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
APLE icon
1476
Apple Hospitality REIT
APLE
$3.98B
$4.72M 0.01%
236,277
+22,861
+11% +$425K
SGEN
1477
DELISTED
Seagen Inc. Common Stock
SGEN
$4.72M 0.01%
89,456
-11,577
-11% -$696K
CGNX icon
1478
Cognex
CGNX
$10.2B
$4.72M 0.01%
148,342
+51,974
+54% +$1.49M
EBIX
1479
DELISTED
Ebix Inc
EBIX
$4.71M 0.01%
82,573
-17
-0% -$987
SEM
1480
DELISTED
Select Medical
SEM
$4.7M 0.01%
657,867
-256,907
-28% -$1.79M
OMCL icon
1481
Omnicell
OMCL
$1.89B
$4.7M 0.01%
138,493
-2,901
-2% -$99.8K
FNSR
1482
DELISTED
Finisar Corp
FNSR
$4.69M 0.01%
154,998
-8,549
-5% -$263K
SAM icon
1483
Boston Beer
SAM
$1.91B
$4.68M 0.01%
27,558
-457
-2% -$75.7K
AR icon
1484
Antero Resources
AR
$10.5B
$4.67M 0.01%
197,268
-7,827
-4% -$201K
AROC icon
1485
Archrock
AROC
$6.26B
$4.67M 0.01%
353,399
-876
-0.2% -$11.3K
TI
1486
DELISTED
Telecom Italia
TI
$4.66M 0.01%
524,412
+172,024
+49% +$1.4M
CWT icon
1487
California Water Service
CWT
$3.04B
$4.66M 0.01%
137,348
-31,063
-18% -$1.03M
FUL icon
1488
H.B. Fuller
FUL
$3.04B
$4.66M 0.01%
96,386
-8,922
-8% -$414K
BECN
1489
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.66M 0.01%
101,071
-30,325
-23% -$1.36M
ABMD
1490
DELISTED
Abiomed Inc
ABMD
$4.64M 0.01%
41,212
-3,692
-8% -$428K
SHO icon
1491
Sunstone Hotel Investors
SHO
$2.2B
$4.64M 0.01%
304,446
+64,950
+27% +$906K
ASNA
1492
DELISTED
Ascena Retail Group, Inc.
ASNA
$4.63M 0.01%
37,410
+20,745
+124% +$2.51M
BDC icon
1493
Belden
BDC
$4.12B
$4.63M 0.01%
61,884
+6,258
+11% +$446K
CLW icon
1494
Clearwater Paper
CLW
$278M
$4.62M 0.01%
70,436
-6,357
-8% -$393K
NPO icon
1495
Enpro
NPO
$6.95B
$4.62M 0.01%
68,527
-8,358
-11% -$502K
FFBC icon
1496
First Financial Bancorp
FFBC
$3.52B
$4.61M 0.01%
162,092
-7,493
-4% -$185K
VIAV icon
1497
Viavi Solutions
VIAV
$9.41B
$4.61M 0.01%
563,520
-75,557
-12% -$587K
NUVA
1498
DELISTED
NuVasive, Inc.
NUVA
$4.59M 0.01%
68,187
-3,890
-5% -$251K
ZAYO
1499
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$4.58M 0.01%
139,522
+48,624
+53% +$1.59M
PZZA icon
1500
Papa John's
PZZA
$997M
$4.58M 0.01%
53,534
-10,318
-16% -$855K
58 59
60
61 62

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.