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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
AKAM icon
451
Akamai
AKAM
$16.8B
$26.1M 0.04%
493,165
-69,647
-12% -$3.73M
DPZ icon
452
Domino's
DPZ
$11B
$26M 0.04%
171,538
-33,345
-16% -$4.87M
RSG icon
453
Republic Services
RSG
$66.7B
$26M 0.04%
516,109
-25,591
-5% -$1.31M
IGSB icon
454
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$26M 0.04%
491,720
+57,364
+13% +$3.04M
PUK icon
455
Prudential
PUK
$36.5B
$26M 0.04%
750,683
+48,207
+7% +$1.66M
COL
456
DELISTED
Rockwell Collins
COL
$26M 0.04%
307,958
-442
-0.1% -$37.3K
ASML icon
457
ASML
ASML
$675B
$25.9M 0.04%
236,648
+60,074
+34% +$6.36M
TEL icon
458
TE Connectivity
TEL
$58.8B
$25.8M 0.04%
400,717
+18,779
+5% +$1.15M
BWA icon
459
BorgWarner
BWA
$13.2B
$25.6M 0.04%
826,501
+59,176
+8% +$1.74M
GGP
460
DELISTED
GGP Inc.
GGP
$25.4M 0.04%
920,780
+76,289
+9% +$2.28M
CBOE icon
461
Cboe Global Markets
CBOE
$29.8B
$25.1M 0.04%
386,281
-16,949
-4% -$1.16M
CNQ icon
462
Canadian Natural Resources
CNQ
$96.9B
$25M 0.04%
1,595,049
-2,724
-0.2% -$41.4K
WFM
463
DELISTED
Whole Foods Market Inc
WFM
$24.9M 0.04%
877,325
+114,420
+15% +$3.52M
CMA
464
DELISTED
Comerica
CMA
$24.8M 0.04%
524,689
-13,004
-2% -$589K
CBT icon
465
Cabot Corp
CBT
$4.65B
$24.6M 0.04%
469,550
+2,097
+0.4% +$104K
JNK icon
466
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.24B
$24.4M 0.04%
221,833
+22,928
+12% +$2.49M
SMFG icon
467
Sumitomo Mitsui Financial
SMFG
$166B
$24.4M 0.04%
3,618,028
+132,778
+4% +$861K
A icon
468
Agilent Technologies
A
$39.1B
$24.4M 0.04%
517,931
+13,564
+3% +$633K
BHP icon
469
BHP
BHP
$213B
$24.4M 0.04%
788,416
+72,434
+10% +$1.99M
LKQ icon
470
LKQ Corp
LKQ
$6.58B
$24.4M 0.04%
686,985
-1,657
-0.2% -$57.5K
ANSS
471
DELISTED
Ansys
ANSS
$24.3M 0.04%
262,526
-4,814
-2% -$449K
MPLX icon
472
MPLX
MPLX
$59.5B
$24.3M 0.04%
716,994
+30,803
+4% +$1.02M
ACGL icon
473
Arch Capital
ACGL
$36.1B
$24.3M 0.04%
918,735
+47,892
+5% +$1.22M
AZ
474
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$24.2M 0.04%
1,632,057
-205,898
-11% -$3.05M
CNC icon
475
Centene
CNC
$31.3B
$24.1M 0.04%
719,266
-105,916
-13% -$3.68M
17 18
19
20 21

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MCM
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PSUF
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IA
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SCC
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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.