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
NFBK
1101
DELISTED
Northfield Bancorp
NFBK
$6.95M 0.01%
431,774
+12,089
+3% +$188K
SITC icon
1102
SITE Centers
SITC
$230M
$6.95M 0.01%
309,312
+11,482
+4% +$277K
SHLM
1103
DELISTED
Schulman (A.) Inc
SHLM
$6.95M 0.01%
238,551
+153,394
+180% +$4.13M
SAIC icon
1104
Saic
SAIC
$5.03B
$6.94M 0.01%
100,098
-5,186
-5% -$327K
AMAG
1105
DELISTED
AMAG Pharmaceuticals
AMAG
$6.94M 0.01%
283,287
-672
-0.2% -$16.8K
DBRG icon
1106
DigitalBridge
DBRG
$2.94B
$6.94M 0.01%
134,160
-8,271
-6% -$394K
OIS icon
1107
Oil States International
OIS
$522M
$6.91M 0.01%
218,918
+13,167
+6% +$405K
MATW icon
1108
Matthews International
MATW
$864M
$6.91M 0.01%
113,673
-13,296
-10% -$799K
DST
1109
DELISTED
DST Systems Inc.
DST
$6.9M 0.01%
117,022
-44,586
-28% -$2.7M
KCG
1110
DELISTED
KCG Holdings, Inc.
KCG
$6.9M 0.01%
444,058
+6,545
+1% +$95K
FR icon
1111
First Industrial Realty Trust
FR
$8.88B
$6.89M 0.01%
244,262
-33,516
-12% -$956K
SXT icon
1112
Sensient Technologies
SXT
$5.4B
$6.89M 0.01%
90,895
+26,803
+42% +$1.97M
DAN icon
1113
Dana Inc
DAN
$2.91B
$6.88M 0.01%
441,231
-175,703
-28% -$2.39M
ZNGA
1114
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$6.87M 0.01%
2,361,292
+237,012
+11% +$661K
TEN
1115
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$6.86M 0.01%
117,736
-5,152
-4% -$281K
NPSN
1116
DELISTED
NASPERS LTD
NPSN
$6.85M 0.01%
392,922
+14,659
+4% +$256K
UNT
1117
DELISTED
UNIT Corporation
UNT
$6.83M 0.01%
366,965
+129,716
+55% +$2M
BCE icon
1118
BCE
BCE
$19.9B
$6.82M 0.01%
147,682
+13,296
+10% +$630K
WDFC icon
1119
WD-40
WDFC
$3.1B
$6.81M 0.01%
60,563
+525
+0.9% +$61.4K
GPT
1120
DELISTED
Gramercy Property Trust
GPT
$6.8M 0.01%
235,306
-446
-0.2% -$12.9K
GATX icon
1121
GATX Corp
GATX
$6.55B
$6.79M 0.01%
152,425
+31,802
+26% +$1.4M
ENR icon
1122
Energizer
ENR
$1.44B
$6.79M 0.01%
135,909
+9,069
+7% +$445K
STLA icon
1123
Stellantis
STLA
$16.5B
$6.79M 0.01%
1,065,059
+27,016
+3% +$177K
NBR icon
1124
Nabors Industries
NBR
$1.23B
$6.76M 0.01%
11,127
+2,820
+34% +$1.39M
SLGN icon
1125
Silgan Holdings
SLGN
$4.91B
$6.76M 0.01%
267,226
+13,830
+5% +$345K
43 44
45
46 47

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.