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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
ZBH icon
201
Zimmer Biomet
ZBH
$17.7B
$67.5M 0.1%
534,560
-16,590
-3% -$2.05M
PXD
202
DELISTED
Pioneer Natural Resource Co.
PXD
$67M 0.1%
360,710
+40,830
+13% +$6.95M
ROST icon
203
Ross Stores
ROST
$76.6B
$66.8M 0.1%
1,039,259
-52,183
-5% -$3.21M
TM icon
204
Toyota
TM
$210B
$66.7M 0.1%
574,778
+19,378
+3% +$2.22M
NVDA icon
205
NVIDIA
NVDA
$5.01T
$66.6M 0.1%
38,859,960
+709,680
+2% +$1.05M
TSM icon
206
TSMC
TSM
$2.09T
$66.2M 0.1%
2,163,123
-784,684
-27% -$22.4M
SCHW
207
Charles Schwab
SCHW
$177B
$66M 0.1%
2,091,799
-277,050
-12% -$8.12M
XRAY icon
208
Dentsply Sirona
XRAY
$2.59B
$66M 0.1%
1,111,067
-141,567
-11% -$8.7M
VOYA icon
209
Voya Financial
VOYA
$8.94B
$65.3M 0.1%
2,264,226
+342,604
+18% +$9.36M
SPGI icon
210
S&P Global
SPGI
$126B
$65.2M 0.1%
514,955
+11,134
+2% +$1.34M
GT icon
211
Goodyear
GT
$2.07B
$64.8M 0.1%
2,006,510
+158,445
+9% +$4.61M
NVO
212
Novo Nordisk
NVO
$216B
$64.3M 0.1%
3,089,774
-60,788
-2% -$1.51M
TEVA icon
213
Teva Pharmaceuticals
TEVA
$35.9B
$64M 0.1%
1,390,916
-244,436
-15% -$12.8M
CSX icon
214
CSX Corp
CSX
$98.6B
$63.8M 0.1%
6,272,199
+382,884
+7% +$3.62M
BSX icon
215
Boston Scientific
BSX
$65.8B
$63.4M 0.1%
2,665,631
+27,605
+1% +$659K
CAH icon
216
Cardinal Health
CAH
$53.4B
$63.1M 0.09%
811,574
+34,787
+4% +$2.81M
AGG icon
217
iShares Core US Aggregate Bond ETF
AGG
$138B
$63M 0.09%
560,603
+153,683
+38% +$17.3M
RWR icon
218
State Street SPDR Dow Jones REIT ETF
RWR
$1.93B
$62.9M 0.09%
645,657
+323,672
+101% +$32.5M
ILMN icon
219
Illumina
ILMN
$29.4B
$62.6M 0.09%
354,140
+20,459
+6% +$3.27M
NXPI icon
220
NXP Semiconductors
NXPI
$68B
$62.2M 0.09%
609,332
-24,941
-4% -$2.11M
FITB
221
Fifth Third Bancorp
FITB
$52B
$62M 0.09%
3,030,762
+220,717
+8% +$4.26M
EL icon
222
Estee Lauder
EL
$29B
$61M 0.09%
689,348
+38,304
+6% +$3.49M
SE
223
DELISTED
Spectra Energy Corp Wi
SE
$61M 0.09%
1,427,327
+57,965
+4% +$2.21M
RF icon
224
Regions Financial
RF
$26.3B
$60.9M 0.09%
6,173,345
+40,676
+0.7% +$381K
HUM icon
225
Humana
HUM
$46.7B
$60.4M 0.09%
341,468
+33,180
+11% +$5.76M
7 8
9
10 11

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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.