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
SMRT
2776
DELISTED
Stein Mart Inc
SMRT
$516K ﹤0.01%
94,183
-44,544
-32% -$258K
BHR
2777
Braemar Hotels & Resorts
BHR
$153M
$515K ﹤0.01%
38,082
-4,336
-10% -$57.6K
FLXS icon
2778
Flexsteel Industries
FLXS
$306M
$514K ﹤0.01%
8,335
-5,643
-40% -$293K
XLI icon
2779
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$514K ﹤0.01%
8,266
-9,893
-54% -$596K
NS
2780
DELISTED
NuStar Energy L.P.
NS
$514K ﹤0.01%
10,312
– –
GLBL
2781
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$514K ﹤0.01%
130,209
-5,826
-4% -$22.5K
NDRM
2782
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$513K ﹤0.01%
23,089
– –
PEBO icon
2783
Peoples Bancorp
PEBO
$1.45B
$511K ﹤0.01%
15,751
+385
+3% +$10.7K
JPM.PRA.CL
2784
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$510K ﹤0.01%
20,678
-3,647
-15% -$92K
ESSA
2785
DELISTED
ESSA Bancorp
ESSA
$509K ﹤0.01%
32,382
-4,027
-11% -$59.3K
ESIO
2786
DELISTED
Electro Scientific Industries
ESIO
$509K ﹤0.01%
86,064
+2,107
+3% +$11.5K
ISG.CL
2787
DELISTED
ING Groep N.V. 6.125% ING Perpetual Debt Securities Called
ISG.CL
$507K ﹤0.01%
20,259
-3,226
-14% -$81.7K
PGEM
2788
DELISTED
Ply Gem Holdings, Inc.
PGEM
$507K ﹤0.01%
31,216
-7,394
-19% -$110K
GDDY icon
2789
GoDaddy
GDDY
$12.3B
$506K ﹤0.01%
14,474
+282
+2% +$9.89K
VLGEA icon
2790
Village Super Market
VLGEA
$631M
$506K ﹤0.01%
16,369
-743
-4% -$24.1K
LOCO icon
2791
El Pollo Loco
LOCO
$485M
$505K ﹤0.01%
41,078
-27,324
-40% -$338K
XHB icon
2792
State Street SPDR S&P Homebuilders ETF
XHB
$1.74B
$503K ﹤0.01%
+14,868
New +$498K
AXDX
2793
DELISTED
Accelerate Diagnostics
AXDX
$502K ﹤0.01%
2,418
+49
+2% +$11.6K
SPPI
2794
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$502K ﹤0.01%
113,304
-49,831
-31% -$209K
FWONA icon
2795
Liberty Media Series A
FWONA
$22.3B
$498K ﹤0.01%
16,593
-2,474
-13% -$70.8K
UBNK
2796
DELISTED
United Financial Bancorp, Inc.
UBNK
$498K ﹤0.01%
27,412
+1,140
+4% +$18.2K
DEL
2797
DELISTED
Deltic Timber
DEL
$498K ﹤0.01%
6,459
+924
+17% +$63.1K
MCHI icon
2798
iShares MSCI China ETF
MCHI
$6.04B
$496K ﹤0.01%
11,338
-8,423
-43% -$390K
UCTT
2799
Ultra Clean Holdings
UCTT
$4.16B
$495K ﹤0.01%
51,049
-23,952
-32% -$218K
APFH
2800
DELISTED
AdvancePierre Foods Holdings
APFH
$495K ﹤0.01%
16,618
-3,900
-19% -$107K
110 111
112
113 114

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.