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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
MAT icon
376
Mattel
MAT
$4.17B
$32.4M 0.05%
1,068,829
-4,896
-0.5% -$160K
DKS icon
377
Dick's Sporting Goods
DKS
$18.4B
$32.2M 0.05%
567,275
+431,182
+317% +$23.7M
CHL
378
DELISTED
China Mobile Limited
CHL
$32M 0.05%
520,604
+48,716
+10% +$2.99M
AER icon
379
AerCap
AER
$23.9B
$31.9M 0.05%
828,174
+96,815
+13% +$3.65M
MTB icon
380
M&T Bank
MTB
$36.2B
$31.7M 0.05%
273,460
-14,519
-5% -$1.69M
PHM icon
381
Pultegroup
PHM
$24.5B
$31.6M 0.05%
1,577,059
+973,550
+161% +$20.2M
IEFA icon
382
iShares Core MSCI EAFE ETF
IEFA
$186B
$31.5M 0.05%
570,675
+292,600
+105% +$15.8M
ANDV
383
DELISTED
Andeavor
ANDV
$31.4M 0.05%
395,029
+592
+0.2% +$45.6K
IDXX icon
384
Idexx Laboratories
IDXX
$42.9B
$31.2M 0.05%
276,756
-7,146
-3% -$753K
WRK
385
DELISTED
WestRock Company
WRK
$31.2M 0.05%
642,951
+29,631
+5% +$1.32M
HII icon
386
Huntington Ingalls Industries
HII
$11.3B
$31.1M 0.05%
202,523
-34,647
-15% -$5.75M
PAYX icon
387
Paychex
PAYX
$40.4B
$30.8M 0.05%
533,008
-20,478
-4% -$1.23M
MTD icon
388
Mettler-Toledo International
MTD
$26.8B
$30.8M 0.05%
73,358
+4,706
+7% +$1.87M
EEM icon
389
iShares MSCI Emerging Markets ETF
EEM
$28B
$30.8M 0.05%
+822,152
New +$30.1M
NCLH icon
390
Norwegian Cruise Line
NCLH
$8.89B
$30.7M 0.05%
815,052
+727,552
+831% +$28.2M
BEN icon
391
Franklin Resources
BEN
$16.9B
$30.6M 0.05%
861,623
+61,193
+8% +$2.16M
DOV icon
392
Dover
DOV
$27.2B
$30.6M 0.05%
513,714
+28,048
+6% +$1.62M
TROW icon
393
T. Rowe Price
TROW
$25B
$30.5M 0.05%
458,882
-160,330
-26% -$11.2M
MUR icon
394
Murphy Oil
MUR
$5.58B
$30.5M 0.05%
1,003,290
+120,953
+14% +$3.45M
CHK
395
DELISTED
Chesapeake Energy Corporation
CHK
$30.4M 0.05%
24,257
+8,499
+54% +$9.8M
IVZ icon
396
Invesco
IVZ
$13.3B
$30.3M 0.05%
967,929
-14,582
-1% -$428K
HST icon
397
Host Hotels & Resorts
HST
$16.8B
$30.2M 0.05%
1,942,565
+113,048
+6% +$1.94M
RGA icon
398
Reinsurance Group of America
RGA
$15.7B
$30.1M 0.05%
278,432
-18,843
-6% -$1.92M
IPG
399
DELISTED
Interpublic Group of Companies
IPG
$30M 0.05%
1,342,080
-49,765
-4% -$1.14M
LHX icon
400
L3Harris
LHX
$55.9B
$30M 0.05%
327,424
+31,084
+10% +$2.76M
14 15
16
17 18

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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.