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
LOCK
1776
DELISTED
LifeLock, Inc.
LOCK
$3.14M ﹤0.01%
131,085
+41,058
+46% +$835K
ACTG icon
1777
Acacia Research
ACTG
$447M
$3.12M ﹤0.01%
480,687
-382,369
-44% -$2.48M
SWC
1778
DELISTED
Stillwater Mining Co
SWC
$3.11M ﹤0.01%
193,273
+45,689
+31% +$654K
ALR
1779
DELISTED
Alere Inc
ALR
$3.11M ﹤0.01%
79,859
+11,726
+17% +$475K
RUSHA icon
1780
Rush Enterprises Class A
RUSHA
$5.98B
$3.11M ﹤0.01%
219,389
-17,970
-8% -$222K
PAG icon
1781
Penske Automotive Group
PAG
$14.2B
$3.11M ﹤0.01%
59,943
+19,958
+50% +$973K
TBI
1782
Trueblue
TBI
$237M
$3.11M ﹤0.01%
125,994
-11,373
-8% -$240K
MATW icon
1783
Matthews International
MATW
$878M
$3.1M ﹤0.01%
40,404
-73,269
-64% -$4.93M
ELLI
1784
DELISTED
Ellie Mae Inc
ELLI
$3.1M ﹤0.01%
37,013
+2,617
+8% +$241K
IBKR icon
1785
Interactive Brokers
IBKR
$41.1B
$3.09M ﹤0.01%
338,356
-75,376
-18% -$686K
SCS
1786
DELISTED
Steelcase
SCS
$3.09M ﹤0.01%
172,392
-32,965
-16% -$496K
FM
1787
DELISTED
iShares Frontier and Select EM ETF
FM
$3.08M ﹤0.01%
124,157
+7,423
+6% +$186K
MTRX icon
1788
Matrix Service
MTRX
$347M
$3.08M ﹤0.01%
135,707
-13,425
-9% -$267K
IBP icon
1789
Installed Building Products
IBP
$6.16B
$3.07M ﹤0.01%
74,324
-6,628
-8% -$253K
SSD icon
1790
Simpson Manufacturing
SSD
$7.95B
$3.07M ﹤0.01%
70,152
+844
+1% +$37.8K
CBB
1791
DELISTED
Cincinnati Bell Inc.
CBB
$3.06M ﹤0.01%
137,022
+47,712
+53% +$971K
ITGR icon
1792
Integer Holdings
ITGR
$3.38B
$3.06M ﹤0.01%
103,788
+16,929
+19% +$426K
ARAY icon
1793
Accuray
ARAY
$26.8M
$3.06M ﹤0.01%
664,424
-118,611
-15% -$615K
VEEV icon
1794
Veeva Systems
VEEV
$31.6B
$3.05M ﹤0.01%
74,911
-8,727
-10% -$356K
PLAB icon
1795
Photronics
PLAB
$1.76B
$3.04M ﹤0.01%
268,755
-158,178
-37% -$1.66M
EOCC
1796
DELISTED
Enel Generacion Chile S.A.
EOCC
$3.03M ﹤0.01%
156,046
+138,723
+801% +$2.75M
RICE
1797
DELISTED
Rice Energy Inc.
RICE
$3.02M ﹤0.01%
141,389
+1,485
+1% +$35.4K
HR icon
1798
Healthcare Realty
HR
$7.46B
$3.02M ﹤0.01%
103,624
-187,739
-64% -$5.52M
HELE icon
1799
Helen of Troy
HELE
$658M
$3.01M ﹤0.01%
35,631
-10,942
-23% -$915K
SDRL
1800
DELISTED
Seadrill Limited Common Stock
SDRL
$3.01M ﹤0.01%
3,295
+237
+8% +$173K
70 71
72
73 74

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.