We are live on ! Find out more
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
VOO icon
1
Vanguard S&P 500 ETF
VOO
$970B
$2.25B 3.37%
11,320,381
+838,206
+8% +$166M
AAPL icon
2
Apple
AAPL
$4.7T
$1.22B 1.83%
43,084,432
+840,956
+2% +$22.3M
MSFT icon
3
Microsoft
MSFT
$2.89T
$1.07B 1.6%
18,506,407
+451,133
+2% +$25.5M
XOM icon
4
ExxonMobil
XOM
$650B
$783M 1.17%
8,970,885
+356,328
+4% +$31.6M
JNJ icon
5
Johnson & Johnson
JNJ
$615B
$758M 1.14%
6,414,642
+148,335
+2% +$18M
AMZN icon
6
Amazon
AMZN
$2.54T
$701M 1.05%
16,754,340
-158,340
-0.9% -$6.06M
META icon
7
Meta Platforms (Facebook)
META
$1.55T
$645M 0.97%
5,027,483
-60,879
-1% -$7.56M
JPM icon
8
JPMorgan Chase
JPM
$921B
$629M 0.94%
9,444,612
+188,717
+2% +$12.3M
GOOGL icon
9
Alphabet (Google) Class A
GOOGL
$3.93T
$629M 0.94%
15,635,040
-425,000
-3% -$16.6M
T icon
10
AT&T
T
$159B
$622M 0.93%
20,292,884
+1,102,257
+6% +$34.8M
PFE icon
11
Pfizer
PFE
$142B
$540M 0.81%
16,808,443
+922,588
+6% +$30.8M
CVX icon
12
Chevron
CVX
$391B
$516M 0.77%
5,015,577
+191,732
+4% +$19.6M
V icon
13
Visa
V
$664B
$509M 0.76%
6,151,463
-141,881
-2% -$11.4M
GE icon
14
GE Aerospace
GE
$361B
$508M 0.76%
3,576,068
+126,028
+4% +$18.8M
GOOG icon
15
Alphabet (Google) Class C
GOOG
$3.91T
$500M 0.75%
12,863,540
+609,780
+5% +$23.2M
VZ icon
16
Verizon
VZ
$185B
$499M 0.75%
9,605,585
+374,549
+4% +$20.1M
PG icon
17
Procter & Gamble
PG
$341B
$497M 0.75%
5,538,514
+235,538
+4% +$20.5M
INTC icon
18
Intel
INTC
$515B
$479M 0.72%
12,689,414
+762,600
+6% +$27M
IVV icon
19
iShares Core S&P 500 ETF
IVV
$878B
$464M 0.7%
2,131,525
-282,430
-12% -$61.4M
BRK.B icon
20
Berkshire Hathaway Class B
BRK.B
$1.05T
$433M 0.65%
2,998,827
+35,562
+1% +$5.2M
MRK icon
21
Merck
MRK
$319B
$423M 0.64%
7,107,114
+473,757
+7% +$27.7M
IBM icon
22
IBM
IBM
$190B
$406M 0.61%
2,670,830
+193,677
+8% +$29.4M
UNH icon
23
UnitedHealth
UNH
$387B
$393M 0.59%
2,804,869
+82,790
+3% +$11.6M
QCOM icon
24
Qualcomm
QCOM
$182B
$388M 0.58%
5,665,552
-85,815
-1% -$5.22M
CSCO icon
25
Cisco
CSCO
$446B
$387M 0.58%
12,205,470
+234,047
+2% +$7.2M
1
2 3 4 5

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.