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
HPTRP
3001
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
$297K ﹤0.01%
11,791
-2,041
-15% -$51.7K
TSQ icon
3002
Townsquare Media
TSQ
$113M
$295K ﹤0.01%
28,301
+16,416
+138% +$152K
PSA.PRB
3003
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.40% Cumulative Preferred Share of
PSA.PRB
$295K ﹤0.01%
+13,056
New +$318K
NEE.PRJ
3004
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
$295K ﹤0.01%
13,524
-2,374
-15% -$56K
FLXN
3005
DELISTED
Flexion Therapeutics, Inc.
FLXN
$293K ﹤0.01%
15,419
-2,036
-12% -$38.9K
PSA.PRD
3006
DELISTED
Public Storage
PSA.PRD
$291K ﹤0.01%
+13,746
New +$316K
ATEN icon
3007
A10 Networks
ATEN
$2.47B
$290K ﹤0.01%
34,858
-2,076
-6% -$17.9K
IBCP icon
3008
Independent Bank Corp
IBCP
$776M
$288K ﹤0.01%
13,260
-2,032
-13% -$37.5K
LIVN icon
3009
LivaNova
LIVN
$4.3B
$288K ﹤0.01%
6,400
+1,180
+23% +$58K
ADXS
3010
DELISTED
Advaxis Inc
ADXS
$287K ﹤0.01%
2,668
-6,573
-71% -$887K
PAGP icon
3011
CALL
Plains GP Holdings
PAGP
$5.23B
$286K ﹤0.01%
+8,252
New +$283K
AEK.CL
3012
DELISTED
Aegon NV
AEK.CL
$283K ﹤0.01%
+10,845
New +$286K
LEN.B icon
3013
Lennar Class B
LEN.B
$20B
$282K ﹤0.01%
+8,770
New +$279K
RGNX icon
3014
Regenxbio
RGNX
$623M
$282K ﹤0.01%
+15,199
New +$290K
FIT
3015
DELISTED
Fitbit, Inc. Class A common stock
FIT
$282K ﹤0.01%
38,537
-23,708
-38% -$243K
QHC
3016
DELISTED
Quorum Health Corporation
QHC
$282K ﹤0.01%
38,791
+27,836
+254% +$168K
ECH icon
3017
iShares MSCI Chile ETF
ECH
$1.01B
$281K ﹤0.01%
+7,498
New +$286K
IAU icon
3018
iShares Gold Trust
IAU
$63B
$281K ﹤0.01%
12,679
-2,010,705
-99% -$47.2M
TMHC icon
3019
Taylor Morrison
TMHC
$280K ﹤0.01%
14,527
-20,756
-59% -$390K
PHIIK
3020
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$280K ﹤0.01%
15,514
-3,360
-18% -$55.8K
MLNX
3021
DELISTED
Mellanox Technologies, Ltd.
MLNX
$279K ﹤0.01%
6,827
-34,154
-83% -$1.45M
TNK icon
3022
Teekay Tankers
TNK
$2.63B
$278K ﹤0.01%
15,400
-4,445
-22% -$87.2K
BREW
3023
DELISTED
Craft Brew Alliance, Inc.
BREW
$278K ﹤0.01%
16,430
+2,202
+15% +$36.3K
LCUT icon
3024
Lifetime Brands
LCUT
$199M
$276K ﹤0.01%
15,555
-3,526
-18% -$55.7K
AP icon
3025
Ampco-Pittsburgh
AP
$167M
$275K ﹤0.01%
16,400
-3,672
-18% -$50.6K
119 120
121
122 123

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.