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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
ADI icon
301
Analog Devices
ADI
$181B
$44.2M 0.07%
686,439
+61,810
+10% +$3.83M
ES icon
302
Eversource Energy
ES
$28.2B
$43.9M 0.07%
810,564
-10,462
-1% -$591K
STJ
303
DELISTED
St Jude Medical
STJ
$43.7M 0.07%
547,790
-14,096
-3% -$1.14M
WELL icon
304
Welltower
WELL
$178B
$43.7M 0.07%
583,911
+22,176
+4% +$1.7M
AEE icon
305
Ameren
AEE
$31.5B
$43.2M 0.06%
877,736
+51,749
+6% +$2.64M
CMS icon
306
CMS Energy
CMS
$23.1B
$43M 0.06%
1,024,128
+49,186
+5% +$2.15M
AIZ icon
307
Assurant
AIZ
$13.7B
$43M 0.06%
466,220
+13,116
+3% +$1.15M
XEL icon
308
Xcel Energy
XEL
$51B
$42.7M 0.06%
1,038,870
+34,464
+3% +$1.47M
CXO
309
DELISTED
CONCHO RESOURCES INC.
CXO
$42.6M 0.06%
310,236
+30,708
+11% +$3.89M
NWL icon
310
Newell Brands
NWL
$2.16B
$42.3M 0.06%
803,768
+38,764
+5% +$2M
LNC icon
311
Lincoln National
LNC
$7.91B
$42.2M 0.06%
898,453
+72,381
+9% +$3.24M
DTE icon
312
DTE Energy
DTE
$31.1B
$42.2M 0.06%
528,873
+51,453
+11% +$4.19M
FTV icon
313
Fortive
FTV
$19B
$42M 0.06%
+1,308,900
New +$42M
DGX icon
314
Quest Diagnostics
DGX
$25.1B
$42M 0.06%
496,112
-86
-0% -$7.22K
NLY icon
315
Annaly Capital Management
NLY
$16.9B
$41.9M 0.06%
998,571
+80,642
+9% +$3.49M
EFA icon
316
iShares MSCI EAFE ETF
EFA
$76.4B
$41.8M 0.06%
+706,521
New +$41M
VEA icon
317
Vanguard FTSE Developed Markets ETF
VEA
$226B
$41.2M 0.06%
1,101,272
+71,137
+7% +$2.62M
CCL icon
318
Carnival Corporation Ltd
CCL
$36.1B
$41.2M 0.06%
843,613
-35,281
-4% -$1.63M
PCAR icon
319
PACCAR
PCAR
$69.6B
$41.1M 0.06%
1,049,271
+17,734
+2% +$675K
PH icon
320
Parker-Hannifin
PH
$125B
$41M 0.06%
326,922
+6,996
+2% +$834K
VRTX icon
321
Vertex Pharmaceuticals
VRTX
$121B
$40.6M 0.06%
466,083
+12,322
+3% +$1.16M
CMG icon
322
Chipotle Mexican Grill
CMG
$40.8B
$40.6M 0.06%
4,795,850
+167,500
+4% +$1.38M
MKC icon
323
McCormick & Company Non-Voting
MKC
$13.4B
$40.6M 0.06%
812,550
+22,706
+3% +$1.15M
CHD icon
324
Church & Dwight Co
CHD
$23.1B
$40.5M 0.06%
844,271
+7,515
+0.9% +$371K
SNY icon
325
Sanofi
SNY
$104B
$39.8M 0.06%
1,041,762
-69,217
-6% -$2.78M
11 12
13
14 15

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MCM
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PSUF
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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.