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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
KANG
2676
DELISTED
iKang Healthcare Group, Inc.
KANG
$643K ﹤0.01%
+37,117
New +$628K
ZG icon
2677
Zillow
ZG
$7.02B
$641K ﹤0.01%
17,598
-906
-5% -$31.7K
DLTH icon
2678
Duluth Holdings
DLTH
$160M
$638K ﹤0.01%
25,100
+11,795
+89% +$341K
TRUE
2679
DELISTED
TrueCar
TRUE
$637K ﹤0.01%
50,929
+34,710
+214% +$391K
TBHC
2680
DELISTED
The Brand House Collective
TBHC
$632K ﹤0.01%
40,751
+476
+1% +$6.66K
AOI
2681
DELISTED
Alliance One International
AOI
$631K ﹤0.01%
32,869
-5,024
-13% -$84.8K
BRG
2682
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$630K ﹤0.01%
45,933
+13,749
+43% +$176K
REV
2683
DELISTED
Revlon, Inc.
REV
$630K ﹤0.01%
21,614
-1,284
-6% -$40.1K
BELFB
2684
Bel Fuse Inc Class B
BELFB
$3.88B
$629K ﹤0.01%
20,352
-3,407
-14% -$94.8K
HRTG icon
2685
Heritage Insurance Holdings
HRTG
$842M
$627K ﹤0.01%
40,019
+9,063
+29% +$126K
TYPE
2686
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$625K ﹤0.01%
31,507
-10,202
-24% -$206K
IJR icon
2687
iShares Core S&P Small-Cap ETF
IJR
$109B
$624K ﹤0.01%
9,074
+568
+7% +$36.6K
CSLT
2688
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$624K ﹤0.01%
125,993
+5,057
+4% +$22.9K
AMU
2689
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$624K ﹤0.01%
31,384
-20,336
-39% -$391K
RELY
2690
DELISTED
Real Industry, Inc.
RELY
$622K ﹤0.01%
+101,909
New +$591K
IRT icon
2691
Independence Realty Trust
IRT
$3.92B
$621K ﹤0.01%
69,626
+11,470
+20% +$99.3K
ALG icon
2692
Alamo Group
ALG
$2.01B
$620K ﹤0.01%
8,147
-7,726
-49% -$542K
GS.PRK
2693
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$620K ﹤0.01%
22,855
-3,725
-14% -$103K
HIVE
2694
DELISTED
Aerohive Networks
HIVE
$618K ﹤0.01%
+108,489
New +$600K
WRB.PRD
2695
DELISTED
W.R. Berkley Corporation5.75% Subordinated Debentures due 2056
WRB.PRD
$617K ﹤0.01%
26,988
-4,584
-15% -$111K
NILE
2696
DELISTED
Blue Nile, Inc.
NILE
$616K ﹤0.01%
15,154
-1,012
-6% -$38.7K
CAI
2697
DELISTED
CAI International, Inc.
CAI
$613K ﹤0.01%
70,741
-9,307
-12% -$81.3K
ATRC icon
2698
AtriCure
ATRC
$1.77B
$609K ﹤0.01%
+31,134
New +$564K
FSAM
2699
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$607K ﹤0.01%
90,661
-3,435
-4% -$19.6K
HWKN icon
2700
Hawkins
HWKN
$2.91B
$606K ﹤0.01%
22,468
-3,774
-14% -$87.2K
106 107
108
109 110

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PSUF
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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.