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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
SGRY icon
2851
Surgery Partners
SGRY
$2.06B
$436K ﹤0.01%
27,483
+2,444
+10% +$40.6K
WMS icon
2852
Advanced Drainage Systems
WMS
$10.9B
$436K ﹤0.01%
21,146
-85,152
-80% -$1.78M
BMCH
2853
DELISTED
BMC Stock Holdings, Inc
BMCH
$436K ﹤0.01%
22,354
-7,983
-26% -$145K
MXL icon
2854
MaxLinear
MXL
$6.49B
$435K ﹤0.01%
19,947
-130,826
-87% -$2.71M
TBPH icon
2855
Theravance Biopharma
TBPH
$874M
$435K ﹤0.01%
13,634
+1,063
+8% +$33K
HMY icon
2856
Harmony Gold Mining
HMY
$9.92B
$434K ﹤0.01%
196,483
+79,146
+67% +$210K
JRVR icon
2857
James River Group Holdings
JRVR
$218M
$434K ﹤0.01%
10,442
-656
-6% -$25.4K
INDA icon
2858
iShares MSCI India ETF
INDA
$6.71B
$433K ﹤0.01%
16,134
-459,638
-97% -$12.8M
WATT icon
2859
Energous
WATT
$80.3M
$431K ﹤0.01%
43
+2
+5% +$19.1K
BOJA
2860
DELISTED
Bojangles', Inc. Common Stock
BOJA
$431K ﹤0.01%
+23,091
New +$402K
HURC icon
2861
Hurco Companies Inc
HURC
$137M
$430K ﹤0.01%
12,980
+169
+1% +$5.04K
IYR icon
2862
iShares US Real Estate ETF
IYR
$4.59B
$430K ﹤0.01%
5,594
-52
-0.9% -$3.95K
SYNT
2863
DELISTED
Syntel Inc
SYNT
$429K ﹤0.01%
21,671
+4,337
+25% +$93.4K
NEWR
2864
DELISTED
New Relic, Inc.
NEWR
$422K ﹤0.01%
14,948
-863
-5% -$28.5K
IWP icon
2865
iShares Russell Mid-Cap Growth ETF
IWP
$20B
$421K ﹤0.01%
8,640
-2,484
-22% -$120K
ROS
2866
DELISTED
ROSTELEKOM
ROS
$421K ﹤0.01%
+49,261
New +$421K
INST
2867
DELISTED
Instructure, Inc.
INST
$420K ﹤0.01%
21,480
-19,523
-48% -$419K
MSBI icon
2868
Midland States Bancorp
MSBI
$669M
$419K ﹤0.01%
11,578
+309
+3% +$9.15K
DCO icon
2869
Ducommun
DCO
$2.68B
$418K ﹤0.01%
16,370
-13,152
-45% -$320K
HBNC icon
2870
Horizon Bancorp
HBNC
$1.03B
$417K ﹤0.01%
22,364
-4,872
-18% -$73.2K
WIFI
2871
DELISTED
Boingo Wireless, Inc.
WIFI
$417K ﹤0.01%
34,235
-8,590
-20% -$96.1K
MRT
2872
DELISTED
MedEquities Realty Trust, Inc.
MRT
$416K ﹤0.01%
+37,484
New +$419K
PGEN icon
2873
Precigen
PGEN
$1.93B
$415K ﹤0.01%
17,230
+2,087
+14% +$58.1K
BMTC
2874
DELISTED
Bryn Mawr Bank Corp
BMTC
$414K ﹤0.01%
9,820
-7,326
-43% -$259K
NVDQ
2875
DELISTED
Novadaq Technologies Inc.
NVDQ
$412K ﹤0.01%
58,173
+13,871
+31% +$126K
113 114
115
116 117

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.