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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
AVP
701
DELISTED
Avon Products, Inc.
AVP
$13.7M 0.02%
2,413,982
+478,772
+25% +$2.39M
OI icon
702
O-I Glass
OI
$1.39B
$13.6M 0.02%
741,801
+104,770
+16% +$1.9M
THG icon
703
Hanover Insurance
THG
$7.63B
$13.6M 0.02%
180,496
-17,853
-9% -$1.42M
EQM
704
DELISTED
EQM Midstream Partners, LP
EQM
$13.6M 0.02%
178,263
+1,714
+1% +$134K
JLL icon
705
Jones Lang LaSalle
JLL
$15.1B
$13.6M 0.02%
119,340
-13,767
-10% -$1.54M
INOV
706
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$13.6M 0.02%
922,931
+408,645
+79% +$6.79M
CIT
707
DELISTED
CIT Group Inc.
CIT
$13.5M 0.02%
373,119
+96,966
+35% +$3.39M
FFIV icon
708
F5
FFIV
$22.1B
$13.5M 0.02%
108,305
+1,416
+1% +$172K
ULTA icon
709
Ulta Beauty
ULTA
$20.4B
$13.5M 0.02%
56,668
+272
+0.5% +$68.7K
HOLX
710
DELISTED
Hologic
HOLX
$13.5M 0.02%
347,295
+5,877
+2% +$222K
MRVL icon
711
Marvell Technology
MRVL
$174B
$13.5M 0.02%
1,014,263
-78,386
-7% -$920K
LEG icon
712
Leggett & Platt
LEG
$1.52B
$13.5M 0.02%
295,250
-70,230
-19% -$3.61M
DIAX
713
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$13.4M 0.02%
926,881
-46,956
-5% -$688K
ENH
714
DELISTED
Endurance Specialty Holdings Ltd
ENH
$13.3M 0.02%
203,940
+13,661
+7% +$906K
N
715
DELISTED
Netsuite Inc
N
$13.3M 0.02%
120,120
+5,036
+4% +$508K
CDP icon
716
COPT Defense Properties
CDP
$4.31B
$13.2M 0.02%
466,781
-68,905
-13% -$1.99M
CACI icon
717
CACI
CACI
$10.8B
$13.2M 0.02%
130,652
+2,002
+2% +$193K
PBI icon
718
Pitney Bowes
PBI
$2.42B
$13.2M 0.02%
725,311
-33,164
-4% -$609K
WP
719
DELISTED
Worldpay, Inc.
WP
$13.1M 0.02%
233,566
+68,638
+42% +$3.81M
SEIC icon
720
SEI Investments
SEIC
$11.9B
$13.1M 0.02%
288,111
-4,586
-2% -$215K
BBVA icon
721
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$13.1M 0.02%
2,237,760
-196,260
-8% -$1.13M
SON icon
722
Sonoco
SON
$5.76B
$13M 0.02%
246,665
+34,659
+16% +$1.79M
MLM icon
723
Martin Marietta Materials
MLM
$33.6B
$13M 0.02%
72,499
-5,611
-7% -$1.07M
UFS
724
DELISTED
DOMTAR CORPORATION (New)
UFS
$13M 0.02%
349,440
+77,104
+28% +$2.84M
DASTY
725
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$12.9M 0.02%
149,353
+3,648
+3% +$315K
27 28
29
30 31

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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.