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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
JBHT icon
526
JB Hunt Transport Services
JBHT
$27.1B
$20.7M 0.03%
255,363
-8,017
-3% -$655K
BABA icon
527
Alibaba
BABA
$269B
$20.7M 0.03%
195,736
+37,385
+24% +$3.46M
NI icon
528
NiSource
NI
$22.4B
$20.7M 0.03%
857,974
-71,415
-8% -$1.79M
O icon
529
Realty Income
O
$61.2B
$20.5M 0.03%
316,315
+18,307
+6% +$1.21M
SCG
530
DELISTED
Scana
SCG
$20.5M 0.03%
283,248
+8,609
+3% +$629K
CTAS icon
531
Cintas
CTAS
$82.4B
$20.4M 0.03%
724,116
-236
-0% -$6.46K
BCS icon
532
Barclays
BCS
$94.1B
$20.3M 0.03%
2,481,197
-477,791
-16% -$3.77M
JWN
533
DELISTED
Nordstrom
JWN
$20.3M 0.03%
391,768
+62,453
+19% +$2.93M
DINO icon
534
HF Sinclair
DINO
$15.9B
$20.3M 0.03%
828,136
+232,163
+39% +$5.84M
DHI icon
535
D.R. Horton
DHI
$41B
$20.2M 0.03%
669,993
+27,692
+4% +$889K
TEX icon
536
Terex
TEX
$7.98B
$20.1M 0.03%
789,565
+98,005
+14% +$2.28M
BRCD
537
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$20M 0.03%
2,165,476
-140,552
-6% -$1.31M
BIDU icon
538
Baidu
BIDU
$35.8B
$20M 0.03%
109,700
-148,453
-58% -$25.7M
NTRS icon
539
Northern Trust
NTRS
$22.2B
$19.9M 0.03%
293,401
-9,995
-3% -$679K
IMS
540
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
$19.9M 0.03%
635,771
+547,188
+618% +$16M
PBCT
541
DELISTED
People's United Financial Inc
PBCT
$19.9M 0.03%
1,258,446
+116,050
+10% +$1.8M
LNKD
542
DELISTED
LinkedIn Corporation
LNKD
$19.7M 0.03%
103,219
-13,752
-12% -$2.64M
CCEP icon
543
Coca-Cola Europacific Partners
CCEP
$46.5B
$19.6M 0.03%
491,959
-51,073
-9% -$1.95M
VMC icon
544
Vulcan Materials
VMC
$36.3B
$19.5M 0.03%
171,790
+12,664
+8% +$1.49M
CFR icon
545
Cullen/Frost Bankers
CFR
$10.3B
$19.4M 0.03%
270,278
+5,897
+2% +$408K
CBRE icon
546
CBRE Group
CBRE
$40.8B
$19.4M 0.03%
691,638
-29,219
-4% -$834K
MORN icon
547
Morningstar
MORN
$6.56B
$19.3M 0.03%
243,172
-10,135
-4% -$833K
IBN icon
548
ICICI Bank
IBN
$106B
$19.2M 0.03%
2,832,720
+536,336
+23% +$3.74M
FAST icon
549
Fastenal
FAST
$54B
$19.2M 0.03%
1,834,584
-675,540
-27% -$7.19M
BT
550
DELISTED
BT Group plc (ADR)
BT
$19.1M 0.03%
751,534
+3,014
+0.4% +$79K
20 21
22
23 24

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AF
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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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ACI
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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.