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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
PPG icon
226
PPG Industries
PPG
$25.9B
$59.5M 0.09%
575,761
+1,101
+0.2% +$116K
PARA
227
DELISTED
Paramount Global Class B
PARA
$59.2M 0.09%
1,081,061
+66,590
+7% +$3.53M
IQV icon
228
IQVIA
IQV
$34.7B
$59.1M 0.09%
728,822
+521,988
+252% +$39.5M
K
229
DELISTED
Kellanova
K
$59M 0.09%
811,717
+82,208
+11% +$6.29M
LUV icon
230
Southwest Airlines
LUV
$22.1B
$58.5M 0.09%
1,505,202
-76,087
-5% -$2.89M
AMP icon
231
Ameriprise Financial
AMP
$46.8B
$58.2M 0.09%
583,535
+21,142
+4% +$2.05M
APH icon
232
Amphenol
APH
$188B
$57.5M 0.09%
3,542,848
+4,504
+0.1% +$68.4K
FIS icon
233
Fidelity National Information Services
FIS
$21.5B
$57.4M 0.09%
745,144
+16,553
+2% +$1.29M
CPAY icon
234
Corpay
CPAY
$24.2B
$57.4M 0.09%
330,112
+5,114
+2% +$819K
AON icon
235
Aon
AON
$77.3B
$57.2M 0.09%
508,723
+10,492
+2% +$1.16M
SJM icon
236
J.M. Smucker
SJM
$12.6B
$57.1M 0.09%
421,556
-25,912
-6% -$3.8M
CMI icon
237
Cummins
CMI
$91.7B
$57M 0.09%
444,470
+37,351
+9% +$4.53M
TTE icon
238
TotalEnergies
TTE
$193B
$56.7M 0.09%
1,187,938
+60,926
+5% +$2.91M
LUMN icon
239
Lumen
LUMN
$6.53B
$56.3M 0.08%
2,052,280
+187,363
+10% +$5.47M
YHOO
240
DELISTED
Yahoo Inc
YHOO
$56M 0.08%
1,300,209
+49,163
+4% +$2.02M
FISV
241
Fiserv Inc
FISV
$27.2B
$56M 0.08%
1,126,100
+153,032
+16% +$8.03M
LDOS icon
242
Leidos
LDOS
$14.1B
$55.8M 0.08%
1,289,504
+1,124,694
+682% +$51.1M
LBTYK icon
243
Liberty Global Class C
LBTYK
$3.27B
$55.7M 0.08%
1,684,778
-144,181
-8% -$4.45M
PLD icon
244
Prologis
PLD
$138B
$55.6M 0.08%
1,038,477
+11,797
+1% +$622K
PPL
245
PPL Corp
PPL
$27.3B
$55.3M 0.08%
1,600,355
+99,069
+7% +$3.56M
ADM icon
246
Archer Daniels Midland
ADM
$41.4B
$54.9M 0.08%
1,302,678
-2,110
-0.2% -$91.2K
WHR icon
247
Whirlpool
WHR
$2.42B
$54.8M 0.08%
337,747
-17,543
-5% -$3.11M
BTI icon
248
British American Tobacco
BTI
$132B
$54.6M 0.08%
854,798
+10,914
+1% +$692K
PBR.A icon
249
Petrobras Class A
PBR.A
$107B
$54.4M 0.08%
5,852,692
+5,105,914
+684% +$38.4M
SHPG
250
DELISTED
Shire pic
SHPG
$54.4M 0.08%
280,568
-36,702
-12% -$7.16M
8 9
10
11 12

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AF
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MCM
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PSUF
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IA
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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.