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
WNR
1076
DELISTED
Western Refining Inc
WNR
$7.27M 0.01%
274,841
+100,256
+57% +$2.37M
BNS icon
1077
Scotiabank
BNS
$106B
$7.27M 0.01%
137,203
+6,273
+5% +$324K
GNTX icon
1078
Gentex
GNTX
$4.88B
$7.25M 0.01%
413,141
-2,842
-0.7% -$49.1K
CIM
1079
Chimera Investment
CIM
$1.05B
$7.25M 0.01%
151,580
-22,491
-13% -$1.1M
CSGS
1080
DELISTED
CSG Systems International
CSGS
$7.24M 0.01%
175,213
-15,401
-8% -$646K
SYKE
1081
DELISTED
SYKES Enterprises Inc
SYKE
$7.24M 0.01%
257,186
-17,529
-6% -$521K
MPT
1082
Medical Properties Trust
MPT
$2.89B
$7.22M 0.01%
488,973
+26,740
+6% +$405K
KND
1083
DELISTED
Kindred Healthcare
KND
$7.2M 0.01%
704,587
+54,997
+8% +$610K
JHX icon
1084
James Hardie Industries
JHX
$15.4B
$7.19M 0.01%
456,986
+15,767
+4% +$257K
GCI
1085
DELISTED
Gannett Co., Inc
GCI
$7.19M 0.01%
617,463
-23,507
-4% -$293K
ON icon
1086
ON Semiconductor
ON
$33.8B
$7.18M 0.01%
582,962
-224,568
-28% -$2.32M
VE
1087
DELISTED
VEOLIA ENVIRONNEMENT
VE
$7.17M 0.01%
311,413
-6,114
-2% -$141K
ERIE icon
1088
Erie Indemnity
ERIE
$11.7B
$7.16M 0.01%
70,155
-5,043
-7% -$501K
DLB icon
1089
Dolby
DLB
$4.72B
$7.16M 0.01%
131,828
-22,698
-15% -$1.14M
CHE icon
1090
Chemed
CHE
$6.78B
$7.12M 0.01%
50,500
-3,235
-6% -$450K
AMKR icon
1091
Amkor Technology
AMKR
$16.1B
$7.11M 0.01%
731,401
-191,674
-21% -$1.54M
EDR
1092
DELISTED
Education Realty Trust Inc
EDR
$7.11M 0.01%
164,774
+2,094
+1% +$95.7K
LPLA icon
1093
LPL Financial
LPLA
$26.3B
$7.09M 0.01%
236,962
+92,604
+64% +$2.51M
EGN
1094
DELISTED
Energen
EGN
$7.08M 0.01%
122,729
+4,305
+4% +$225K
COLM icon
1095
Columbia Sportswear
COLM
$3.19B
$7.07M 0.01%
124,645
-18,044
-13% -$1.03M
OUT icon
1096
Outfront Media
OUT
$5.64B
$7.05M 0.01%
302,756
+133,279
+79% +$3M
PRGS icon
1097
Progress Software
PRGS
$1.55B
$7.04M 0.01%
258,668
-22,969
-8% -$657K
GSG icon
1098
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.02B
$7.01M 0.01%
473,110
+99,784
+27% +$1.45M
BYD icon
1099
Boyd Gaming
BYD
$6.47B
$7M 0.01%
354,123
-91,770
-21% -$1.76M
NUS icon
1100
Nu Skin
NUS
$247M
$6.99M 0.01%
107,955
+12,481
+13% +$702K
42 43
44
45 46

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.