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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
CRAY
2801
DELISTED
Cray, Inc.
CRAY
$493K ﹤0.01%
23,813
-4,010
-14% -$82.6K
SFUN
2802
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$491K ﹤0.01%
2,992
+931
+45% +$153K
VRTS icon
2803
Virtus Investment Partners
VRTS
$1.11B
$489K ﹤0.01%
4,139
+935
+29% +$102K
CCV.CL
2804
DELISTED
Comcast Corporation
CCV.CL
$488K ﹤0.01%
19,458
+1,577
+9% +$40.2K
GNBC
2805
DELISTED
Green Bancorp, Inc
GNBC
$487K ﹤0.01%
32,047
-4,547
-12% -$55.9K
DERM
2806
DELISTED
Dermira, Inc.
DERM
$486K ﹤0.01%
16,014
-23,338
-59% -$752K
BWG
2807
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$485K ﹤0.01%
40,973
– –
FORM icon
2808
FormFactor
FORM
$8.11B
$483K ﹤0.01%
43,092
+3,202
+8% +$34.1K
OSPN icon
2809
OneSpan
OSPN
$562M
$482K ﹤0.01%
35,297
-524
-1% -$7.88K
AMJ
2810
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$482K ﹤0.01%
15,250
-223
-1% -$6.81K
NVEE
2811
DELISTED
NV5 Global
NVEE
$480K ﹤0.01%
57,456
-156
-0.3% -$1.28K
PTLA
2812
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$480K ﹤0.01%
21,369
+11,904
+126% +$233K
GWPH
2813
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$473K ﹤0.01%
4,229
-3,241
-43% -$390K
SPNT icon
2814
SiriusPoint
SPNT
$2.98B
$472K ﹤0.01%
40,845
+17,803
+77% +$215K
WB icon
2815
Weibo
WB
$1.9B
$472K ﹤0.01%
+11,625
New +$555K
TDAY
2816
USA Today Co
TDAY
$1.23B
$470K ﹤0.01%
+29,418
New +$454K
RWR icon
2817
State Street SPDR Dow Jones REIT ETF
RWR
$1.93B
$470K ﹤0.01%
5,031
-640,626
-99% -$58.7M
CASS icon
2818
Cass Information Systems
CASS
$698M
$467K ﹤0.01%
8,373
-361
-4% -$17.4K
COHU icon
2819
Cohu
COHU
$2.39B
$466K ﹤0.01%
33,529
-10,624
-24% -$129K
BNCN
2820
DELISTED
BNC Bancorp
BNCN
$466K ﹤0.01%
14,613
+1,191
+9% +$33.4K
MLAB icon
2821
Mesa Laboratories
MLAB
$539M
$464K ﹤0.01%
3,782
+151
+4% +$18.8K
BAC.PRI.CL
2822
DELISTED
Bk Of Amer Corp 6.625% Ser I
BAC.PRI.CL
$464K ﹤0.01%
18,329
-3,727
-17% -$96.2K
RNR.PRE
2823
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
$464K ﹤0.01%
20,634
-3,542
-15% -$85.5K
NMIH icon
2824
NMI Holdings
NMIH
$3.25B
$462K ﹤0.01%
43,353
-29,077
-40% -$257K
MB
2825
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$461K ﹤0.01%
+21,644
New +$437K
111 112
113
114 115

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MCM
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PSUF
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BAM
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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.