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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
MAS icon
401
Masco
MAS
$16B
$29.9M 0.04%
870,217
+11,259
+1% +$389K
ROK icon
402
Rockwell Automation
ROK
$51.4B
$29.5M 0.04%
241,348
+5,603
+2% +$655K
MGA icon
403
Magna International
MGA
$17.9B
$29.5M 0.04%
685,742
+143,074
+26% +$5.63M
AMG icon
404
Affiliated Managers Group
AMG
$9.46B
$29.4M 0.04%
203,396
+3,637
+2% +$521K
CTRA
405
DELISTED
Coterra Energy
CTRA
$29.3M 0.04%
1,136,421
+98,363
+9% +$2.46M
WBK
406
DELISTED
Westpac Banking Corporation
WBK
$29.3M 0.04%
1,287,817
+77,395
+6% +$1.76M
CSL icon
407
Carlisle Companies
CSL
$13.6B
$29.3M 0.04%
285,177
+2,007
+0.7% +$209K
BBBY
408
DELISTED
Bed Bath & Beyond Inc
BBBY
$29.2M 0.04%
677,454
+22,491
+3% +$1,000K
BXP icon
409
Boston Properties
BXP
$11B
$29.1M 0.04%
213,624
+2,653
+1% +$368K
SHY icon
410
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$29.1M 0.04%
342,275
+237,957
+228% +$20.2M
CHRW icon
411
C.H. Robinson
CHRW
$22B
$29.1M 0.04%
412,885
-74,657
-15% -$5.24M
TWO
412
Two Harbors Investment
TWO
$1.27B
$29M 0.04%
424,562
-14,813
-3% -$1.04M
MNK
413
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$28.9M 0.04%
414,732
+43,889
+12% +$3.18M
BF
414
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$28.8M 0.04%
336,275
+80,204
+31% +$6.86M
LRCX icon
415
Lam Research
LRCX
$382B
$28.8M 0.04%
3,036,190
-1,417,210
-32% -$12.9M
BG icon
416
Bunge Global
BG
$23.6B
$28.7M 0.04%
485,185
+122,267
+34% +$7.6M
VTRS icon
417
Viatris
VTRS
$20.1B
$28.7M 0.04%
753,034
-60,355
-7% -$2.68M
LLL
418
DELISTED
L3 Technologies, Inc.
LLL
$28.7M 0.04%
190,249
+10,606
+6% +$1.58M
VOD icon
419
Vodafone
VOD
$34.9B
$28.6M 0.04%
980,774
-39,551
-4% -$1.2M
OKE icon
420
Oneok
OKE
$58.7B
$28.6M 0.04%
555,883
-65,171
-10% -$3.08M
MKL icon
421
Markel Group
MKL
$25B
$28.5M 0.04%
30,698
+756
+3% +$705K
EXPD icon
422
Expeditors International
EXPD
$22.9B
$28.5M 0.04%
552,751
+5,836
+1% +$295K
JNPR
423
DELISTED
Juniper Networks
JNPR
$28.5M 0.04%
1,182,832
+54,291
+5% +$1.26M
VR
424
DELISTED
Validus Hold Ltd
VR
$28.4M 0.04%
569,198
+16,533
+3% +$821K
CINF icon
425
Cincinnati Financial
CINF
$28.3B
$28.3M 0.04%
375,558
-42,589
-10% -$3.22M
15 16
17
18 19

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MCM
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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.