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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
XYL icon
626
Xylem
XYL
$28.5B
$16.2M 0.02%
308,234
+62,497
+25% +$3.06M
VNQ icon
627
Vanguard Real Estate ETF
VNQ
$39.9B
$16.2M 0.02%
186,300
+44,173
+31% +$3.94M
DT
628
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$16.1M 0.02%
961,410
+9,492
+1% +$159K
MAN icon
629
ManpowerGroup
MAN
$2.39B
$16.1M 0.02%
222,297
+18,742
+9% +$1.29M
SYT
630
DELISTED
Syngenta Ag
SYT
$16M 0.02%
182,688
-1,439
-0.8% -$119K
AGNC icon
631
AGNC Investment
AGNC
$12.3B
$16M 0.02%
818,735
+102,904
+14% +$2.02M
BSMX
632
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$16M 0.02%
1,814,706
-338,567
-16% -$3.14M
EME icon
633
Emcor
EME
$33.1B
$15.9M 0.02%
267,202
-9,266
-3% -$512K
UAA icon
634
Under Armour
UAA
$3B
$15.9M 0.02%
409,869
+62,507
+18% +$2.53M
ETFC
635
DELISTED
E*Trade Financial Corporation
ETFC
$15.8M 0.02%
544,066
+13,205
+2% +$341K
AXA
636
DELISTED
AXA ADS (1 ORD SHS)
AXA
$15.8M 0.02%
747,287
-146,436
-16% -$3.1M
PNRA
637
DELISTED
Panera Bread Co
PNRA
$15.8M 0.02%
80,991
+1,400
+2% +$296K
HMC icon
638
Honda
HMC
$36.5B
$15.7M 0.02%
544,042
+49,314
+10% +$1.41M
CF icon
639
CF Industries
CF
$19.2B
$15.7M 0.02%
645,458
+112,268
+21% +$2.74M
G icon
640
Genpact
G
$5.3B
$15.7M 0.02%
656,131
-18,427
-3% -$456K
POR icon
641
Portland General Electric
POR
$6.02B
$15.7M 0.02%
368,630
-26,813
-7% -$1.16M
SLG icon
642
SL Green Realty
SLG
$3.88B
$15.7M 0.02%
149,894
+12,656
+9% +$1.39M
UTHR icon
643
United Therapeutics
UTHR
$26.3B
$15.7M 0.02%
132,598
-19,187
-13% -$2.31M
BLKB icon
644
Blackbaud
BLKB
$1.5B
$15.6M 0.02%
235,313
-3,521
-1% -$238K
URI icon
645
United Rentals
URI
$71.1B
$15.6M 0.02%
198,397
+4,347
+2% +$333K
PVH icon
646
PVH
PVH
$3.71B
$15.5M 0.02%
140,451
+19,222
+16% +$1.99M
SEE
647
DELISTED
Sealed Air
SEE
$15.4M 0.02%
336,311
-91,946
-21% -$4.32M
CLB icon
648
Core Laboratories
CLB
$538M
$15.3M 0.02%
136,650
-4,643
-3% -$535K
AVA icon
649
Avista
AVA
$3.47B
$15.3M 0.02%
367,195
+42,680
+13% +$1.81M
UBS icon
650
UBS Group
UBS
$170B
$15.3M 0.02%
1,124,972
-144,861
-11% -$1.97M
24 25
26
27 28

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MCM
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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.