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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
TGI
501
DELISTED
Triumph Group
TGI
$22.1M 0.03%
791,623
-443,296
-36% -$14.3M
WYNN icon
502
Wynn Resorts
WYNN
$10.1B
$21.9M 0.03%
225,103
+29,705
+15% +$2.9M
AXS icon
503
AXIS Capital
AXS
$8.59B
$21.8M 0.03%
401,658
-90,878
-18% -$5.01M
LLTC
504
DELISTED
Linear Technology Corp
LLTC
$21.6M 0.03%
364,954
-87,908
-19% -$4.93M
ZION icon
505
Zions Bancorporation
ZION
$10.1B
$21.6M 0.03%
697,307
+56,350
+9% +$1.6M
ADSK icon
506
Autodesk
ADSK
$44.3B
$21.6M 0.03%
299,027
+7,971
+3% +$502K
VAR
507
DELISTED
Varian Medical Systems, Inc.
VAR
$21.6M 0.03%
247,449
+2,678
+1% +$218K
HOG icon
508
Harley-Davidson
HOG
$2.68B
$21.5M 0.03%
409,313
+29,992
+8% +$1.55M
ARW icon
509
Arrow Electronics
ARW
$10.9B
$21.5M 0.03%
336,214
+12,306
+4% +$795K
OSK icon
510
Oshkosh
OSK
$9.67B
$21.5M 0.03%
383,904
+83,938
+28% +$4.42M
BIG
511
DELISTED
Big Lots, Inc.
BIG
$21.5M 0.03%
449,414
+33,266
+8% +$1.7M
L icon
512
Loews
L
$24.3B
$21.4M 0.03%
521,166
-11,930
-2% -$490K
HIT
513
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$21.4M 0.03%
458,982
+59,959
+15% +$2.8M
AFG icon
514
American Financial Group
AFG
$11.9B
$21.4M 0.03%
285,644
-24,104
-8% -$1.78M
BWXT icon
515
BWX Technologies
BWXT
$16B
$21.4M 0.03%
558,098
+10,584
+2% +$400K
SPLS
516
DELISTED
Staples Inc
SPLS
$21.3M 0.03%
2,491,737
+1,094,765
+78% +$9.63M
SVC
517
Service Properties Trust
SVC
$1.1B
$21.2M 0.03%
142,818
+19,187
+16% +$2.93M
XLNX
518
DELISTED
Xilinx Inc
XLNX
$21.2M 0.03%
390,552
+15,732
+4% +$809K
NBL
519
DELISTED
Noble Energy, Inc.
NBL
$21.2M 0.03%
593,055
+23,727
+4% +$833K
AVT icon
520
Avnet
AVT
$7.33B
$21.1M 0.03%
515,061
-49,227
-9% -$2.01M
DOC icon
521
Healthpeak Properties
DOC
$15.4B
$21.1M 0.03%
610,996
+54,133
+10% +$1.89M
CFG icon
522
Citizens Financial Group
CFG
$30.4B
$21.1M 0.03%
852,918
+72,172
+9% +$1.66M
XL
523
DELISTED
XL Group Ltd.
XL
$21.1M 0.03%
626,148
+52,975
+9% +$1.78M
XLE icon
524
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$21.1M 0.03%
596,376
-136,794
-19% -$4.69M
NTT
525
DELISTED
Nippon Telegraph & Telephone
NTT
$21.1M 0.03%
459,555
+12,111
+3% +$565K
19 20
21
22 23

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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.