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
WBD icon
926
Warner Bros
WBD
$64.6B
$10M 0.01%
366,545
+31,136
+9% +$845K
KMPR icon
927
Kemper
KMPR
$1.7B
$10M 0.01%
226,696
+19,138
+9% +$775K
HRB icon
928
H&R Block
HRB
$5.18B
$10M 0.01%
436,129
-68,511
-14% -$1.57M
TS icon
929
Tenaris
TS
$29.1B
$10M 0.01%
280,667
+66,243
+31% +$2.07M
SWX icon
930
Southwest Gas
SWX
$6.74B
$10M 0.01%
130,778
-5,920
-4% -$427K
FRGI
931
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$9.99M 0.01%
334,831
-39,742
-11% -$1.11M
FLG
932
Flagstar Bank National Association
FLG
$5.77B
$9.97M 0.01%
208,809
+2,521
+1% +$115K
COO icon
933
Cooper Companies
COO
$13.7B
$9.96M 0.01%
227,724
-36,048
-14% -$1.57M
BMS
934
DELISTED
Bemis
BMS
$9.93M 0.01%
207,700
+13,222
+7% +$652K
CORE
935
DELISTED
Core Mark Holding Co., Inc.
CORE
$9.91M 0.01%
229,999
-10,121
-4% -$374K
MTZ icon
936
MasTec
MTZ
$26.7B
$9.88M 0.01%
258,271
-50,793
-16% -$1.72M
HBI
937
DELISTED
Hanesbrands
HBI
$9.87M 0.01%
457,768
-862
-0.2% -$20.6K
EQC
938
DELISTED
Equity Commonwealth
EQC
$9.87M 0.01%
326,490
-12,026
-4% -$356K
BX icon
939
Blackstone
BX
$104B
$9.84M 0.01%
363,942
-36,958
-9% -$959K
GRFS
940
Grifois
GRFS
$5.16B
$9.81M 0.01%
610,490
+192,075
+46% +$2.94M
JBTM
941
JBT Marel
JBTM
$7.14B
$9.81M 0.01%
114,142
-11,850
-9% -$967K
RJF icon
942
Raymond James Financial
RJF
$32.5B
$9.77M 0.01%
211,611
+72,813
+52% +$3.22M
VAC icon
943
Marriott Vacations Worldwide
VAC
$3.24B
$9.74M 0.01%
114,790
-20,394
-15% -$1.53M
HUBB icon
944
Hubbell
HUBB
$25.7B
$9.73M 0.01%
83,352
-1,565
-2% -$172K
VRE
945
DELISTED
Veris Residential
VRE
$9.72M 0.01%
334,945
-2,059
-0.6% -$55.2K
MSCC
946
DELISTED
Microsemi Corp
MSCC
$9.71M 0.01%
180,016
+32,619
+22% +$1.59M
LBTYA icon
947
Liberty Global Class A
LBTYA
$3.31B
$9.68M 0.01%
316,429
-493,017
-61% -$15.6M
ARE icon
948
Alexandria Real Estate Equities
ARE
$8.88B
$9.63M 0.01%
86,693
-273
-0.3% -$29.3K
LPX icon
949
Louisiana-Pacific
LPX
$5.2B
$9.63M 0.01%
508,721
-135,885
-21% -$2.59M
JHX icon
950
James Hardie Industries
JHX
$15.4B
$9.63M 0.01%
605,627
+148,641
+33% +$2.29M
36 37
38
39 40

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.