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
WRB icon
826
W.R. Berkley
WRB
$28B
$10.7M 0.02%
627,868
+177,525
+39% +$3.07M
SANM icon
827
Sanmina
SANM
$11.2B
$10.7M 0.02%
376,043
+105,906
+39% +$2.87M
HA
828
DELISTED
Hawaiian Holdings, Inc.
HA
$10.7M 0.02%
220,023
+8,636
+4% +$392K
QRVO icon
829
Qorvo
QRVO
$7.63B
$10.7M 0.02%
191,324
+18,557
+11% +$1.05M
RELX icon
830
RELX
RELX
$60.1B
$10.7M 0.02%
556,388
-21,800
-4% -$416K
MANH icon
831
Manhattan Associates
MANH
$8.97B
$10.6M 0.02%
184,735
+18,590
+11% +$1.12M
TRI icon
832
Thomson Reuters
TRI
$39.4B
$10.6M 0.02%
221,535
+6,919
+3% +$335K
GWR
833
DELISTED
Genesee & Wyoming Inc.
GWR
$10.6M 0.02%
154,102
+11,889
+8% +$779K
NOK icon
834
Nokia
NOK
$50.8B
$10.6M 0.02%
1,834,181
+258,170
+16% +$1.47M
CYNO
835
DELISTED
Cynosure, Inc. Class A
CYNO
$10.6M 0.02%
208,293
-29,415
-12% -$1.53M
LCI
836
DELISTED
Lannett Company, Inc.
LCI
$10.6M 0.02%
99,820
-12,403
-11% -$1.52M
E icon
837
ENI
E
$76B
$10.6M 0.02%
366,759
-21,763
-6% -$662K
NJ
838
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$10.6M 0.02%
462,223
+20,621
+5% +$472K
ICLR icon
839
Icon
ICLR
$12.8B
$10.6M 0.02%
136,773
-2,833
-2% -$213K
DMC
840
Del Monte Corp
DMC
$1.35B
$10.6M 0.02%
176,565
+662
+0.4% +$38.4K
WTFC icon
841
Wintrust Financial
WTFC
$10.7B
$10.6M 0.02%
190,309
+7,166
+4% +$386K
AU icon
842
AngloGold Ashanti
AU
$40.3B
$10.5M 0.02%
661,910
-856,204
-56% -$16.3M
ALE
843
DELISTED
Allete
ALE
$10.5M 0.02%
176,567
+26,005
+17% +$1.61M
TTWO icon
844
Take-Two Interactive
TTWO
$43B
$10.5M 0.02%
233,190
-12,329
-5% -$520K
ALLE icon
845
Allegion
ALLE
$13B
$10.5M 0.02%
152,459
-2,253
-1% -$159K
HAE icon
846
Haemonetics
HAE
$3.58B
$10.5M 0.02%
289,969
+106,143
+58% +$3.64M
SKYW icon
847
Skywest
SKYW
$4.11B
$10.5M 0.02%
396,792
+55,647
+16% +$1.55M
FNB icon
848
FNB Corp
FNB
$6.78B
$10.4M 0.02%
848,373
+314,721
+59% +$3.89M
TEF
849
DELISTED
Telefonica
TEF
$10.4M 0.02%
1,324,320
+284,076
+27% +$2.2M
R icon
850
Ryder
R
$10.3B
$10.4M 0.02%
157,063
-28,181
-15% -$1.84M
32 33
34
35 36

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.