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
M icon
201
Macy's
M
$6.15B
$72.7M 0.1%
2,029,415
-116,076
-5% -$4.51M
CMI icon
202
Cummins
CMI
$91.7B
$72.5M 0.1%
530,371
+85,901
+19% +$11.5M
EIX icon
203
Edison International
EIX
$30.7B
$72.3M 0.1%
1,003,607
-63,937
-6% -$4.51M
AMP icon
204
Ameriprise Financial
AMP
$46.8B
$72M 0.1%
648,661
+65,126
+11% +$6.88M
GEN icon
205
Gen Digital
GEN
$15.6B
$71.7M 0.1%
3,003,299
-51,542
-2% -$1.27M
LUV icon
206
Southwest Airlines
LUV
$22.1B
$71.7M 0.1%
1,439,321
-65,881
-4% -$2.95M
ROST icon
207
Ross Stores
ROST
$76.6B
$70.9M 0.1%
1,080,884
+41,625
+4% +$2.72M
COR icon
208
Cencora
COR
$60.3B
$70.7M 0.1%
903,608
-96,728
-10% -$7.55M
BAP icon
209
Credicorp
BAP
$30.9B
$70.4M 0.1%
446,198
+421,436
+1,702% +$64.5M
TSN icon
210
Tyson Foods
TSN
$20.2B
$70.3M 0.1%
1,139,415
-236,889
-17% -$15.6M
CX icon
211
Cemex
CX
$17.4B
$70.1M 0.1%
9,073,106
+4,116,645
+83% +$32.7M
VEA icon
212
Vanguard FTSE Developed Markets ETF
VEA
$226B
$69.2M 0.1%
1,893,080
+791,808
+72% +$28.9M
EG icon
213
Everest Group
EG
$15.2B
$68.6M 0.1%
316,825
+30,608
+11% +$6.31M
ZTS icon
214
Zoetis
ZTS
$31.6B
$68.4M 0.1%
1,278,268
+331,179
+35% +$16.8M
ROP icon
215
Roper Technologies
ROP
$36.3B
$67.6M 0.09%
369,278
+102,902
+39% +$18.5M
ADM icon
216
Archer Daniels Midland
ADM
$41.4B
$67.6M 0.09%
1,480,174
+177,496
+14% +$7.86M
TFC icon
217
Truist Financial
TFC
$63.2B
$67.6M 0.09%
1,436,723
+36,648
+3% +$1.56M
PSA icon
218
Public Storage
PSA
$60.2B
$67.3M 0.09%
300,980
+59,257
+25% +$12.6M
QVCGA
219
DELISTED
QVC Group Inc Series A
QVCGA
$66.9M 0.09%
68,951
-29,474
-30% -$28.5M
LNC icon
220
Lincoln National
LNC
$7.91B
$66.7M 0.09%
1,005,869
+107,416
+12% +$6.25M
FISV
221
Fiserv Inc
FISV
$27.2B
$66.4M 0.09%
1,248,826
+122,726
+11% +$6.3M
KDP icon
222
Keurig Dr Pepper
KDP
$40.4B
$66.1M 0.09%
729,470
+181,865
+33% +$15.9M
WHR icon
223
Whirlpool
WHR
$2.42B
$65.6M 0.09%
360,969
+23,222
+7% +$3.84M
LEA icon
224
Lear
LEA
$7.19B
$65.6M 0.09%
495,245
+69,312
+16% +$8.72M
BAX icon
225
Baxter International
BAX
$11.6B
$65.4M 0.09%
1,475,440
-209,239
-12% -$9.67M
7 8
9
10 11

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.