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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
SO icon
101
Southern Company
SO
$110B
$118M 0.18%
2,300,420
+171,638
+8% +$9.04M
SPY icon
102
State Street SPDR S&P 500 ETF Trust
SPY
$776B
$118M 0.18%
544,874
+594
+0.1% +$128K
TGT icon
103
Target
TGT
$61.6B
$118M 0.18%
1,712,287
+46,108
+3% +$3.3M
AVGO icon
104
Broadcom
AVGO
$1.82T
$117M 0.18%
6,805,870
+295,490
+5% +$4.94M
INTU icon
105
Intuit
INTU
$79.2B
$117M 0.18%
1,067,158
+9,280
+0.9% +$1.04M
ADP icon
106
Automatic Data Processing
ADP
$99B
$117M 0.18%
1,330,687
+10,820
+0.8% +$980K
USB icon
107
US Bancorp
USB
$99.4B
$116M 0.17%
2,694,704
-26,408
-1% -$1.12M
PNC icon
108
PNC Financial Services
PNC
$100B
$115M 0.17%
1,273,392
-32,669
-3% -$2.8M
KR icon
109
Kroger
KR
$34.3B
$114M 0.17%
3,849,026
+452,652
+13% +$15.1M
HPQ icon
110
HP
HPQ
$23B
$114M 0.17%
7,318,146
+803,737
+12% +$11.5M
TJX icon
111
TJX Companies
TJX
$169B
$113M 0.17%
3,025,206
-247,776
-8% -$9.69M
RTN
112
DELISTED
Raytheon Company
RTN
$112M 0.17%
824,223
-6,422
-0.8% -$893K
AET
113
DELISTED
Aetna Inc
AET
$111M 0.17%
964,872
+37,545
+4% +$4.4M
NEE icon
114
NextEra Energy
NEE
$186B
$111M 0.17%
3,634,196
+93,292
+3% +$2.94M
DD
115
DELISTED
Du Pont De Nemours E I
DD
$111M 0.17%
1,651,312
+75,214
+5% +$5.11M
AMAT icon
116
Applied Materials
AMAT
$436B
$111M 0.17%
3,667,721
-14,944
-0.4% -$417K
LMT icon
117
Lockheed Martin
LMT
$134B
$111M 0.17%
461,198
-154,508
-25% -$38.7M
KMI icon
118
Kinder Morgan
KMI
$73.3B
$109M 0.16%
4,697,282
+1,797,019
+62% +$38.1M
AXP icon
119
American Express
AXP
$220B
$108M 0.16%
1,687,589
+94,699
+6% +$6.08M
GIS icon
120
General Mills
GIS
$19.1B
$108M 0.16%
1,688,802
-36,844
-2% -$2.56M
CB icon
121
Chubb
CB
$138B
$107M 0.16%
851,260
+9,706
+1% +$1.23M
DHR icon
122
Danaher
DHR
$136B
$105M 0.16%
1,507,548
-426,415
-22% -$30.2M
BBWI icon
123
Bath & Body Works
BBWI
$3.89B
$103M 0.15%
1,804,865
+79,306
+5% +$4.67M
TSN icon
124
Tyson Foods
TSN
$20.1B
$103M 0.15%
1,376,304
-62,674
-4% -$4.6M
VLO icon
125
Valero Energy
VLO
$90.4B
$102M 0.15%
1,923,602
+144,473
+8% +$7.7M
3 4
5
6 7

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AF
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MCM
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PSUF
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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.