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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
COST icon
51
Costco
COST
$414B
$194M 0.29%
1,270,895
-49,252
-4% -$7.96M
NKE icon
52
Nike
NKE
$62.3B
$190M 0.28%
3,599,271
+83,524
+2% +$4.72M
HON icon
53
Honeywell
HON
$76.7B
$184M 0.28%
1,755,821
-32,264
-2% -$3.37M
HPE icon
54
Hewlett Packard
HPE
$62.9B
$183M 0.27%
13,856,313
+852,030
+7% +$10.5M
PYPL icon
55
PayPal
PYPL
$49.5B
$178M 0.27%
4,350,027
+535,661
+14% +$20.6M
WBA
56
DELISTED
Walgreens Boots Alliance
WBA
$178M 0.27%
2,206,278
-511,963
-19% -$41.7M
TRV icon
57
Travelers Companies
TRV
$80.7B
$175M 0.26%
1,525,798
+37,725
+3% +$4.42M
UNP icon
58
Union Pacific
UNP
$183B
$171M 0.26%
1,754,655
+106,742
+6% +$9.98M
EBAY icon
59
eBay
EBAY
$48.5B
$171M 0.26%
5,196,495
-296,984
-5% -$8.97M
MDT icon
60
Medtronic
MDT
$107B
$170M 0.26%
1,971,199
+18,265
+0.9% +$1.59M
RTX icon
61
RTX Corp
RTX
$287B
$168M 0.25%
2,629,936
+62,687
+2% +$4.16M
CCI icon
62
Crown Castle
CCI
$32.8B
$166M 0.25%
1,759,047
-59,136
-3% -$5.69M
ACN icon
63
Accenture
ACN
$90.1B
$160M 0.24%
1,313,017
+3,435
+0.3% +$391K
BKNG icon
64
Booking.com
BKNG
$138B
$160M 0.24%
2,717,525
+83,450
+3% +$4.65M
MDLZ icon
65
Mondelez International
MDLZ
$77.8B
$159M 0.24%
3,631,706
+143,496
+4% +$6.3M
BMY icon
66
Bristol-Myers Squibb
BMY
$127B
$159M 0.24%
2,956,358
-607,631
-17% -$39M
SBUX icon
67
Starbucks
SBUX
$118B
$157M 0.24%
2,901,903
+957
+0% +$53.5K
LOW icon
68
Lowe's Companies
LOW
$116B
$156M 0.23%
2,155,355
+36,833
+2% +$2.86M
MET icon
69
MetLife
MET
$60.4B
$154M 0.23%
3,897,574
+267,733
+7% +$10.1M
AIG icon
70
American International
AIG
$41.8B
$154M 0.23%
2,597,320
+239,904
+10% +$13.7M
GM icon
71
General Motors
GM
$74.2B
$150M 0.22%
4,711,193
-146,846
-3% -$4.59M
NOC icon
72
Northrop Grumman
NOC
$77B
$147M 0.22%
687,882
-39,851
-5% -$8.63M
BA icon
73
Boeing
BA
$166B
$146M 0.22%
1,107,404
+15,478
+1% +$2.04M
OXY icon
74
Occidental Petroleum
OXY
$57B
$143M 0.21%
1,961,801
+95,458
+5% +$7.15M
CL icon
75
Colgate-Palmolive
CL
$72.5B
$143M 0.21%
1,928,882
+116,527
+6% +$8.61M
1 2
3
4 5

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MCM
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PSUF
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IA
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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.