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
INVN
3201
DELISTED
Invensense Inc
INVN
$104K ﹤0.01%
13,972
+3,889
+39% +$27.5K
EMKR
3202
DELISTED
Emcore Corp
EMKR
$104K ﹤0.01%
1,822
-514
-22% -$28.3K
GSOL
3203
DELISTED
Global Sources Ltd
GSOL
$101K ﹤0.01%
11,959
-538
-4% -$4.71K
NTP
3204
DELISTED
Nam Tai Property Inc.
NTP
$101K ﹤0.01%
12,487
– –
AKH
3205
DELISTED
AIR France-KLM
AKH
$100K ﹤0.01%
18,512
-185
-1% -$999
CORT icon
3206
Corcept Therapeutics
CORT
$10.2B
$99K ﹤0.01%
15,157
+1,517
+11% +$8.82K
RPTP
3207
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
$98K ﹤0.01%
+10,926
New +$77.7K
LNTH icon
3208
Lantheus
LNTH
$6.82B
$97K ﹤0.01%
+11,689
New +$77.4K
UUUU icon
3209
Energy Fuels
UUUU
$2.82B
$97K ﹤0.01%
61,317
-29,645
-33% -$64.1K
AKBA icon
3210
Akebia Therapeutics
AKBA
$327M
$96K ﹤0.01%
+10,555
New +$89.7K
FOMX
3211
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$95K ﹤0.01%
10,218
-1,018
-9% -$8.51K
COOP
3212
DELISTED
Mr. Cooper
COOP
$93K ﹤0.01%
3,312
+236
+8% +$6.63K
CNTY icon
3213
Century Casinos
CNTY
$32.9M
$92K ﹤0.01%
13,279
+206
+2% +$1.33K
NM
3214
DELISTED
Navios Maritime Holdings Inc.
NM
$91K ﹤0.01%
7,510
-219,778
-97% -$2.3M
ECYT
3215
DELISTED
Endocyte, Inc. Common Stock
ECYT
$90K ﹤0.01%
29,208
+9,351
+47% +$29.1K
CO
3216
DELISTED
Global Cord Blood Corporation
CO
$90K ﹤0.01%
17,564
+1,674
+11% +$8.93K
EIGI
3217
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$88K ﹤0.01%
+10,087
New +$83.9K
CACB
3218
DELISTED
Cascade Bancorp
CACB
$88K ﹤0.01%
+14,595
New +$85.3K
IMMU
3219
DELISTED
Immunomedics Inc
IMMU
$85K ﹤0.01%
26,049
+194
+0.8% +$542
PDS
3220
Precision Drilling
PDS
$1.09B
$83K ﹤0.01%
989
+119
+14% +$10.5K
WNEB icon
3221
Western New England Bancorp
WNEB
$287M
$83K ﹤0.01%
10,804
+251
+2% +$1.93K
UTI icon
3222
Universal Technical Institute
UTI
$2.08B
$81K ﹤0.01%
45,533
+26,093
+134% +$60.9K
ZDGE icon
3223
Zedge
ZDGE
$38.9M
$80K ﹤0.01%
23,439
-11,162
-32% -$47.5K
CBK
3224
DELISTED
Christopher & Banks Corporation
CBK
$80K ﹤0.01%
55,180
-5,639
-9% -$10.2K
FRBK
3225
DELISTED
Republic First Bancorp Inc
FRBK
$79K ﹤0.01%
19,195
+7,041
+58% +$29.9K
127 128
129
130 131

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.