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
TPR icon
426
Tapestry
TPR
$28.8B
$28.2M 0.04%
772,105
-58,490
-7% -$2.32M
KSU
427
DELISTED
Kansas City Southern
KSU
$28.1M 0.04%
301,578
+14,452
+5% +$1.37M
LVS icon
428
Las Vegas Sands
LVS
$30.5B
$28M 0.04%
485,807
+114,956
+31% +$5.92M
RNR icon
429
RenaissanceRe
RNR
$13.7B
$27.9M 0.04%
231,990
+6,283
+3% +$741K
NTAP icon
430
NetApp
NTAP
$32.9B
$27.7M 0.04%
774,067
+106,116
+16% +$3.24M
DVA icon
431
DaVita
DVA
$15.1B
$27.7M 0.04%
418,922
+33,308
+9% +$2.34M
LBTYA icon
432
Liberty Global Class A
LBTYA
$3.31B
$27.7M 0.04%
809,446
-537,770
-40% -$17.1M
BPL
433
DELISTED
Buckeye Partners, L.P.
BPL
$27.5M 0.04%
384,164
+5,948
+2% +$423K
MNST icon
434
Monster Beverage
MNST
$91.4B
$27.4M 0.04%
1,121,634
+56,214
+5% +$1.46M
AVY icon
435
Avery Dennison
AVY
$12.3B
$27.4M 0.04%
351,911
-34,988
-9% -$2.67M
ING icon
436
ING
ING
$93.8B
$27.2M 0.04%
2,207,861
+53,394
+2% +$620K
EFX icon
437
Equifax
EFX
$20.3B
$27.1M 0.04%
201,375
-41,786
-17% -$5.54M
IART icon
438
Integra LifeSciences
IART
$1.54B
$27.1M 0.04%
655,376
-13,362
-2% -$560K
NGG icon
439
National Grid
NGG
$82.7B
$27M 0.04%
393,218
+5,699
+1% +$394K
ETP
440
DELISTED
Energy Transfer Partners L.p.
ETP
$26.8M 0.04%
725,347
-202,003
-22% -$7.94M
XEC
441
DELISTED
CIMAREX ENERGY CO
XEC
$26.8M 0.04%
199,462
-28,517
-13% -$3.58M
SPTI icon
442
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$26.7M 0.04%
871,956
+5,500
+0.6% +$169K
KKR icon
443
KKR & Co
KKR
$89.2B
$26.7M 0.04%
1,868,940
+508,366
+37% +$7.21M
EXPE icon
444
Expedia Group
EXPE
$31.2B
$26.6M 0.04%
227,782
+22,254
+11% +$2.52M
VNO icon
445
Vornado Realty Trust
VNO
$7.47B
$26.4M 0.04%
323,043
+1,819
+0.6% +$151K
AES icon
446
AES
AES
$10.6B
$26.4M 0.04%
2,053,787
+353,045
+21% +$4.4M
GAP
447
The Gap Inc
GAP
$6.84B
$26.3M 0.04%
1,183,045
+181,615
+18% +$4.38M
IEX icon
448
IDEX
IEX
$16.5B
$26.3M 0.04%
281,107
-1,501
-0.5% -$136K
BAY
449
DELISTED
BAYER AG SPONS ADR
BAY
$26.2M 0.04%
261,002
-2,456
-0.9% -$247K
LVLT
450
DELISTED
Level 3 Communications Inc
LVLT
$26.1M 0.04%
563,656
-28,043
-5% -$1.42M
16 17
18
19 20

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.