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
SEMG
1976
DELISTED
SEMGROUP CORPORATION
SEMG
$2.19M ﹤0.01%
61,902
+18,290
+42% +$581K
LILAK icon
1977
Liberty Latin America Class C
LILAK
$1.55B
$2.19M ﹤0.01%
91,132
-216,945
-70% -$5.8M
SRCI
1978
DELISTED
SRC Energy Inc
SRCI
$2.18M ﹤0.01%
314,963
-174,175
-36% -$1.15M
ALDR
1979
DELISTED
Alder Biopharmaceuticals
ALDR
$2.17M ﹤0.01%
66,369
-1,135
-2% -$34.6K
UI icon
1980
Ubiquiti
UI
$32.7B
$2.17M ﹤0.01%
40,618
-1,947
-5% -$93.4K
VMI icon
1981
Valmont Industries
VMI
$9.61B
$2.17M ﹤0.01%
16,151
-54
-0.3% -$7.12K
GLOB icon
1982
Globant
GLOB
$1.41B
$2.17M ﹤0.01%
51,555
-5,069
-9% -$207K
UBA
1983
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$2.17M ﹤0.01%
97,709
+1,811
+2% +$42.3K
SHLD
1984
DELISTED
Sears Holding Corporation
SHLD
$2.17M ﹤0.01%
189,283
+27,935
+17% +$394K
DENN
1985
DELISTED
Denny's
DENN
$2.17M ﹤0.01%
202,849
-57,393
-22% -$622K
BDSI
1986
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$2.17M ﹤0.01%
802,603
-4,494
-0.6% -$11.4K
ENIA
1987
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$2.16M ﹤0.01%
264,130
-585,671
-69% -$5.03M
TFCF
1988
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$2.16M ﹤0.01%
87,397
+80
+0.1% +$2.08K
SF
1989
Stifel
SF
$12.5B
$2.14M ﹤0.01%
125,426
+9,571
+8% +$154K
KOS icon
1990
Kosmos Energy
KOS
$1.45B
$2.14M ﹤0.01%
334,165
+25,003
+8% +$146K
PODD icon
1991
Insulet
PODD
$11.4B
$2.14M ﹤0.01%
52,320
+18,531
+55% +$733K
VSTO
1992
DELISTED
Vista Outdoor Inc.
VSTO
$2.13M ﹤0.01%
53,506
-57,506
-52% -$2.54M
SP
1993
DELISTED
SP Plus Corporation
SP
$2.12M ﹤0.01%
83,039
-1,431
-2% -$35.5K
WSBF icon
1994
Waterstone Financial
WSBF
$363M
$2.12M ﹤0.01%
124,836
+10,255
+9% +$167K
SNCR
1995
DELISTED
Synchronoss Technologies
SNCR
$2.12M ﹤0.01%
5,718
+1,075
+23% +$380K
SFBS
1996
ServisFirst Bancshares
SFBS
$4.82B
$2.12M ﹤0.01%
81,612
+2,110
+3% +$53.9K
CBF
1997
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$2.11M ﹤0.01%
65,796
-21,343
-24% -$647K
AMSF icon
1998
AMERISAFE
AMSF
$562M
$2.11M ﹤0.01%
35,830
+5,210
+17% +$310K
BC icon
1999
Brunswick
BC
$5.24B
$2.1M ﹤0.01%
43,129
-23,506
-35% -$1.12M
IAG icon
2000
IAMGOLD
IAG
$8.5B
$2.1M ﹤0.01%
519,393
-94,214
-15% -$429K
78 79
80
81 82

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.