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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
HES
326
DELISTED
Hess
HES
$39.3M 0.06%
732,878
+102,607
+16% +$5.5M
DEO icon
327
Diageo
DEO
$46.2B
$39.3M 0.06%
338,468
+16,879
+5% +$1.93M
KEYS icon
328
Keysight
KEYS
$54.5B
$39.2M 0.06%
1,237,385
+145,841
+13% +$4.34M
XRX icon
329
Xerox
XRX
$337M
$39M 0.06%
1,459,620
+105,143
+8% +$2.72M
PFG icon
330
Principal Financial Group
PFG
$23.6B
$38.7M 0.06%
750,940
+45,702
+6% +$2.14M
HP icon
331
Helmerich & Payne
HP
$3.53B
$38.6M 0.06%
573,011
+19,958
+4% +$1.25M
NOV icon
332
NOV
NOV
$7.45B
$38.5M 0.06%
1,047,932
+106,090
+11% +$3.56M
RS icon
333
Reliance Steel & Aluminium
RS
$20.8B
$38.3M 0.06%
531,048
+22,108
+4% +$1.66M
EPD icon
334
Enterprise Products Partners
EPD
$83.8B
$38.1M 0.06%
1,379,580
+11,051
+0.8% +$305K
ALK icon
335
Alaska Air
ALK
$5.15B
$38.1M 0.06%
577,927
+70,638
+14% +$4.65M
WU icon
336
Western Union
WU
$2.57B
$38M 0.06%
1,824,319
+302,137
+20% +$6.21M
AYI icon
337
Acuity Brands
AYI
$9.88B
$38M 0.06%
143,494
-3,155
-2% -$840K
CX icon
338
Cemex
CX
$17.4B
$37.8M 0.06%
4,956,461
-3,457,643
-41% -$25.5M
TAP icon
339
Molson Coors Class B
TAP
$7.68B
$37.8M 0.06%
344,082
-8,833
-3% -$898K
UN
340
DELISTED
Unilever NV New York Registry Shares
UN
$37.7M 0.06%
816,789
+84,137
+11% +$3.88M
VFC icon
341
VF Corp
VFC
$6.68B
$37.6M 0.06%
712,794
-28,454
-4% -$1.64M
CA
342
DELISTED
CA, Inc.
CA
$37.5M 0.06%
1,134,681
+70,745
+7% +$2.38M
BHI
343
DELISTED
Baker Hughes
BHI
$37.2M 0.06%
737,917
+110,741
+18% +$5.33M
IM
344
DELISTED
Ingram Micro
IM
$37.2M 0.06%
1,043,890
-86,704
-8% -$3.01M
WY icon
345
Weyerhaeuser
WY
$17.3B
$36.9M 0.06%
1,155,217
+64,799
+6% +$2.05M
HSIC icon
346
Henry Schein
HSIC
$9.74B
$36.9M 0.06%
576,652
+43,240
+8% +$2.87M
MMP
347
DELISTED
Magellan Midstream Partners, L.P.
MMP
$36.8M 0.06%
520,827
+1,494
+0.3% +$107K
AVB icon
348
AvalonBay Communities
AVB
$27.1B
$36.7M 0.06%
206,546
+14,681
+8% +$2.64M
IWM icon
349
iShares Russell 2000 ETF
IWM
$80.9B
$36.7M 0.06%
295,535
+68,591
+30% +$8.34M
FLR icon
350
Fluor
FLR
$7.29B
$36.5M 0.05%
710,902
+255,434
+56% +$13.2M
12 13
14
15 16

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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.