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
SB icon
3201
Safe Bulkers
SB
$781M
$125K ﹤0.01%
+109,034
New +$149K
CACB
3202
DELISTED
Cascade Bancorp
CACB
$125K ﹤0.01%
15,426
+831
+6% +$5.77K
OOMA icon
3203
Ooma
OOMA
$550M
$124K ﹤0.01%
+13,770
New +$123K
HOV icon
3204
Hovnanian Enterprises
HOV
$785M
$123K ﹤0.01%
1,801
+6
+0.3% +$300
MUX icon
3205
McEwen Inc
MUX
$1.03B
$122K ﹤0.01%
4,178
+267
+7% +$8.26K
SIEN
3206
DELISTED
Sientra, Inc.
SIEN
$122K ﹤0.01%
1,435
-398
-22% -$33.1K
CO
3207
DELISTED
Global Cord Blood Corporation
CO
$122K ﹤0.01%
19,930
+2,366
+13% +$11.8K
PDS
3208
Precision Drilling
PDS
$1.09B
$121K ﹤0.01%
1,106
+117
+12% +$11.5K
FRSH
3209
DELISTED
Papa Murphy's Holdings, Inc
FRSH
$121K ﹤0.01%
28,716
-180
-0.6% -$909
MACK
3210
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$121K ﹤0.01%
3,764
+299
+9% +$12.8K
SREV
3211
DELISTED
ServiceSource International, Inc.
SREV
$120K ﹤0.01%
21,119
+7,137
+51% +$38K
SGY
3212
DELISTED
Stone Energy
SGY
$120K ﹤0.01%
2,944
+98
+3% +$3.89K
CMBT
3213
CMB.TECH NV
CMBT
$4.57B
$119K ﹤0.01%
15,018
-425
-3% -$3.23K
APVO icon
3214
Aptevo Therapeutics
APVO
$5.47M
– –
0
– –
ONDK
3215
DELISTED
On Deck Capital, Inc.
ONDK
$118K ﹤0.01%
25,542
-6,632
-21% -$31K
SYUT
3216
DELISTED
Synutra International, Inc.
SYUT
$118K ﹤0.01%
22,056
+5,171
+31% +$24.9K
CIE
3217
DELISTED
Cobalt International Energy, Inc
CIE
$114K ﹤0.01%
6,203
-704
-10% -$12.2K
FOMX
3218
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$113K ﹤0.01%
10,182
-36
-0.4% -$339
FRO icon
3219
Frontline
FRO
$8.75B
$110K ﹤0.01%
15,404
-38,124
-71% -$282K
AMBR
3220
DELISTED
Amber Road Inc
AMBR
$110K ﹤0.01%
12,132
-598
-5% -$6.06K
IOVA icon
3221
Iovance Biotherapeutics
IOVA
$2.23B
$109K ﹤0.01%
15,674
-23,175
-60% -$159K
NVGS icon
3222
Navigator Holdings
NVGS
$1.34B
$109K ﹤0.01%
+11,726
New +$96.9K
KEM
3223
DELISTED
KEMET Corporation
KEM
$109K ﹤0.01%
16,466
+6,389
+63% +$30.6K
ANGI icon
3224
Angi Inc
ANGI
$224M
$108K ﹤0.01%
1,309
-111
-8% -$9.46K
ACHN
3225
DELISTED
Achillion Pharmaceuticals
ACHN
$105K ﹤0.01%
25,515
-7,239
-22% -$38.5K
127 128
129
130 131

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.