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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
RRC icon
476
Range Resources
RRC
$9.11B
$24M 0.04%
618,347
+11,119
+2% +$450K
NAVI icon
477
Navient
NAVI
$774M
$23.7M 0.04%
1,638,124
+372,195
+29% +$5.19M
RDS.B
478
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$23.7M 0.04%
448,634
+9,092
+2% +$487K
ANZ
479
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$23.7M 0.04%
1,115,183
+118,391
+12% +$2.52M
SC
480
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$23.7M 0.04%
1,946,795
+270,176
+16% +$3.12M
RHT
481
DELISTED
Red Hat Inc
RHT
$23.6M 0.04%
291,810
+35,042
+14% +$2.61M
UL icon
482
Unilever
UL
$131B
$23.5M 0.04%
440,719
+9,682
+2% +$511K
BALL icon
483
Ball Corp
BALL
$17B
$23.3M 0.03%
567,812
+70,368
+14% +$2.69M
BR icon
484
Broadridge
BR
$17.2B
$23.3M 0.03%
343,013
+8,841
+3% +$603K
KIM icon
485
Kimco Realty
KIM
$17.6B
$23.2M 0.03%
803,086
+5,911
+0.7% +$180K
DELL icon
486
Dell
DELL
$283B
$23.2M 0.03%
+1,732,674
New +$23.6M
CPB icon
487
Campbell Soup
CPB
$6.51B
$23.1M 0.03%
422,758
-47,113
-10% -$2.85M
ABB
488
DELISTED
ABB Ltd
ABB
$23M 0.03%
1,022,801
+222,167
+28% +$4.76M
PBF icon
489
PBF Energy
PBF
$7.29B
$23M 0.03%
1,016,008
-5,048
-0.5% -$113K
MUFG icon
490
Mitsubishi UFJ Financial
MUFG
$258B
$23M 0.03%
4,551,518
+482,400
+12% +$2.44M
TNL icon
491
Travel + Leisure Co
TNL
$4.54B
$23M 0.03%
755,222
-21,769
-3% -$695K
GL icon
492
Globe Life
GL
$13.5B
$22.8M 0.03%
357,280
-1,761
-0.5% -$111K
WAT icon
493
Waters Corp
WAT
$36.8B
$22.8M 0.03%
143,819
+1,765
+1% +$273K
TFX icon
494
Teleflex
TFX
$5.85B
$22.8M 0.03%
135,403
-12,572
-8% -$2.25M
ALLY icon
495
Ally Financial
ALLY
$13.1B
$22.7M 0.03%
1,165,269
+435,655
+60% +$8.09M
SNPS icon
496
Synopsys
SNPS
$71.5B
$22.6M 0.03%
381,616
+23,932
+7% +$1.36M
FCN icon
497
FTI Consulting
FCN
$4.82B
$22.6M 0.03%
508,239
+1,111
+0.2% +$48K
DDS icon
498
Dillards
DDS
$8.87B
$22.4M 0.03%
355,390
+22,628
+7% +$1.41M
IX icon
499
ORIX
IX
$44B
$22.2M 0.03%
1,497,625
+43,010
+3% +$607K
AKZOY
500
DELISTED
Akzo Nobel NV
AKZOY
$22.1M 0.03%
979,750
+24,650
+3% +$557K
18 19
20
21 22

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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.