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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
ORLY icon
276
O'Reilly Automotive
ORLY
$72.4B
$48.9M 0.07%
2,617,815
+26,115
+1% +$489K
SAP icon
277
SAP
SAP
$187B
$48.8M 0.07%
534,311
+78,808
+17% +$6.77M
HIG icon
278
Hartford Financial Services
HIG
$38.5B
$48.8M 0.07%
1,139,143
-54,161
-5% -$2.27M
GSK icon
279
GSK
GSK
$103B
$48.6M 0.07%
902,355
+23,005
+3% +$1.26M
ROP icon
280
Roper Technologies
ROP
$36.3B
$48.6M 0.07%
266,376
+129,156
+94% +$22.5M
MRO
281
DELISTED
Marathon Oil Corporation
MRO
$48.6M 0.07%
3,071,891
+279,297
+10% +$4.15M
FCX icon
282
Freeport-McMoran
FCX
$90B
$48.6M 0.07%
4,470,730
+978,746
+28% +$11.3M
TFCFA
283
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$48.1M 0.07%
1,986,642
-368,189
-16% -$9.42M
MCHP icon
284
Microchip Technology
MCHP
$42.8B
$48.1M 0.07%
1,547,938
-150,670
-9% -$4.38M
EW icon
285
Edwards Lifesciences
EW
$47.6B
$47.5M 0.07%
1,182,516
-6,045
-0.5% -$228K
INGR icon
286
Ingredion
INGR
$6.38B
$47.2M 0.07%
354,653
-42,045
-11% -$5.62M
BBY icon
287
Best Buy
BBY
$18B
$46.8M 0.07%
1,224,788
+94,627
+8% +$3.32M
FE icon
288
FirstEnergy
FE
$28.9B
$46.6M 0.07%
1,409,570
+323,842
+30% +$11M
MJN
289
DELISTED
Mead Johnson Nutrition Company
MJN
$46.5M 0.07%
588,234
-39,477
-6% -$3.37M
EMN icon
290
Eastman Chemical
EMN
$7.8B
$46.4M 0.07%
686,203
+23,886
+4% +$1.6M
BCR
291
DELISTED
CR Bard Inc.
BCR
$46.3M 0.07%
206,548
-2,894
-1% -$651K
SWKS icon
292
Skyworks Solutions
SWKS
$9.06B
$46.3M 0.07%
608,197
+389,247
+178% +$27.1M
GWW icon
293
W.W. Grainger
GWW
$65.3B
$46.3M 0.07%
205,716
+1
+0% +$225
HSBC icon
294
HSBC
HSBC
$355B
$46M 0.07%
1,353,096
+194,234
+17% +$6.1M
ITUB icon
295
Itaú Unibanco
ITUB
$91.3B
$45.8M 0.07%
9,498,768
-5,893,769
-38% -$27.9M
SYF icon
296
Synchrony
SYF
$23.7B
$45.8M 0.07%
1,636,142
+302,909
+23% +$8.32M
CPRI icon
297
Capri Holdings
CPRI
$1.77B
$45.7M 0.07%
976,312
+2,740
+0.3% +$137K
CAG icon
298
Conagra Brands
CAG
$7.07B
$45.6M 0.07%
1,244,000
-24,517
-2% -$880K
AAL icon
299
American Airlines Group
AAL
$9.58B
$45.6M 0.07%
1,244,623
+507,742
+69% +$17.9M
SRE icon
300
Sempra
SRE
$60.8B
$44.5M 0.07%
830,756
+16,034
+2% +$873K
10 11
12
13 14

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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.