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
+4.86%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$71.8B
AUM Growth
+$5.18B
Cap. Flow
+$3.03B
Cap. Flow %
4.21%
Top 10 Hldgs %
13.71%
Holding
3,930
New
159
Increased
1,864
Reduced
1,721
Closed
155

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$218M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$187M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$182M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$180M
5
UPS icon
United Parcel Service
UPS
+$158M

Top Sells

Rank Stock Value
1
AGN
Allergan plc
AGN
+$65.4M
2
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$58.7M
3
V icon
Visa
V
+$53.9M
4
PBR.A icon
Petrobras Class A
PBR.A
+$50.2M
5
IAU icon
iShares Gold Trust
IAU
+$47.2M

Sector Composition

Rank Sector Weight
1 Financials 14.69%
2 Technology 12.65%
3 Healthcare 11.05%
4 Industrials 9.6%
5 Consumer Discretionary 8.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FE icon
251
FirstEnergy
FE
$28.9B
$54.5M 0.08%
1,758,712
+349,142
+25% +$11.2M
HIG icon
252
Hartford Financial Services
HIG
$38.5B
$54.2M 0.08%
1,136,451
-2,692
-0.2% -$123K
SBAC icon
253
SBA Communications
SBAC
$18.4B
$54.1M 0.08%
524,237
+81,801
+18% +$8.61M
JCI icon
254
Johnson Controls International
JCI
$87.5B
$53.8M 0.07%
1,305,854
-372,182
-22% -$16.3M
YHOO
255
DELISTED
Yahoo Inc
YHOO
$53.7M 0.07%
1,387,681
+87,472
+7% +$3.59M
CAH icon
256
Cardinal Health
CAH
$53.4B
$53.6M 0.07%
745,268
-66,306
-8% -$4.79M
WMB icon
257
Williams Companies
WMB
$90.5B
$53.6M 0.07%
1,719,671
-27,760
-2% -$837K
ATVI
258
DELISTED
Activision Blizzard
ATVI
$53.5M 0.07%
1,482,592
-318,621
-18% -$12.7M
HES
259
DELISTED
Hess
HES
$53.5M 0.07%
859,158
+126,280
+17% +$6.9M
ADI icon
260
Analog Devices
ADI
$181B
$53.5M 0.07%
736,425
+49,986
+7% +$3.4M
EMN icon
261
Eastman Chemical
EMN
$7.8B
$53.3M 0.07%
708,899
+22,696
+3% +$1.64M
GT icon
262
Goodyear
GT
$2.07B
$53.1M 0.07%
1,720,513
-285,997
-14% -$8.85M
DVN icon
263
Devon Energy
DVN
$51.9B
$53M 0.07%
1,160,681
-673,428
-37% -$29.7M
PCG icon
264
PG&E
PCG
$47.8B
$53M 0.07%
871,620
+13,833
+2% +$829K
ITUB icon
265
Itaú Unibanco
ITUB
$91.3B
$52.2M 0.07%
10,468,971
+970,203
+10% +$4.97M
STX icon
266
Seagate
STX
$193B
$52.1M 0.07%
1,365,036
+83,300
+6% +$3.11M
TSM icon
267
TSMC
TSM
$2.09T
$52.1M 0.07%
1,812,012
-351,111
-16% -$10.6M
BTI icon
268
British American Tobacco
BTI
$132B
$51.6M 0.07%
915,088
+60,290
+7% +$3.41M
K
269
DELISTED
Kellanova
K
$51.2M 0.07%
739,236
-72,481
-9% -$5.04M
BHI
270
DELISTED
Baker Hughes
BHI
$51.1M 0.07%
786,844
+48,927
+7% +$2.9M
AMX icon
271
America Movil
AMX
$78.1B
$51M 0.07%
4,058,839
+3,045,721
+301% +$36.9M
BUD icon
272
AB InBev
BUD
$158B
$50.9M 0.07%
482,835
-128,407
-21% -$14.4M
NXPI icon
273
NXP Semiconductors
NXPI
$68B
$50.7M 0.07%
517,439
-91,893
-15% -$9.13M
SCCO icon
274
Southern Copper
SCCO
$141B
$50.6M 0.07%
1,708,907
+1,512,461
+770% +$42.6M
SHY icon
275
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$50.6M 0.07%
599,084
+256,809
+75% +$21.7M
9 10
11
12 13

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 Q4 2016 Portfolio in Review

As of Q4 2016, Parametric Portfolio Associates held 3,930 positions worth $71.8B, up 7.8% from $66.7B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $3.03B of net new capital in Q4 2016, opening 159 new positions and adding to 1,864 existing holdings. Its largest new stake was Petrobras: 7,290,542 shares worth $73.7M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 13% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Allergan plc, an estimated $65.4M trimmed.

  • Parametric Portfolio Associates's largest Q4 2016 buy was Petrobras: 7,290,542 shares worth $73.7M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2016, an estimated $218M increase.
  • Parametric Portfolio Associates's biggest Q4 2016 reduction was Allergan plc, cutting an estimated $65.4M.
  • Parametric Portfolio Associates fully exited Ingram Micro in Q4 2016, selling an estimated $37.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $71.8B portfolio in Q4 2016.
  • Parametric Portfolio Associates opened 159 new positions and closed 155 in Q4 2016.
  • Parametric Portfolio Associates's portfolio value rose 7.8% quarter-over-quarter to $71.8B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2016, filed 14 Feb 2017.