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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
HZNP
776
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$11.7M 0.02%
647,783
+137,923
+27% +$2.69M
GNW icon
777
Genworth Financial
GNW
$3.8B
$11.7M 0.02%
2,365,436
+627,872
+36% +$2.41M
UA icon
778
Under Armour Class C
UA
$2.92B
$11.7M 0.02%
346,388
+22,047
+7% +$796K
HIW icon
779
Highwoods Properties
HIW
$3.71B
$11.7M 0.02%
224,443
-87,165
-28% -$4.64M
GGB icon
780
Gerdau
GGB
$9.44B
$11.7M 0.02%
5,415,204
-3,268,759
-38% -$6.56M
HRB icon
781
H&R Block
HRB
$5.18B
$11.7M 0.02%
504,640
-31,260
-6% -$731K
CAJ
782
DELISTED
Canon, Inc.
CAJ
$11.7M 0.02%
402,282
+17,553
+5% +$501K
OPLN
783
Openlane
OPLN
$4.17B
$11.7M 0.02%
713,845
+14,209
+2% +$227K
HRC
784
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$11.6M 0.02%
187,638
-1,880
-1% -$106K
AJG icon
785
Arthur J. Gallagher & Co
AJG
$63.7B
$11.6M 0.02%
228,139
+6,808
+3% +$336K
VAL
786
DELISTED
Valspar
VAL
$11.6M 0.02%
109,302
+1,481
+1% +$158K
AMX icon
787
America Movil
AMX
$78.1B
$11.6M 0.02%
1,013,118
-3,470,547
-77% -$41.4M
HBI
788
DELISTED
Hanesbrands
HBI
$11.6M 0.02%
458,630
+49,707
+12% +$1.31M
DRE
789
DELISTED
Duke Realty Corp.
DRE
$11.6M 0.02%
423,537
-172,113
-29% -$4.75M
TSCO icon
790
Tractor Supply
TSCO
$16.3B
$11.6M 0.02%
859,070
-137,705
-14% -$2.29M
OTEX icon
791
Open Text
OTEX
$5.43B
$11.6M 0.02%
356,688
+18,108
+5% +$566K
MPWR icon
792
Monolithic Power Systems
MPWR
$65.5B
$11.6M 0.02%
143,669
-13,651
-9% -$1.01M
STLD icon
793
Steel Dynamics
STLD
$35.6B
$11.6M 0.02%
462,614
+122,255
+36% +$3.12M
ALB icon
794
Albemarle
ALB
$13.5B
$11.5M 0.02%
134,735
-2,319
-2% -$191K
VCSH icon
795
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.5M 0.02%
142,873
– –
GRMN
796
Garmin
GRMN
$46.9B
$11.5M 0.02%
238,975
+2,431
+1% +$120K
MASI
797
DELISTED
Masimo
MASI
$11.5M 0.02%
192,903
-21,482
-10% -$1.21M
EWY icon
798
iShares MSCI South Korea ETF
EWY
$21.7B
$11.5M 0.02%
197,245
+4,978
+3% +$278K
FTI icon
799
TechnipFMC
FTI
$30.6B
$11.4M 0.02%
518,191
+166,321
+47% +$3.36M
INFY icon
800
Infosys
INFY
$45B
$11.4M 0.02%
1,446,518
-2,172,806
-60% -$17.9M
30 31
32
33 34

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MCM
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PSUF
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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.