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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
HYG icon
351
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.3B
$36.4M 0.05%
417,370
-118,850
-22% -$10.2M
AZN icon
352
AstraZeneca
AZN
$263B
$36.3M 0.05%
552,210
+203,510
+58% +$13.3M
APTV icon
353
Aptiv
APTV
$12B
$36.3M 0.05%
508,836
+2,252
+0.4% +$152K
PGR icon
354
Progressive
PGR
$124B
$36.1M 0.05%
1,145,167
-118,397
-9% -$3.86M
DLTR icon
355
Dollar Tree
DLTR
$23.1B
$35.7M 0.05%
452,152
+1,683
+0.4% +$151K
VRSN icon
356
VeriSign
VRSN
$25.3B
$35.6M 0.05%
454,844
-28,292
-6% -$2.27M
TT icon
357
Trane Technologies
TT
$106B
$35.6M 0.05%
523,381
-43,351
-8% -$2.89M
CERN
358
DELISTED
Cerner Corp
CERN
$35.4M 0.05%
573,096
+106,037
+23% +$6.69M
GPN icon
359
Global Payments
GPN
$22.1B
$35.2M 0.05%
458,836
-25,841
-5% -$1.95M
SI
360
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$35.1M 0.05%
298,891
+33,839
+13% +$3.97M
CTXS
361
DELISTED
Citrix Systems Inc
CTXS
$35M 0.05%
516,101
-1,374
-0.3% -$93.6K
VTR icon
362
Ventas
VTR
$48.9B
$35M 0.05%
495,386
+31,478
+7% +$2.29M
DOX icon
363
Amdocs
DOX
$5.53B
$34.9M 0.05%
603,086
-2,432
-0.4% -$143K
NUE icon
364
Nucor
NUE
$56.4B
$34.7M 0.05%
701,944
-2,941
-0.4% -$150K
LH icon
365
Labcorp
LH
$24.3B
$34.7M 0.05%
293,526
+44,084
+18% +$5.19M
MCO icon
366
Moody's
MCO
$81.7B
$34.5M 0.05%
318,631
-83,512
-21% -$8.78M
UNM icon
367
Unum
UNM
$13.8B
$34.4M 0.05%
974,962
-5,065
-0.5% -$171K
EQR icon
368
Equity Residential
EQR
$25.4B
$34M 0.05%
528,798
-9,467
-2% -$631K
CNP icon
369
CenterPoint Energy
CNP
$29.1B
$33.9M 0.05%
1,460,952
+193,935
+15% +$4.53M
BBD icon
370
Banco Bradesco
BBD
$38.1B
$33.8M 0.05%
7,201,204
-3,649,794
-34% -$16.5M
HSY icon
371
Hershey
HSY
$35.4B
$33.3M 0.05%
348,838
-41,304
-11% -$4.37M
BPOP icon
372
Popular Inc
BPOP
$11B
$33M 0.05%
862,245
+85,310
+11% +$3.04M
PNW icon
373
Pinnacle West Capital
PNW
$12.9B
$32.9M 0.05%
433,507
+47,578
+12% +$3.7M
PAA icon
374
Plains All American Pipeline
PAA
$17.4B
$32.9M 0.05%
1,047,039
+45,430
+5% +$1.3M
HBAN icon
375
Huntington Bancshares
HBAN
$35.1B
$32.6M 0.05%
3,304,719
+334,865
+11% +$3.19M
13 14
15
16 17

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MCM
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PSUF
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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.