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
HAWK
1501
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$4.23M 0.01%
140,078
+30,185
+27% +$999K
SODA
1502
DELISTED
SodaStream International Ltd
SODA
$4.22M 0.01%
158,868
-77,182
-33% -$2.03M
WDR
1503
DELISTED
Waddell & Reed Financial, Inc.
WDR
$4.22M 0.01%
232,252
+69,543
+43% +$1.27M
GBX icon
1504
The Greenbrier Companies
GBX
$1.56B
$4.22M 0.01%
119,451
+9,969
+9% +$326K
KFY icon
1505
Korn Ferry
KFY
$4.13B
$4.21M 0.01%
200,688
+9,241
+5% +$211K
ENTG icon
1506
Entegris
ENTG
$19.2B
$4.21M 0.01%
241,720
-52,416
-18% -$860K
NUAN
1507
DELISTED
Nuance Communications, Inc.
NUAN
$4.21M 0.01%
335,114
+80,887
+32% +$1.06M
UE icon
1508
Urban Edge Properties
UE
$2.94B
$4.18M 0.01%
148,705
+13,443
+10% +$389K
AWR icon
1509
American States Water
AWR
$3.37B
$4.18M 0.01%
104,325
-5,155
-5% -$213K
ELUX
1510
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$4.18M 0.01%
83,311
-4,115
-5% -$206K
FELE icon
1511
Franklin Electric
FELE
$4.66B
$4.16M 0.01%
102,217
+48,376
+90% +$1.83M
PRKS icon
1512
United Parks & Resorts
PRKS
$2.12B
$4.16M 0.01%
308,675
+71,639
+30% +$981K
UPBD icon
1513
Upbound Group
UPBD
$1.2B
$4.16M 0.01%
329,049
+59,237
+22% +$741K
LHO
1514
DELISTED
LaSalle Hotel Properties
LHO
$4.15M 0.01%
173,928
-203,516
-54% -$5.36M
HEES
1515
DELISTED
H&E Equipment Services
HEES
$4.15M 0.01%
247,652
-43,321
-15% -$743K
TCOM icon
1516
Trip.com Group
TCOM
$28.2B
$4.15M 0.01%
89,139
-576,460
-87% -$25.7M
TITN icon
1517
Titan Machinery
TITN
$469M
$4.15M 0.01%
398,822
+14,437
+4% +$160K
ILG
1518
DELISTED
ILG, Inc Common Stock
ILG
$4.14M 0.01%
241,431
+1,389
+0.6% +$24K
BLD
1519
DELISTED
TopBuild
BLD
$4.14M 0.01%
124,626
-34,469
-22% -$1.21M
MTGE
1520
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$4.14M 0.01%
240,739
+11,135
+5% +$188K
CROX icon
1521
Crocs
CROX
$6.69B
$4.13M 0.01%
497,467
-60,258
-11% -$577K
CLF icon
1522
Cleveland-Cliffs
CLF
$6.99B
$4.11M 0.01%
702,863
+210,443
+43% +$1.37M
POLY
1523
DELISTED
Plantronics, Inc.
POLY
$4.11M 0.01%
79,142
-20,086
-20% -$988K
KW
1524
DELISTED
Kennedy-Wilson Holdings
KW
$4.11M 0.01%
182,231
+20,036
+12% +$426K
MTG icon
1525
MGIC Investment
MTG
$6.34B
$4.11M 0.01%
513,162
+287,952
+128% +$2.14M
59 60
61
62 63

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.