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
ACHC icon
1176
Acadia Healthcare
ACHC
$3.17B
$6.28M 0.01%
126,737
-10,920
-8% -$569K
HLT icon
1177
Hilton Worldwide
HLT
$74B
$6.28M 0.01%
91,265
+6,900
+8% +$487K
ITRI icon
1178
Itron
ITRI
$3.73B
$6.28M 0.01%
112,529
-17,137
-13% -$822K
UMPQ
1179
DELISTED
Umpqua Holdings Corp
UMPQ
$6.27M 0.01%
416,453
-4,546
-1% -$70.8K
SIVB
1180
DELISTED
SVB Financial Group
SIVB
$6.25M 0.01%
56,570
+4,388
+8% +$457K
TKR icon
1181
Timken Company
TKR
$9.82B
$6.25M 0.01%
177,789
-26,109
-13% -$859K
FOSL icon
1182
Fossil Group
FOSL
$239M
$6.25M 0.01%
224,950
+81,061
+56% +$2.4M
FHI icon
1183
Federated Hermes
FHI
$4.4B
$6.22M 0.01%
209,882
+5,739
+3% +$180K
FMX icon
1184
Fomento Económico Mexicano
FMX
$43.3B
$6.22M 0.01%
67,536
-216,394
-76% -$19.9M
WEX icon
1185
WEX
WEX
$6.11B
$6.22M 0.01%
57,505
+5,044
+10% +$494K
DOC
1186
DELISTED
PHYSICIANS REALTY TRUST
DOC
$6.21M 0.01%
288,150
+82,443
+40% +$1.74M
GWRE icon
1187
Guidewire Software
GWRE
$11.5B
$6.21M 0.01%
103,463
-14,928
-13% -$919K
MSCC
1188
DELISTED
Microsemi Corp
MSCC
$6.19M 0.01%
147,397
-13,726
-9% -$525K
CRS icon
1189
Carpenter Technology
CRS
$30B
$6.17M 0.01%
149,670
+5,314
+4% +$200K
MBFI
1190
DELISTED
MB Financial Corp
MBFI
$6.16M 0.01%
161,814
-21,883
-12% -$837K
COLB icon
1191
Columbia Banking Systems
COLB
$8.81B
$6.14M 0.01%
187,616
+26,271
+16% +$821K
ONB icon
1192
Old National Bancorp
ONB
$10.1B
$6.13M 0.01%
436,130
+139,576
+47% +$1.88M
CPF icon
1193
Central Pacific Financial
CPF
$997M
$6.13M 0.01%
243,235
-17,871
-7% -$443K
WBS icon
1194
Webster Financial
WBS
$12.3B
$6.12M 0.01%
160,937
-8,588
-5% -$316K
FIVE icon
1195
Five Below
FIVE
$11.2B
$6.11M 0.01%
151,619
-22,460
-13% -$1.04M
MSCI icon
1196
MSCI
MSCI
$40B
$6.11M 0.01%
72,776
+8,420
+13% +$716K
MGEE icon
1197
MGE Energy Inc
MGEE
$3.11B
$6.1M 0.01%
107,903
+1,983
+2% +$112K
CRC
1198
DELISTED
California Resources Corporation
CRC
$6.09M 0.01%
487,544
+217,931
+81% +$2.49M
UFPI icon
1199
UFP Industries
UFPI
$4.97B
$6.09M 0.01%
185,601
-1,263
-0.7% -$43.8K
TS icon
1200
Tenaris
TS
$29.1B
$6.09M 0.01%
214,424
+39,690
+23% +$1.09M
46 47
48
49 50

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.