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
EWZ icon
3076
iShares MSCI Brazil ETF
EWZ
$9.05B
$243K ﹤0.01%
+7,291
New +$250K
RICK icon
3077
RCI Hospitality Holdings
RICK
$199M
$242K ﹤0.01%
14,142
+708
+5% +$9.15K
SHOR
3078
DELISTED
ShoreTel, Inc.
SHOR
$238K ﹤0.01%
33,342
-16,481
-33% -$118K
KVHI icon
3079
KVH Industries
KVHI
$177M
$237K ﹤0.01%
20,062
-429
-2% -$4.24K
VIRT icon
3080
Virtu Financial
VIRT
$5.2B
$234K ﹤0.01%
+14,690
New +$210K
ATE
3081
DELISTED
Advantest Corp
ATE
$234K ﹤0.01%
14,084
-899
-6% -$14.9K
MMYT icon
3082
MakeMyTrip
MMYT
$4.67B
$233K ﹤0.01%
10,507
-70,106
-87% -$1.75M
CCF
3083
DELISTED
Chase Corporation
CCF
$233K ﹤0.01%
+2,788
New +$212K
TMK.PRC
3084
DELISTED
Torchmark Corporation
TMK.PRC
$233K ﹤0.01%
+9,227
New +$241K
RJD.CL
3085
DELISTED
Raymond James Financial Inc
RJD.CL
$233K ﹤0.01%
9,174
-1,697
-16% -$43.6K
HASI icon
3086
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.9B
$232K ﹤0.01%
12,202
-292
-2% -$6.01K
HRTX icon
3087
Heron Therapeutics
HRTX
$86.3M
$232K ﹤0.01%
17,745
-3,102
-15% -$48.7K
SEAC
3088
DELISTED
Seachange International Inc
SEAC
$232K ﹤0.01%
5,037
+74
+1% +$3.87K
AXS.PRD.CL
3089
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
$232K ﹤0.01%
10,205
-1,805
-15% -$43.7K
NWS icon
3090
News Corp Class B
NWS
$16.4B
$231K ﹤0.01%
19,607
+2,341
+14% +$29.7K
BLMT
3091
DELISTED
BSB Bancorp, Inc.
BLMT
$231K ﹤0.01%
+7,968
New +$208K
PSB.PRU.CL
3092
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$230K ﹤0.01%
9,877
-1,792
-15% -$43.9K
HDP
3093
DELISTED
Hortonworks, Inc.
HDP
$230K ﹤0.01%
+27,652
New +$230K
TSC
3094
DELISTED
TriState Capital Holdings, Inc.
TSC
$229K ﹤0.01%
10,376
-1,499
-13% -$28.4K
CLDX icon
3095
Celldex Therapeutics
CLDX
$2.77B
$228K ﹤0.01%
4,298
+3,162
+278% +$180K
MN
3096
DELISTED
MANNING & NAPIER, INC.
MN
$228K ﹤0.01%
30,220
-3,218
-10% -$23.8K
COF.PRF
3097
DELISTED
Capital One Financial Corporation
COF.PRF
$226K ﹤0.01%
9,036
-1,574
-15% -$40.6K
CTY
3098
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
$224K ﹤0.01%
9,867
-1,789
-15% -$43.2K
SNBC
3099
DELISTED
Sun Bancorp Inc
SNBC
$224K ﹤0.01%
8,601
-818
-9% -$19.7K
ATRA icon
3100
Atara Biotherapeutics
ATRA
$71.2M
$222K ﹤0.01%
625
-88
-12% -$37.3K
122 123
124
125 126

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.