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
HT
1576
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$3.81M 0.01%
211,582
-17,062
-7% -$322K
NCI
1577
DELISTED
Navigant Consulting, Inc.
NCI
$3.81M 0.01%
188,557
-35,721
-16% -$679K
CIR
1578
DELISTED
CIRCOR International, Inc
CIR
$3.79M 0.01%
63,562
+26,371
+71% +$1.55M
EXPO icon
1579
Exponent
EXPO
$3.04B
$3.78M 0.01%
148,228
-4,794
-3% -$125K
DF
1580
DELISTED
Dean Foods Company
DF
$3.78M 0.01%
230,558
-16,935
-7% -$296K
TSRO
1581
DELISTED
TESARO, Inc.
TSRO
$3.78M 0.01%
37,679
+15,191
+68% +$1.42M
CWEI
1582
DELISTED
Clayton Williams Energy, Inc.
CWEI
$3.78M 0.01%
44,192
-22,319
-34% -$1.22M
BAP icon
1583
Credicorp
BAP
$31.1B
$3.77M 0.01%
24,762
-492,329
-95% -$77.6M
KRNY icon
1584
Kearny Financial
KRNY
$595M
$3.76M 0.01%
276,579
+3,194
+1% +$42.7K
BBG
1585
DELISTED
Bill Barrett Corp
BBG
$3.76M 0.01%
676,855
+88,402
+15% +$526K
CAB
1586
DELISTED
Cabela's Inc
CAB
$3.75M 0.01%
68,331
-20,303
-23% -$1.04M
SUP
1587
DELISTED
Superior Industries International
SUP
$3.75M 0.01%
128,616
+7,218
+6% +$210K
ELME
1588
Elme Communities
ELME
$144M
$3.75M 0.01%
120,476
-79,809
-40% -$2.59M
VTLE
1589
DELISTED
Vital Energy
VTLE
$3.74M 0.01%
14,503
-4,042
-22% -$922K
EXPR
1590
DELISTED
Express, Inc.
EXPR
$3.74M 0.01%
15,861
-2,391
-13% -$648K
CEB
1591
DELISTED
CEB Inc.
CEB
$3.72M 0.01%
68,377
-7,054
-9% -$422K
NGHC
1592
DELISTED
National General Holdings Corp
NGHC
$3.72M 0.01%
167,264
+34,407
+26% +$750K
SAVE
1593
DELISTED
Spirit Airlines, Inc.
SAVE
$3.71M 0.01%
87,204
+3,086
+4% +$128K
FFBC icon
1594
First Financial Bancorp
FFBC
$3.52B
$3.7M 0.01%
169,585
+4,339
+3% +$92.1K
TRTN
1595
DELISTED
Triton International Limited
TRTN
$3.7M 0.01%
+280,652
New +$4.24M
EON
1596
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$3.7M 0.01%
518,459
-226,918
-30% -$1.62M
GES
1597
DELISTED
Guess Inc
GES
$3.7M 0.01%
253,114
+39,056
+18% +$591K
ICUI icon
1598
ICU Medical
ICUI
$4.04B
$3.7M 0.01%
29,263
-2,628
-8% -$317K
CAKE icon
1599
Cheesecake Factory
CAKE
$4.32B
$3.68M 0.01%
73,564
+1,849
+3% +$94.4K
AUY
1600
DELISTED
Yamana Gold, Inc.
AUY
$3.67M 0.01%
851,431
-175,016
-17% -$902K
62 63
64
65 66

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.