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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
PPLI
676
People Inc
PPLI
$3.1B
$14.1M 0.02%
1,265,843
+183,076
+17% +$1.93M
RCL icon
677
Royal Caribbean
RCL
$78.7B
$14.1M 0.02%
188,529
-3,448
-2% -$243K
TIF
678
DELISTED
Tiffany & Co.
TIF
$14.1M 0.02%
194,478
+8,018
+4% +$535K
Y
679
DELISTED
Alleghany Corp
Y
$14.1M 0.02%
26,794
-1,482
-5% -$793K
CCK icon
680
Crown Holdings
CCK
$12.8B
$14.1M 0.02%
246,346
-13,486
-5% -$723K
QGENF
681
DELISTED
QIAGEN NV
QGENF
$14M 0.02%
511,626
+64,105
+14% +$1.76M
LNT icon
682
Alliant Energy
LNT
$19.4B
$14M 0.02%
365,579
-39,664
-10% -$1.56M
INDA icon
683
iShares MSCI India ETF
INDA
$6.71B
$14M 0.02%
475,772
+44,713
+10% +$1.31M
BF.B icon
684
Brown-Forman Class B
BF.B
$12B
$14M 0.02%
459,806
+575
+0.1% +$17.8K
VER
685
DELISTED
VEREIT, Inc.
VER
$13.9M 0.02%
268,935
+31,984
+13% +$1.66M
MXIM
686
DELISTED
Maxim Integrated Products
MXIM
$13.9M 0.02%
349,078
-19,791
-5% -$780K
CDW icon
687
CDW
CDW
$17.1B
$13.9M 0.02%
303,445
+114,719
+61% +$5.03M
CNX icon
688
CNX Resources
CNX
$4.85B
$13.9M 0.02%
866,755
-17,817
-2% -$263K
NTGR icon
689
NETGEAR
NTGR
$669M
$13.9M 0.02%
229,208
-32,973
-13% -$1.79M
AAWW
690
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$13.9M 0.02%
323,703
+47,525
+17% +$1.86M
FMC icon
691
FMC
FMC
$1.42B
$13.8M 0.02%
330,291
+7,295
+2% +$301K
GXP
692
DELISTED
Great Plains Energy Incorporated
GXP
$13.8M 0.02%
507,171
+87,627
+21% +$2.51M
GFI icon
693
Gold Fields
GFI
$29.2B
$13.8M 0.02%
2,853,442
-2,499,745
-47% -$14.1M
OII icon
694
Oceaneering
OII
$5.25B
$13.8M 0.02%
502,788
+167,814
+50% +$4.64M
AEL
695
DELISTED
American Equity Investment Life Holding Company
AEL
$13.8M 0.02%
778,744
+162,113
+26% +$2.68M
CEO
696
DELISTED
CNOOC Limited
CEO
$13.8M 0.02%
108,884
-1,729
-2% -$212K
ARMK icon
697
Aramark
ARMK
$15B
$13.7M 0.02%
499,517
+47,911
+11% +$1.27M
ALGN icon
698
Align Technology
ALGN
$12B
$13.7M 0.02%
146,116
+1,540
+1% +$139K
KBE icon
699
State Street SPDR S&P Bank ETF
KBE
$1.64B
$13.7M 0.02%
409,715
-82,190
-17% -$2.67M
TSLA icon
700
Tesla
TSLA
$1.24T
$13.7M 0.02%
1,004,580
+11,580
+1% +$167K
26 27
28
29 30

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NIPH
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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.