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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
IP icon
151
International Paper
IP
$22.3B
$89.4M 0.13%
1,967,108
-104,666
-5% -$4.61M
SYY icon
152
Sysco
SYY
$39.7B
$88.6M 0.13%
1,806,894
+46,806
+3% +$2.4M
FDX icon
153
FedEx
FDX
$74.5B
$88M 0.13%
503,757
-7,187
-1% -$1.18M
MCK icon
154
McKesson
MCK
$98.5B
$87.5M 0.13%
524,922
-614
-0.1% -$114K
HAL icon
155
Halliburton
HAL
$27.9B
$87.5M 0.13%
1,949,136
+17,898
+0.9% +$781K
SHW icon
156
Sherwin-Williams
SHW
$78.3B
$87.2M 0.13%
945,678
-30,615
-3% -$2.97M
CHTR icon
157
Charter Communications
CHTR
$15.2B
$86.3M 0.13%
319,484
+11,530
+4% +$2.91M
NSC icon
158
Norfolk Southern
NSC
$78.8B
$85.8M 0.13%
884,255
+37,260
+4% +$3.39M
MS icon
159
Morgan Stanley
MS
$337B
$85.2M 0.13%
2,658,419
+263,461
+11% +$7.86M
MRSH
160
Marsh
MRSH
$86.3B
$85.2M 0.13%
1,266,345
-31,259
-2% -$2.09M
YUM icon
161
Yum! Brands
YUM
$41B
$84.5M 0.13%
1,293,883
-9,885
-0.8% -$631K
STI
162
DELISTED
SunTrust Banks, Inc.
STI
$84.1M 0.13%
1,920,507
-14,525
-0.8% -$622K
RDS.A
163
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$83M 0.12%
1,657,080
-45,605
-3% -$2.33M
PRU icon
164
Prudential Financial
PRU
$41.7B
$81.8M 0.12%
1,001,581
+25,664
+3% +$1.97M
ALXN
165
DELISTED
Alexion Pharmaceuticals
ALXN
$81.7M 0.12%
666,541
+348,874
+110% +$44.9M
ETN icon
166
Eaton
ETN
$157B
$81.4M 0.12%
1,239,068
-295,878
-19% -$19.1M
GD icon
167
General Dynamics
GD
$105B
$81.3M 0.12%
523,952
+21,086
+4% +$3.14M
GLW icon
168
Corning
GLW
$126B
$80.9M 0.12%
3,421,892
+81,785
+2% +$1.82M
DVN icon
169
Devon Energy
DVN
$51.9B
$80.9M 0.12%
1,834,109
-589,866
-24% -$23.9M
COR icon
170
Cencora
COR
$60.3B
$80.8M 0.12%
1,000,336
+16,338
+2% +$1.4M
CI icon
171
Cigna
CI
$76.6B
$80.7M 0.12%
619,478
+42,219
+7% +$5.51M
VWO icon
172
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$80.6M 0.12%
2,141,760
+621,270
+41% +$23.1M
BUD icon
173
AB InBev
BUD
$158B
$80.3M 0.12%
611,242
-36,213
-6% -$4.58M
MON
174
DELISTED
Monsanto Co
MON
$80.3M 0.12%
785,483
+19,546
+3% +$2.05M
NLSN
175
DELISTED
Nielsen Holdings plc
NLSN
$80.3M 0.12%
1,498,086
+44,025
+3% +$2.34M
5 6
7
8 9

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AF
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MCM
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PSUF
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IA
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SCC
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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.