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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
PM icon
26
Philip Morris
PM
$298B
$377M 0.57%
3,878,696
+92,725
+2% +$9.29M
BAC icon
27
Bank of America
BAC
$430B
$371M 0.56%
23,725,519
+340,208
+1% +$5.07M
WFC icon
28
Wells Fargo
WFC
$261B
$370M 0.56%
8,364,085
-57,206
-0.7% -$2.74M
HD icon
29
Home Depot
HD
$324B
$366M 0.55%
2,845,721
+40,041
+1% +$5.34M
PEP icon
30
PepsiCo
PEP
$184B
$340M 0.51%
3,128,166
+159,750
+5% +$17.2M
CMCSA icon
31
Comcast
CMCSA
$78.3B
$339M 0.51%
10,216,180
+258,432
+3% +$8.6M
KO icon
32
Coca-Cola
KO
$349B
$328M 0.49%
7,743,435
+156,981
+2% +$6.88M
WMT icon
33
Walmart Inc
WMT
$863B
$319M 0.48%
13,282,416
+894,579
+7% +$21.7M
AMGN icon
34
Amgen
AMGN
$201B
$316M 0.47%
1,892,053
+100,698
+6% +$17M
ORCL icon
35
Oracle
ORCL
$346B
$288M 0.43%
7,343,291
+197,135
+3% +$8.03M
IWD icon
36
iShares Russell 1000 Value ETF
IWD
$81.3B
$287M 0.43%
2,713,068
+2,677,354
+7,497% +$282M
MA icon
37
Mastercard
MA
$469B
$282M 0.42%
2,767,135
+22,271
+0.8% +$2.14M
C icon
38
Citigroup
C
$221B
$279M 0.42%
5,910,658
+330,537
+6% +$15M
MO icon
39
Altria Group
MO
$120B
$273M 0.41%
4,319,465
+22,570
+0.5% +$1.5M
BIIB icon
40
Biogen
BIIB
$29.6B
$272M 0.41%
868,870
+113,019
+15% +$33.5M
MMM icon
41
3M
MMM
$87.5B
$266M 0.4%
1,807,612
+74,146
+4% +$11.1M
CELG
42
DELISTED
Celgene Corp
CELG
$266M 0.4%
2,548,188
-59,091
-2% -$6.4M
DIS icon
43
Walt Disney
DIS
$161B
$252M 0.38%
2,715,728
-11,817
-0.4% -$1.13M
MCD icon
44
McDonald's
MCD
$187B
$247M 0.37%
2,139,478
+74,951
+4% +$8.88M
CVS icon
45
CVS Health
CVS
$136B
$244M 0.37%
2,745,229
+24,021
+0.9% +$2.27M
GILD icon
46
Gilead Sciences
GILD
$162B
$238M 0.36%
3,012,488
-97,050
-3% -$7.88M
AGN
47
DELISTED
Allergan plc
AGN
$208M 0.31%
904,884
-10,594
-1% -$2.59M
ABBV icon
48
AbbVie
ABBV
$454B
$206M 0.31%
3,273,312
+95,245
+3% +$6.17M
SLB icon
49
SLB Ltd
SLB
$70.6B
$204M 0.31%
2,588,334
+92,778
+4% +$7.36M
TXN icon
50
Texas Instruments
TXN
$259B
$202M 0.3%
2,883,747
+82,320
+3% +$5.61M
1
2
3 4 5

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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.