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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
EG icon
251
Everest Group
EG
$15.2B
$54.4M 0.08%
286,217
-4,550
-2% -$856K
NEM icon
252
Newmont
NEM
$98.2B
$54.1M 0.08%
1,377,200
+110,492
+9% +$4.58M
PSA icon
253
Public Storage
PSA
$60.2B
$53.9M 0.08%
241,723
-2,846
-1% -$665K
WMB icon
254
Williams Companies
WMB
$90.5B
$53.7M 0.08%
1,747,431
+165,165
+10% +$4.38M
TFC icon
255
Truist Financial
TFC
$63.2B
$52.8M 0.08%
1,400,075
+45,306
+3% +$1.69M
WEC icon
256
WEC Energy
WEC
$37.7B
$52.7M 0.08%
880,036
+74,842
+9% +$4.67M
AZO icon
257
AutoZone
AZO
$48.3B
$52.7M 0.08%
68,547
+2,929
+4% +$2.28M
PCG icon
258
PG&E
PCG
$47.8B
$52.5M 0.08%
857,787
+68,388
+9% +$4.34M
UAL icon
259
United Airlines
UAL
$38.4B
$52.4M 0.08%
997,730
+169,603
+20% +$8.16M
LEA icon
260
Lear
LEA
$7.19B
$51.6M 0.08%
425,933
-154,218
-27% -$17.6M
VIAB
261
DELISTED
Viacom Inc. Class B
VIAB
$51.6M 0.08%
1,353,731
-493,446
-27% -$20.4M
SWK icon
262
Stanley Black & Decker
SWK
$14.2B
$51.4M 0.08%
417,998
+44,139
+12% +$5.33M
IAU icon
263
iShares Gold Trust
IAU
$63B
$51.4M 0.08%
2,023,384
+285,091
+16% +$7.34M
SWN
264
DELISTED
Southwestern Energy Company
SWN
$51.3M 0.08%
3,709,038
-119,084
-3% -$1.65M
MAR icon
265
Marriott International
MAR
$98.7B
$50.6M 0.08%
751,846
+163,384
+28% +$11.5M
KDP icon
266
Keurig Dr Pepper
KDP
$40.4B
$50M 0.08%
547,605
+53,758
+11% +$5.09M
TDG icon
267
TransDigm Group
TDG
$69.2B
$49.9M 0.07%
172,751
+8,377
+5% +$2.35M
WDC icon
268
Western Digital
WDC
$179B
$49.9M 0.07%
1,128,182
+43,465
+4% +$1.64M
MOS icon
269
The Mosaic Company
MOS
$7.09B
$49.9M 0.07%
2,038,170
-179,531
-8% -$4.9M
SBAC icon
270
SBA Communications
SBAC
$18.4B
$49.6M 0.07%
442,436
-4,905
-1% -$555K
KEY icon
271
KeyCorp
KEY
$24.3B
$49.5M 0.07%
4,064,533
+481,137
+13% +$5.76M
GPC icon
272
Genuine Parts
GPC
$17.1B
$49.5M 0.07%
492,360
-28,173
-5% -$2.86M
STX icon
273
Seagate
STX
$193B
$49.4M 0.07%
1,281,736
+188,492
+17% +$6.12M
MSI icon
274
Motorola Solutions
MSI
$69.4B
$49.3M 0.07%
646,210
+75,823
+13% +$5.54M
ZTS icon
275
Zoetis
ZTS
$31.6B
$49.3M 0.07%
947,089
+79,612
+9% +$4.03M
9 10
11
12 13

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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.