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
NEOG icon
1351
Neogen
NEOG
$2.07B
$5.62M 0.01%
227,115
-23,528
-9% -$523K
WABC icon
1352
Westamerica Bancorp
WABC
$1.39B
$5.62M 0.01%
89,323
-2,830
-3% -$160K
H icon
1353
Hyatt Hotels
H
$17.8B
$5.6M 0.01%
101,265
-5,013
-5% -$265K
FELE icon
1354
Franklin Electric
FELE
$4.66B
$5.59M 0.01%
143,769
+41,552
+41% +$1.63M
MDC
1355
DELISTED
M.D.C. Holdings, Inc.
MDC
$5.59M 0.01%
274,426
+45,385
+20% +$846K
SXC icon
1356
SunCoke Energy
SXC
$757M
$5.59M 0.01%
492,824
-242,432
-33% -$2.58M
CBRL icon
1357
Cracker Barrel
CBRL
$1.17B
$5.58M 0.01%
33,409
-762
-2% -$115K
NUS icon
1358
Nu Skin
NUS
$250M
$5.58M 0.01%
116,692
+8,737
+8% +$489K
SCHL icon
1359
Scholastic
SCHL
$754M
$5.58M 0.01%
117,415
-20,963
-15% -$890K
TLK icon
1360
Telkom Indonesia
TLK
$14.3B
$5.56M 0.01%
190,756
+70,078
+58% +$2.12M
ORBK
1361
DELISTED
Orbotech Ltd
ORBK
$5.56M 0.01%
166,323
+10,076
+6% +$308K
MDR
1362
DELISTED
McDermott International
MDR
$5.54M 0.01%
249,959
+11,412
+5% +$213K
DIN icon
1363
Dine Brands
DIN
$443M
$5.54M 0.01%
71,890
+998
+1% +$81.1K
TKP
1364
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
$5.53M 0.01%
310,392
+8,818
+3% +$157K
SYNH
1365
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$5.51M 0.01%
104,796
+25,027
+31% +$1.21M
VONV icon
1366
Vanguard Russell 1000 Value ETF
VONV
$20.5B
$5.5M 0.01%
112,552
+39,190
+53% +$1.85M
IJH icon
1367
iShares Core S&P Mid-Cap ETF
IJH
$123B
$5.5M 0.01%
166,160
+62,830
+61% +$1.99M
BN icon
1368
Brookfield
BN
$103B
$5.49M 0.01%
466,305
+93,679
+25% +$1.14M
CST
1369
DELISTED
CST Brands, Inc.
CST
$5.49M 0.01%
113,943
+11,705
+11% +$563K
MOG.A icon
1370
Moog Inc Class A
MOG.A
$13.1B
$5.48M 0.01%
83,466
+22,517
+37% +$1.44M
AVNT icon
1371
Avient
AVNT
$3.35B
$5.48M 0.01%
171,049
-2,127
-1% -$68.3K
TRCO
1372
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$5.48M 0.01%
156,621
-9,991
-6% -$341K
IPHS
1373
DELISTED
Innophos Holdings, Inc.
IPHS
$5.47M 0.01%
104,721
-29,253
-22% -$1.42M
BLMN icon
1374
Bloomin' Brands
BLMN
$718M
$5.47M 0.01%
303,511
-1,348
-0.4% -$24.4K
ELS icon
1375
Equity Lifestyle Properties
ELS
$12.7B
$5.46M 0.01%
151,510
+37,080
+32% +$1.32M
53 54
55
56 57

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.