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
CRZO
876
DELISTED
Carrizo Oil & Gas Inc
CRZO
$10.7M 0.01%
286,832
-4,705
-2% -$182K
PVH icon
877
PVH
PVH
$3.71B
$10.7M 0.01%
118,587
-21,864
-16% -$2.3M
CFFN icon
878
Capitol Federal Financial
CFFN
$1.08B
$10.7M 0.01%
648,529
-30,787
-5% -$473K
HDS
879
DELISTED
HD Supply Holdings, Inc.
HDS
$10.7M 0.01%
251,105
-30,532
-11% -$1.13M
JLL icon
880
Jones Lang LaSalle
JLL
$15.1B
$10.7M 0.01%
105,626
-13,714
-11% -$1.38M
CHT icon
881
Chunghwa Telecom
CHT
$33.2B
$10.7M 0.01%
338,068
+168,531
+99% +$5.67M
GWR
882
DELISTED
Genesee & Wyoming Inc.
GWR
$10.7M 0.01%
153,628
-474
-0.3% -$33.8K
SIGI icon
883
Selective Insurance
SIGI
$5.74B
$10.7M 0.01%
247,484
-10,868
-4% -$438K
BRSL
884
Brightstar Lottery PLC
BRSL
$1.91B
$10.6M 0.01%
417,155
+141,882
+52% +$3.81M
COHR
885
DELISTED
Coherent Inc
COHR
$10.6M 0.01%
77,291
-8,863
-10% -$1.08M
VC icon
886
Visteon
VC
$2.77B
$10.6M 0.01%
132,151
+24,354
+23% +$1.83M
SIX
887
DELISTED
Six Flags Entertainment Corp.
SIX
$10.6M 0.01%
177,075
+23,089
+15% +$1.29M
OGE icon
888
OGE Energy
OGE
$10.3B
$10.6M 0.01%
317,138
+30,381
+11% +$959K
OIS icon
889
Oil States International
OIS
$522M
$10.6M 0.01%
271,858
+52,940
+24% +$1.8M
SID icon
890
Companhia Siderúrgica Nacional
SID
$1.43B
$10.6M 0.01%
3,278,129
-1,886,895
-37% -$6.14M
AWI icon
891
Armstrong World Industries
AWI
$6.86B
$10.6M 0.01%
252,552
+40,488
+19% +$1.66M
LITE icon
892
Lumentum
LITE
$59.4B
$10.6M 0.01%
273,007
+14,132
+5% +$562K
HOUS
893
DELISTED
Anywhere Real Estate
HOUS
$10.5M 0.01%
409,806
+157,212
+62% +$3.89M
TGI
894
DELISTED
Triumph Group
TGI
$10.5M 0.01%
397,892
-393,731
-50% -$10.5M
UDR icon
895
UDR
UDR
$12.9B
$10.5M 0.01%
288,544
+31,175
+12% +$1.07M
HA
896
DELISTED
Hawaiian Holdings, Inc.
HA
$10.5M 0.01%
184,475
-35,548
-16% -$1.82M
WCC
897
WESCO International
WCC
$16.2B
$10.5M 0.01%
157,394
+21,843
+16% +$1.39M
SR icon
898
Spire
SR
$4.92B
$10.5M 0.01%
162,225
+11,126
+7% +$700K
DHC
899
Diversified Healthcare Trust
DHC
$2.26B
$10.4M 0.01%
551,288
+4,963
+0.9% +$96.2K
TRMB icon
900
Trimble
TRMB
$12.3B
$10.4M 0.01%
343,774
+65,395
+23% +$1.87M
34 35
36
37 38

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.