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
THO icon
801
Thor Industries
THO
$3.99B
$12.4M 0.02%
123,513
+5,891
+5% +$532K
MITSY
802
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$12.3M 0.02%
44,816
+10,565
+31% +$2.91M
LII icon
803
Lennox International
LII
$18.8B
$12.3M 0.02%
80,168
+4,992
+7% +$762K
LUX
804
DELISTED
Luxottica Group
LUX
$12.2M 0.02%
227,366
+65,638
+41% +$3.32M
NBR icon
805
Nabors Industries
NBR
$1.23B
$12.1M 0.02%
14,801
+3,674
+33% +$2.59M
VER
806
DELISTED
VEREIT, Inc.
VER
$12.1M 0.02%
286,269
+17,334
+6% +$767K
SON icon
807
Sonoco
SON
$5.76B
$12.1M 0.02%
229,615
-17,050
-7% -$890K
GRMN
808
Garmin
GRMN
$46.9B
$12.1M 0.02%
249,211
+10,236
+4% +$510K
EQNR icon
809
Equinor
EQNR
$95.9B
$12M 0.02%
660,351
+89,838
+16% +$1.53M
RVTY icon
810
Revvity
RVTY
$12.3B
$12M 0.02%
230,591
+18,664
+9% +$975K
NXST icon
811
Nexstar Media Group
NXST
$5.6B
$12M 0.02%
189,283
+30,607
+19% +$1.75M
GNW icon
812
Genworth Financial
GNW
$3.8B
$12M 0.02%
3,138,560
+773,124
+33% +$3.41M
CENTA icon
813
Central Garden & Pet Co Class A
CENTA
$2.41B
$12M 0.02%
483,618
-137,555
-22% -$2.98M
ATO icon
814
Atmos Energy
ATO
$29.9B
$11.9M 0.02%
161,121
+2,022
+1% +$146K
OPLN
815
Openlane
OPLN
$4.17B
$11.9M 0.02%
739,710
+25,865
+4% +$413K
CDK
816
DELISTED
CDK Global, Inc.
CDK
$11.9M 0.02%
199,668
+1,214
+0.6% +$69.4K
TLS
817
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$11.9M 0.02%
652,419
+156,404
+32% +$2.86M
JEF icon
818
Jefferies Financial Group
JEF
$12.9B
$11.9M 0.02%
570,166
+118,241
+26% +$2.21M
KNBWY
819
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$11.9M 0.02%
728,275
+156,056
+27% +$2.54M
CP icon
820
Canadian Pacific Kansas City
CP
$82B
$11.9M 0.02%
415,095
+21,390
+5% +$632K
TGNA
821
DELISTED
TEGNA Inc
TGNA
$11.8M 0.02%
860,534
-41,669
-5% -$567K
STLD icon
822
Steel Dynamics
STLD
$35.6B
$11.8M 0.02%
331,028
-131,586
-28% -$4.14M
E icon
823
ENI
E
$76B
$11.7M 0.02%
363,727
-3,032
-0.8% -$88.7K
LCI
824
DELISTED
Lannett Company, Inc.
LCI
$11.7M 0.02%
132,313
+32,493
+33% +$3M
AJG icon
825
Arthur J. Gallagher & Co
AJG
$63.7B
$11.7M 0.02%
224,428
-3,711
-2% -$187K
31 32
33
34 35

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.