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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
TRN icon
601
Trinity Industries
TRN
$2.97B
$17.3M 0.03%
993,252
+249,129
+33% +$4.1M
CS
602
DELISTED
Credit Suisse Group
CS
$17.2M 0.03%
1,306,918
+342,477
+36% +$4.15M
FRT icon
603
Federal Realty Investment Trust
FRT
$10.9B
$17.1M 0.03%
111,349
+9,560
+9% +$1.55M
TXT icon
604
Textron
TXT
$16.6B
$17.1M 0.03%
429,135
+157
+0% +$6.18K
CC icon
605
Chemours
CC
$2.59B
$17M 0.03%
1,060,175
+473,441
+81% +$5.41M
OC icon
606
Owens Corning
OC
$11.5B
$17M 0.03%
317,610
+85,117
+37% +$4.57M
GME icon
607
GameStop
GME
$9.5B
$16.9M 0.03%
2,455,684
+384,488
+19% +$2.8M
ETP
608
DELISTED
Energy Transfer Partners, L.P.
ETP
$16.9M 0.03%
594,416
+12,409
+2% +$361K
XLF icon
609
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
$16.8M 0.03%
872,656
-309,172
-26% -$6.38M
FL
610
DELISTED
Foot Locker
FL
$16.8M 0.03%
248,506
+72,677
+41% +$4.53M
TECD
611
DELISTED
Tech Data Corp
TECD
$16.8M 0.03%
198,355
-3,953
-2% -$306K
UGI icon
612
UGI
UGI
$8B
$16.7M 0.03%
369,377
-25,225
-6% -$1.15M
MAC icon
613
Macerich
MAC
$7.32B
$16.6M 0.03%
205,750
-1,445
-0.7% -$122K
TDC icon
614
Teradata
TDC
$2.68B
$16.6M 0.02%
536,056
+157,006
+41% +$4.68M
TXNM
615
TXNM Energy Inc
TXNM
$6.47B
$16.6M 0.02%
507,082
+59,631
+13% +$1.99M
PRGO icon
616
Perrigo
PRGO
$1.4B
$16.6M 0.02%
179,639
+41,675
+30% +$3.84M
AAP icon
617
Advance Auto Parts
AAP
$3.37B
$16.5M 0.02%
110,809
-10,610
-9% -$1.7M
JBL icon
618
Jabil
JBL
$32.8B
$16.5M 0.02%
754,569
+49,717
+7% +$1.04M
HLF icon
619
Herbalife
HLF
$1.23B
$16.5M 0.02%
530,898
+48,190
+10% +$1.52M
VRSK icon
620
Verisk Analytics
VRSK
$26.4B
$16.4M 0.02%
202,028
+12,020
+6% +$994K
FLS icon
621
Flowserve
FLS
$9.25B
$16.4M 0.02%
339,131
+23,835
+8% +$1.13M
HAS icon
622
Hasbro
HAS
$12.6B
$16.2M 0.02%
204,814
-27,444
-12% -$2.23M
BERY
623
DELISTED
Berry Global Group, Inc.
BERY
$16.2M 0.02%
403,131
-27,194
-6% -$1.07M
MFG icon
624
Mizuho Financial
MFG
$129B
$16.2M 0.02%
4,829,511
+1,138,987
+31% +$3.71M
PNR icon
625
Pentair
PNR
$10.2B
$16.2M 0.02%
375,486
+23,187
+7% +$977K
23 24
25
26 27

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MCM
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PSUF
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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.