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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
DAKT icon
2401
Daktronics
DAKT
$956M
$1.08M ﹤0.01%
113,096
+2,147
+2% +$17.1K
SABA
2402
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.08M ﹤0.01%
86,493
– –
KATE
2403
DELISTED
Kate Spade & Company
KATE
$1.08M ﹤0.01%
62,975
+10,338
+20% +$200K
HAPN
2404
Happen Inc
HAPN
$2.17B
$1.08M ﹤0.01%
34,888
+22,578
+183% +$586K
TACO
2405
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$1.08M ﹤0.01%
+90,454
New +$965K
BH icon
2406
Biglari Holdings Class B
BH
$1.17B
$1.08M ﹤0.01%
3,704
-54
-1% -$15.4K
STC icon
2407
Stewart Information Services
STC
$2.02B
$1.07M ﹤0.01%
24,129
+801
+3% +$35.9K
ZUMZ icon
2408
Zumiez
ZUMZ
$328M
$1.07M ﹤0.01%
59,501
+3,065
+5% +$50.8K
ALL.PRE.CL
2409
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$1.07M ﹤0.01%
39,450
+1,011
+3% +$28.4K
CONN
2410
DELISTED
Conn's Inc.
CONN
$1.07M ﹤0.01%
103,542
+31,510
+44% +$247K
PEGI
2411
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$1.07M ﹤0.01%
47,409
+7,390
+18% +$176K
MX
2412
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.07M ﹤0.01%
146,049
-149
-0.1% -$1.09K
PLKI
2413
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.06M ﹤0.01%
19,963
-49
-0.2% -$2.73K
XLI icon
2414
State Street Industrial Select Sector SPDR ETF
XLI
$33.4B
$1.06M ﹤0.01%
18,159
+2,761
+18% +$160K
GORO icon
2415
Goldgroup Mining Inc.
GORO
$162M
$1.06M ﹤0.01%
142,666
+124,831
+700% +$739K
JPM.PRF.CL
2416
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$1.06M ﹤0.01%
39,094
+1,120
+3% +$30.6K
CLDT
2417
Chatham Lodging
CLDT
$643M
$1.06M ﹤0.01%
54,884
-7,614
-12% -$164K
WT icon
2418
WisdomTree
WT
$3.02B
$1.05M ﹤0.01%
102,340
+10,444
+11% +$109K
ACOR
2419
DELISTED
Acorda Therapeutics
ACOR
$1.05M ﹤0.01%
420
+4
+1% +$11.9K
PGH
2420
DELISTED
Pengrowth Energy Corporation
PGH
$1.05M ﹤0.01%
660,312
+55,422
+9% +$86.8K
QDEL icon
2421
QuidelOrtho
QDEL
$1.15B
$1.05M ﹤0.01%
47,376
-9,121
-16% -$195K
SSP icon
2422
E.W. Scripps
SSP
$271M
$1.05M ﹤0.01%
65,865
-15,573
-19% -$259K
XOXO
2423
DELISTED
Xo Group Inc
XOXO
$1.05M ﹤0.01%
54,163
-12,550
-19% -$231K
ALG icon
2424
Alamo Group
ALG
$2B
$1.05M ﹤0.01%
15,873
-2,379
-13% -$155K
CNXN icon
2425
PC Connection
CNXN
$2.05B
$1.04M ﹤0.01%
39,438
-7,111
-15% -$182K
95 96
97
98 99

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AF
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MCM
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PSUF
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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.