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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
WTM icon
551
White Mountains Insurance
WTM
$5.47B
$19.1M 0.03%
22,974
+1,511
+7% +$1.25M
FTR
552
DELISTED
Frontier Communications Corp.
FTR
$19M 0.03%
304,827
+4,129
+1% +$294K
HDB icon
553
HDFC Bank
HDB
$119B
$19M 0.03%
1,058,236
-93,592
-8% -$1.64M
BFH icon
554
Bread Financial
BFH
$4.21B
$19M 0.03%
110,941
+9,350
+9% +$1.59M
IRM icon
555
Iron Mountain
IRM
$38.2B
$19M 0.03%
505,120
-70,076
-12% -$2.7M
HRL icon
556
Hormel Foods
HRL
$13.9B
$18.9M 0.03%
499,450
+29,191
+6% +$1.08M
NAB
557
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$18.9M 0.03%
1,771,034
+288,029
+19% +$3.08M
SKM icon
558
SK Telecom
SKM
$13.7B
$18.9M 0.03%
507,600
-143,934
-22% -$5.21M
NFX
559
DELISTED
Newfield Exploration
NFX
$18.9M 0.03%
434,560
-17,028
-4% -$749K
EQT icon
560
EQT Corp
EQT
$33.2B
$18.9M 0.03%
476,900
+10,359
+2% +$410K
AIV
561
Aimco
AIV
$380M
$18.8M 0.03%
3,074,059
-388,372
-11% -$2.34M
KT icon
562
KT
KT
$8.84B
$18.8M 0.03%
1,169,567
-657,201
-36% -$10.1M
SAN icon
563
Banco Santander
SAN
$194B
$18.7M 0.03%
4,422,949
+314,946
+8% +$1.29M
KMX icon
564
CarMax
KMX
$8.27B
$18.7M 0.03%
349,730
-20,778
-6% -$1.18M
CPN
565
DELISTED
Calpine Corporation
CPN
$18.6M 0.03%
1,467,720
+524,159
+56% +$7.06M
DISCK
566
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$18.5M 0.03%
704,454
-1,158,451
-62% -$28.7M
AV
567
DELISTED
Aviva Plc
AV
$18.5M 0.03%
1,605,419
-12,745
-0.8% -$139K
LEN icon
568
Lennar Class A
LEN
$20.4B
$18.5M 0.03%
458,042
+4,896
+1% +$217K
AA icon
569
Alcoa
AA
$11.7B
$18.5M 0.03%
757,251
+56,068
+8% +$1.37M
CIG icon
570
CEMIG Preferred Shares
CIG
$6.09B
$18.4M 0.03%
13,945,517
-7,640,943
-35% -$10.5M
LSTR icon
571
Landstar System
LSTR
$6.8B
$18.4M 0.03%
269,608
+21,518
+9% +$1.48M
PRA
572
DELISTED
ProAssurance
PRA
$18.4M 0.03%
349,694
+24,876
+8% +$1.32M
TMUS icon
573
T-Mobile US
TMUS
$193B
$18.3M 0.03%
391,095
-2,523
-0.6% -$116K
MFA
574
MFA Financial
MFA
$929M
$18.2M 0.03%
608,498
+114,895
+23% +$3.48M
TUP
575
DELISTED
Tupperware Brands Corporation
TUP
$18.2M 0.03%
278,464
+8,948
+3% +$563K
21 22
23
24 25

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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.