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
DVAX
3226
DELISTED
Dynavax Technologies
DVAX
$104K ﹤0.01%
+26,212
New +$192K
DWSN icon
3227
Dawson Geophysical
DWSN
$155M
$102K ﹤0.01%
+13,308
New +$95.9K
TCRT icon
3228
Alaunos Therapeutics
TCRT
$4.74M
$102K ﹤0.01%
127
+3
+2% +$2.7K
AXGN icon
3229
Axogen
AXGN
$2.1B
$97K ﹤0.01%
+10,750
New +$92.6K
ERN
3230
DELISTED
Erin Energy Corp
ERN
$97K ﹤0.01%
31,922
+6,006
+23% +$14K
MXPT
3231
DELISTED
MaxPoint Interactive, Inc.
MXPT
$95K ﹤0.01%
15,826
-1,974
-11% -$16.3K
NEWS
3232
DELISTED
NewStar Financial, Inc.
NEWS
$95K ﹤0.01%
10,306
-591
-5% -$5.55K
VHC icon
3233
VirnetX Holding Corp
VHC
$52.3M
$94K ﹤0.01%
2,135
+80
+4% +$4.99K
I
3234
DELISTED
INTELSAT S. A.
I
$93K ﹤0.01%
34,871
-4,234
-11% -$12.8K
NTP
3235
DELISTED
Nam Tai Property Inc.
NTP
$92K ﹤0.01%
12,487
– –
NVTR
3236
DELISTED
Nuvectra Corporation Common Stock
NVTR
$91K ﹤0.01%
18,045
-3,116
-15% -$17.6K
ADVM
3237
DELISTED
Adverum Biotechnologies
ADVM
$85K ﹤0.01%
2,932
-516
-15% -$16.9K
WHLR
3238
Wheeler Real Estate Investment Trust
WHLR
$1.15M
– –
0
– –
PMBC
3239
DELISTED
Pacific Mercantile Bancorp
PMBC
$85K ﹤0.01%
+11,647
New +$78.4K
CRNT icon
3240
Ceragon Networks
CRNT
$194M
$82K ﹤0.01%
31,428
-1,126
-3% -$2.7K
GEN
3241
DELISTED
Genesis Healthcare, Inc.
GEN
$81K ﹤0.01%
18,957
+997
+6% +$3.29K
AXAS
3242
DELISTED
Abraxas Petroleum Corp
AXAS
$77K ﹤0.01%
+1,503
New +$59.2K
LAB icon
3243
Standard BioTools
LAB
$326M
$76K ﹤0.01%
10,391
-11,123
-52% -$69.8K
IMGN
3244
DELISTED
Immunogen Inc
IMGN
$73K ﹤0.01%
35,739
+17,653
+98% +$35.4K
VATE icon
3245
INNOVATE Corp
VATE
$114M
$71K ﹤0.01%
1,198
-3,519
-75% -$174K
ALT icon
3246
Altimmune
ALT
$539M
$69K ﹤0.01%
+70
New +$62.7K
AXIA
3247
AXIA Energia
AXIA
$22.6B
$69K ﹤0.01%
+12,765
New +$69.9K
ZDGE icon
3248
Zedge
ZDGE
$38.9M
$68K ﹤0.01%
21,570
-1,869
-8% -$6.02K
RIGL icon
3249
Rigel Pharmaceuticals
RIGL
$680M
$66K ﹤0.01%
2,770
-6,376
-70% -$183K
GNRT
3250
DELISTED
Gener8 Maritime, Inc.
GNRT
$62K ﹤0.01%
13,748
-12,363
-47% -$55.1K
128 129
130
131 132

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.