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
UPM
1126
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$7.38M 0.01%
299,156
+48,953
+20% +$1.21M
LTM
1127
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$7.35M 0.01%
898,794
+737,598
+458% +$6.56M
RRD
1128
DELISTED
RR Donnelley & Sons Co.
RRD
$7.35M 0.01%
450,349
+70,790
+19% +$1.27M
STM icon
1129
STMicroelectronics
STM
$46B
$7.35M 0.01%
647,508
+107,644
+20% +$1.02M
EHC icon
1130
Encompass Health
EHC
$11.2B
$7.34M 0.01%
223,771
+75,926
+51% +$2.46M
LAMR icon
1131
Lamar Advertising Co
LAMR
$16.2B
$7.33M 0.01%
108,999
-5,407
-5% -$351K
RYAAY icon
1132
Ryanair
RYAAY
$29.5B
$7.32M 0.01%
219,873
+21,758
+11% +$685K
CVG
1133
DELISTED
Convergys
CVG
$7.29M 0.01%
297,009
-66,667
-18% -$1.79M
DNKN
1134
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$7.27M 0.01%
138,716
-9,149
-6% -$471K
IPGP icon
1135
IPG Photonics
IPGP
$3.89B
$7.27M 0.01%
73,684
+52,003
+240% +$4.85M
WDR
1136
DELISTED
Waddell & Reed Financial, Inc.
WDR
$7.27M 0.01%
372,630
+140,378
+60% +$2.61M
DCI icon
1137
Donaldson
DCI
$10.8B
$7.26M 0.01%
172,624
-3,263
-2% -$129K
CPE
1138
DELISTED
Callon Petroleum Company
CPE
$7.26M 0.01%
47,237
+28,507
+152% +$4.35M
AN icon
1139
AutoNation
AN
$6.97B
$7.26M 0.01%
149,201
-3,032
-2% -$141K
VLY icon
1140
Valley National Bancorp
VLY
$7.93B
$7.25M 0.01%
623,178
+62,637
+11% +$670K
KBR icon
1141
KBR
KBR
$4.68B
$7.25M 0.01%
434,516
+12,276
+3% +$195K
CVI icon
1142
CVR Energy
CVI
$3.36B
$7.24M 0.01%
285,150
+49,974
+21% +$865K
RDC
1143
DELISTED
Rowan Companies Plc
RDC
$7.23M 0.01%
382,787
+8,772
+2% +$143K
HURN icon
1144
Huron Consulting
HURN
$1.82B
$7.23M 0.01%
142,676
+20,922
+17% +$1.12M
BOH icon
1145
Bank of Hawaii
BOH
$3.33B
$7.21M 0.01%
81,349
+8,699
+12% +$706K
KLXI
1146
DELISTED
KLX Inc.
KLXI
$7.21M 0.01%
189,466
-4,964
-3% -$163K
LSXMA
1147
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$7.2M 0.01%
288,590
+21,735
+8% +$541K
RDY icon
1148
Dr. Reddy's Laboratories
RDY
$9.82B
$7.19M 0.01%
793,795
+421,930
+113% +$3.93M
HMN icon
1149
Horace Mann Educators
HMN
$2.1B
$7.18M 0.01%
167,825
+16,904
+11% +$659K
GNRC icon
1150
Generac Holdings
GNRC
$11.9B
$7.18M 0.01%
176,233
+38,421
+28% +$1.52M
44 45
46
47 48

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.