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
HPP
1951
Hudson Pacific Properties
HPP
$794M
$2.4M ﹤0.01%
9,847
-892
-8% -$209K
MITT
1952
TPG Mortgage Investment Trust
MITT
$233M
$2.4M ﹤0.01%
46,692
-9,883
-17% -$489K
SAFT icon
1953
Safety Insurance
SAFT
$1.51B
$2.39M ﹤0.01%
32,476
-6,242
-16% -$436K
ROG icon
1954
Rogers Corp
ROG
$2.31B
$2.39M ﹤0.01%
31,104
+732
+2% +$49.6K
FPRX
1955
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$2.39M ﹤0.01%
47,656
-2,211
-4% -$116K
BUSE icon
1956
First Busey Corp
BUSE
$2.52B
$2.38M ﹤0.01%
77,288
+60
+0.1% +$1.56K
FNGN
1957
DELISTED
Financial Engines, Inc.
FNGN
$2.37M ﹤0.01%
64,598
-5,191
-7% -$167K
GPRE icon
1958
Green Plains
GPRE
$1.15B
$2.37M ﹤0.01%
85,170
+5,133
+6% +$137K
LZB icon
1959
La-Z-Boy
LZB
$1.62B
$2.36M ﹤0.01%
76,070
+5,123
+7% +$139K
SPOK icon
1960
Spok Holdings
SPOK
$226M
$2.36M ﹤0.01%
113,656
-12,753
-10% -$237K
APAM icon
1961
Artisan Partners
APAM
$2.86B
$2.35M ﹤0.01%
79,089
-14,274
-15% -$407K
CVBF icon
1962
CVB Financial
CVBF
$3.97B
$2.35M ﹤0.01%
102,574
+7,658
+8% +$152K
EGL
1963
DELISTED
Engility Holdings, Inc.
EGL
$2.35M ﹤0.01%
69,793
-19,654
-22% -$650K
CUZ icon
1964
Cousins Properties
CUZ
$5.28B
$2.34M ﹤0.01%
68,839
-20,488
-23% -$647K
DX
1965
Dynex Capital
DX
$3B
$2.34M ﹤0.01%
114,460
-24,081
-17% -$497K
HMSY
1966
DELISTED
HMS Holdings Corp.
HMSY
$2.34M ﹤0.01%
128,719
-29,682
-19% -$578K
SBGI icon
1967
Sinclair Inc
SBGI
$974M
$2.34M ﹤0.01%
70,081
-6,336
-8% -$189K
OB
1968
DELISTED
Onebeacon Insurance Group Ltd
OB
$2.33M ﹤0.01%
145,311
-43,027
-23% -$649K
MOD icon
1969
Modine Manufacturing
MOD
$12.2B
$2.33M ﹤0.01%
156,446
+15,987
+11% +$200K
SP
1970
DELISTED
SP Plus Corporation
SP
$2.33M ﹤0.01%
82,645
-394
-0.5% -$10.4K
PEN icon
1971
Penumbra
PEN
$12.6B
$2.32M ﹤0.01%
36,393
-4,564
-11% -$305K
GPK icon
1972
Graphic Packaging
GPK
$3.3B
$2.32M ﹤0.01%
185,988
-18,241
-9% -$236K
CENX icon
1973
Century Aluminum
CENX
$4.44B
$2.31M ﹤0.01%
269,889
+63,786
+31% +$545K
EGHT icon
1974
8x8 Inc
EGHT
$262M
$2.3M ﹤0.01%
160,529
-45,139
-22% -$654K
P
1975
DELISTED
Pandora Media Inc
P
$2.29M ﹤0.01%
175,818
-17,572
-9% -$218K
77 78
79
80 81

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.