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
AFSI
2151
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.66M ﹤0.01%
61,774
+18,203
+42% +$467K
MCS icon
2152
Marcus Corp
MCS
$752M
$1.65M ﹤0.01%
66,039
-16,700
-20% -$383K
XYZ
2153
Block Inc
XYZ
$48.4B
$1.65M ﹤0.01%
+141,845
New +$1.55M
IPXL
2154
DELISTED
Impax Laboratories, Inc.
IPXL
$1.65M ﹤0.01%
69,605
-10,150
-13% -$273K
CARB
2155
DELISTED
Carbonite Inc
CARB
$1.65M ﹤0.01%
107,372
-55
-0.1% -$698
IL
2156
DELISTED
IntraLinks Holdings Inc.
IL
$1.65M ﹤0.01%
163,804
-21,206
-11% -$180K
HCCI
2157
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$1.65M ﹤0.01%
123,833
+10,492
+9% +$135K
BAC.PRW.CL
2158
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
$1.64M ﹤0.01%
60,654
+1,702
+3% +$46.8K
DTSI
2159
DELISTED
DTS, Inc.
DTSI
$1.64M ﹤0.01%
38,599
-189
-0.5% -$6.12K
TRNO icon
2160
Terreno Realty
TRNO
$7.72B
$1.64M ﹤0.01%
59,547
+6,868
+13% +$184K
FFIN icon
2161
First Financial Bankshares
FFIN
$4.94B
$1.64M ﹤0.01%
89,852
+15,490
+21% +$272K
FRP
2162
DELISTED
Fairpoint Communications, Inc.
FRP
$1.63M ﹤0.01%
108,651
-1,072
-1% -$15.7K
FGL
2163
DELISTED
Fidelity & Guaranty Life
FGL
$1.63M ﹤0.01%
70,431
-28,832
-29% -$662K
MRTN icon
2164
Marten Transport
MRTN
$1.26B
$1.63M ﹤0.01%
193,873
+2,313
+1% +$19.9K
MTSI icon
2165
MACOM Technology Solutions
MTSI
$20.1B
$1.63M ﹤0.01%
38,444
-9,819
-20% -$385K
MTW icon
2166
Manitowoc
MTW
$523M
$1.63M ﹤0.01%
84,900
-170,723
-67% -$3.45M
TESO
2167
DELISTED
Tesco Corp
TESO
$1.63M ﹤0.01%
199,127
+2,093
+1% +$14.8K
ASCMA
2168
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$1.63M ﹤0.01%
70,147
-265
-0.4% -$5.29K
CWST icon
2169
Casella Waste Systems
CWST
$5.68B
$1.62M ﹤0.01%
157,151
-24,796
-14% -$226K
WFC.PRR
2170
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.62M ﹤0.01%
54,353
+1,552
+3% +$47.1K
BJRI icon
2171
BJ's Restaurants
BJRI
$1.45B
$1.62M ﹤0.01%
45,469
-13,574
-23% -$546K
VET icon
2172
Vermilion Energy
VET
$1.62B
$1.61M ﹤0.01%
41,643
+13,139
+46% +$462K
BFS
2173
Saul Centers
BFS
$884M
$1.61M ﹤0.01%
24,187
+981
+4% +$64.6K
RDNT icon
2174
RadNet
RDNT
$4.84B
$1.6M ﹤0.01%
216,334
-15,411
-7% -$98.2K
VIVO
2175
DELISTED
Meridian Bioscience Inc
VIVO
$1.6M ﹤0.01%
82,829
-36,320
-30% -$711K
85 86
87
88 89

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.