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
FLY
2976
DELISTED
Fly Leasing Limited
FLY
$303K ﹤0.01%
26,173
-6,651
-20% -$76.7K
DHT icon
2977
DHT Holdings
DHT
$2.97B
$302K ﹤0.01%
72,148
-142,165
-66% -$661K
NOAH
2978
Noah Holdings
NOAH
$588M
$302K ﹤0.01%
11,562
-672
-5% -$17.6K
JOYY
2979
JOYY Inc
JOYY
$3.73B
$301K ﹤0.01%
5,643
-2,753
-33% -$126K
PGTI
2980
DELISTED
PGT, Inc.
PGTI
$301K ﹤0.01%
28,185
-57,327
-67% -$660K
PSB.PRU.CL
2981
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$301K ﹤0.01%
11,669
+316
+3% +$8.14K
CTX.CL
2982
DELISTED
Qwest Corporation
CTX.CL
$301K ﹤0.01%
11,759
+301
+3% +$7.86K
PAM icon
2983
Pampa Energía
PAM
$4.64B
$300K ﹤0.01%
9,251
-485,025
-98% -$13.5M
REG.PRF.CL
2984
DELISTED
Regency Centers Corporation
REG.PRF.CL
$300K ﹤0.01%
11,723
+294
+3% +$7.63K
CHUY
2985
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$299K ﹤0.01%
10,715
-10,116
-49% -$325K
SEAC
2986
DELISTED
Seachange International Inc
SEAC
$297K ﹤0.01%
4,963
+165
+3% +$10.3K
CTY
2987
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$297K ﹤0.01%
11,656
+303
+3% +$7.75K
ESPR
2988
DELISTED
Esperion Therapeutics
ESPR
$293K ﹤0.01%
21,167
-21,736
-51% -$246K
TEO icon
2989
Telecom Argentina
TEO
$5.89B
$293K ﹤0.01%
16,020
-605,756
-97% -$11.2M
HASI icon
2990
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
$292K ﹤0.01%
12,494
+107
+0.9% +$2.46K
MGNI icon
2991
Magnite
MGNI
$2.65B
$291K ﹤0.01%
+35,177
New +$374K
BBW icon
2992
Build-A-Bear
BBW
$423M
$287K ﹤0.01%
27,677
-4,940
-15% -$60.4K
CVGI icon
2993
Commercial Vehicle Group
CVGI
$157M
$286K ﹤0.01%
49,455
-29,372
-37% -$144K
MSBI icon
2994
Midland States Bancorp
MSBI
$669M
$286K ﹤0.01%
+11,269
New +$264K
TPST icon
2995
Tempest Therapeutics
TPST
$14.8M
$286K ﹤0.01%
14
+1
+8% +$18.1K
COF.PRF
2996
DELISTED
Capital One Financial Corporation
COF.PRF
$286K ﹤0.01%
10,610
+233
+2% +$6.36K
UFI icon
2997
UNIFI
UFI
$117M
$285K ﹤0.01%
9,686
+1,083
+13% +$29.5K
EZA icon
2998
iShares MSCI South Africa ETF
EZA
$525M
$284K ﹤0.01%
+5,073
New +$284K
LIOX
2999
DELISTED
Lionbridge Technologies
LIOX
$284K ﹤0.01%
56,798
-33,732
-37% -$158K
EGRX
3000
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$283K ﹤0.01%
+4,043
New +$224K
118 119
120
121 122

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.