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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
BAX icon
176
Baxter International
BAX
$11.6B
$80.2M 0.12%
1,684,679
-65,516
-4% -$3.09M
CLX icon
177
Clorox
CLX
$11.6B
$79.9M 0.12%
638,632
+1,249
+0.2% +$164K
ATVI
178
DELISTED
Activision Blizzard
ATVI
$79.8M 0.12%
1,801,213
-35,026
-2% -$1.47M
M icon
179
Macy's
M
$6.15B
$79.5M 0.12%
2,145,491
-207,411
-9% -$7.52M
REGN icon
180
Regeneron Pharmaceuticals
REGN
$68.8B
$79.1M 0.12%
196,768
+45,919
+30% +$18.4M
JCI icon
181
Johnson Controls International
JCI
$87.5B
$78.1M 0.12%
1,678,036
+586,814
+54% +$27.2M
EIX icon
182
Edison International
EIX
$30.7B
$77.1M 0.12%
1,067,544
+18,333
+2% +$1.38M
DG icon
183
Dollar General
DG
$25.9B
$77.1M 0.12%
1,101,684
+215,190
+24% +$18.2M
GEN icon
184
Gen Digital
GEN
$15.6B
$76.7M 0.12%
3,054,841
+1,717,463
+128% +$39.1M
EMR icon
185
Emerson Electric
EMR
$82.9B
$76.2M 0.11%
1,397,425
-28,699
-2% -$1.54M
BNY
186
Bank of New York Mellon
BNY
$108B
$76M 0.11%
1,904,955
+118,169
+7% +$4.72M
CME icon
187
CME Group
CME
$92.2B
$75.5M 0.11%
721,955
+49,444
+7% +$5.16M
ED icon
188
Consolidated Edison
ED
$41.6B
$75.3M 0.11%
1,000,079
+110,512
+12% +$8.59M
BLK icon
189
Blackrock
BLK
$164B
$75.3M 0.11%
207,691
+9,525
+5% +$3.47M
APA icon
190
APA Corp
APA
$12.8B
$73.6M 0.11%
1,152,883
+134,322
+13% +$7.34M
KSS icon
191
Kohl's
KSS
$2.03B
$73.6M 0.11%
1,682,632
+518,446
+45% +$21.7M
D icon
192
Dominion Energy
D
$62.5B
$73M 0.11%
983,410
+43,133
+5% +$3.29M
ISRG icon
193
Intuitive Surgical
ISRG
$121B
$73M 0.11%
906,192
-136,440
-13% -$10.4M
PX
194
DELISTED
Praxair Inc
PX
$72.7M 0.11%
601,678
+29,899
+5% +$3.54M
CTSH icon
195
Cognizant
CTSH
$21.5B
$72.4M 0.11%
1,517,814
-199,700
-12% -$11.4M
APC
196
DELISTED
Anadarko Petroleum
APC
$72.2M 0.11%
1,139,806
+122,785
+12% +$6.84M
DE icon
197
Deere & Co
DE
$170B
$71.6M 0.11%
838,403
-49,601
-6% -$4.06M
SYK icon
198
Stryker
SYK
$127B
$71.4M 0.11%
613,143
-3,653
-0.6% -$426K
WM icon
199
Waste Management
WM
$95.9B
$71.3M 0.11%
1,118,419
-20,691
-2% -$1.35M
APD icon
200
Air Products & Chemicals
APD
$66.3B
$70.4M 0.11%
506,311
-2,451
-0.5% -$340K
6 7
8
9 10

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MCM
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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.