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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
EA icon
76
Electronic Arts
EA
$52.4B
$142M 0.21%
1,664,843
-63,446
-4% -$5.08M
TWX
77
DELISTED
Time Warner Inc
TWX
$140M 0.21%
1,757,307
+32,680
+2% +$2.55M
DD icon
78
DuPont de Nemours
DD
$18.6B
$138M 0.21%
1,054,949
+48,353
+5% +$6.45M
ELV icon
79
Elevance Health
ELV
$81.9B
$135M 0.2%
1,076,782
+119,170
+12% +$15.4M
TMO icon
80
Thermo Fisher Scientific
TMO
$211B
$134M 0.2%
845,216
+6,255
+0.7% +$964K
ABT icon
81
Abbott
ABT
$180B
$134M 0.2%
3,173,759
+48,497
+2% +$2.08M
IEMG icon
82
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$134M 0.2%
2,928,035
+2,687,261
+1,116% +$119M
CAT icon
83
Caterpillar
CAT
$409B
$133M 0.2%
1,494,458
+96,671
+7% +$7.91M
LLY icon
84
Eli Lilly
LLY
$1.07T
$129M 0.19%
1,602,064
-6,082
-0.4% -$487K
UPS icon
85
United Parcel Service
UPS
$97.6B
$128M 0.19%
1,170,532
+27,265
+2% +$2.98M
PSX icon
86
Phillips 66
PSX
$82.9B
$127M 0.19%
1,581,609
+31,709
+2% +$2.46M
ADBE icon
87
Adobe
ADBE
$89.5B
$127M 0.19%
1,168,798
+31,151
+3% +$3.13M
COP icon
88
ConocoPhillips
COP
$147B
$127M 0.19%
2,918,319
+316,104
+12% +$13.1M
SPG icon
89
Simon Property Group
SPG
$74.5B
$127M 0.19%
612,410
+25,665
+4% +$5.56M
EOG icon
90
EOG Resources
EOG
$78B
$126M 0.19%
1,307,203
+14,910
+1% +$1.31M
ITW icon
91
Illinois Tool Works
ITW
$81.4B
$126M 0.19%
1,049,473
+9,020
+0.9% +$1.05M
GS icon
92
Goldman Sachs
GS
$313B
$125M 0.19%
776,424
+60,431
+8% +$9.82M
AFL icon
93
Aflac
AFL
$63.9B
$124M 0.19%
3,461,794
-92,740
-3% -$3.38M
BDX icon
94
Becton Dickinson
BDX
$43.1B
$124M 0.19%
706,590
+62,644
+10% +$10.7M
KHC icon
95
Kraft Heinz
KHC
$30.4B
$123M 0.19%
1,378,019
+31,170
+2% +$2.76M
ICE icon
96
Intercontinental Exchange
ICE
$82.4B
$123M 0.18%
2,284,305
+16,670
+0.7% +$910K
KMB icon
97
Kimberly-Clark
KMB
$36.4B
$123M 0.18%
971,447
-30,643
-3% -$3.96M
DUK icon
98
Duke Energy
DUK
$102B
$122M 0.18%
1,526,462
+64,387
+4% +$5.33M
EXC icon
99
Exelon
EXC
$48.6B
$122M 0.18%
5,122,701
+354,014
+7% +$8.89M
RAI
100
DELISTED
Reynolds American Inc
RAI
$118M 0.18%
2,510,005
-157,877
-6% -$7.92M
2 3
4
5 6

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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.