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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
DAL icon
126
Delta Air Lines
DAL
$55.9B
$102M 0.15%
2,580,866
+279,917
+12% +$10.6M
HCA icon
127
HCA Healthcare
HCA
$84.8B
$101M 0.15%
1,335,172
+72,851
+6% +$5.58M
OMC icon
128
Omnicom Group
OMC
$22.7B
$100M 0.15%
1,177,121
-29,323
-2% -$2.46M
AEP icon
129
American Electric Power
AEP
$73.7B
$99.2M 0.15%
1,545,541
-82,944
-5% -$5.58M
PEG icon
130
Public Service Enterprise Group
PEG
$39.8B
$98.5M 0.15%
2,351,329
+122,545
+5% +$5.4M
BP icon
131
BP
BP
$113B
$98.4M 0.15%
3,325,111
+767,827
+30% +$22.3M
ESRX
132
DELISTED
Express Scripts Holding Company
ESRX
$97.8M 0.15%
1,387,094
-162,772
-11% -$12.2M
STT icon
133
State Street
STT
$50.9B
$96.4M 0.14%
1,384,011
+93,694
+7% +$6.12M
STZ icon
134
Constellation Brands
STZ
$22.2B
$96.3M 0.14%
578,176
-12,864
-2% -$2.12M
F icon
135
Ford
F
$57.3B
$95.8M 0.14%
7,935,810
+1,480,636
+23% +$18.7M
COF icon
136
Capital One
COF
$124B
$95.7M 0.14%
1,331,934
+86,710
+7% +$5.96M
QVCGA
137
DELISTED
QVC Group Inc Series A
QVCGA
$95.6M 0.14%
98,425
+12,520
+15% +$13.8M
AMT icon
138
American Tower
AMT
$77.7B
$94.2M 0.14%
830,832
+15,071
+2% +$1.72M
ALL icon
139
Allstate
ALL
$66.9B
$93.1M 0.14%
1,345,282
+473
+0% +$32.6K
MPC icon
140
Marathon Petroleum
MPC
$90.3B
$92.9M 0.14%
2,289,349
+190,456
+9% +$7.73M
ETR icon
141
Entergy
ETR
$54.1B
$92.7M 0.14%
2,417,050
+357,040
+17% +$14.2M
NVS icon
142
Novartis
NVS
$295B
$92M 0.14%
1,300,576
+32,921
+3% +$2.4M
ECL icon
143
Ecolab
ECL
$75.6B
$91.9M 0.14%
755,296
+3,465
+0.5% +$418K
CRM icon
144
Salesforce
CRM
$134B
$91.8M 0.14%
1,286,631
-218,557
-15% -$17M
EQIX icon
145
Equinix
EQIX
$107B
$91.5M 0.14%
254,015
-11,985
-5% -$4.44M
DFS
146
DELISTED
Discover Financial Services
DFS
$91.5M 0.14%
1,617,563
+76,670
+5% +$4.39M
NFLX icon
147
Netflix
NFLX
$292B
$91.2M 0.14%
9,250,700
-413,860
-4% -$3.95M
MU icon
148
Micron Technology
MU
$1.04T
$90.3M 0.14%
5,078,363
-1,595,461
-24% -$24.3M
LYB icon
149
LyondellBasell Industries
LYB
$19.5B
$90M 0.14%
1,115,394
+192,678
+21% +$14.9M
TRIP icon
150
TripAdvisor
TRIP
$1.59B
$89.8M 0.13%
1,420,721
+9,191
+0.7% +$591K
4 5
6
7 8

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MCM
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PSUF
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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.