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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
MPAA icon
3026
Motorcar Parts of America
MPAA
$261M
$275K ﹤0.01%
10,210
-21,581
-68% -$569K
PCW
3027
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$275K ﹤0.01%
51,067
+9,485
+23% +$51.1K
CVLG icon
3028
Covenant Logistics
CVLG
$1.18B
$274K ﹤0.01%
28,284
+388
+1% +$3.63K
SPNS
3029
DELISTED
Sapiens International
SPNS
$274K ﹤0.01%
19,138
+198
+1% +$2.78K
BKLN icon
3030
Invesco Senior Loan ETF
BKLN
$7.1B
$272K ﹤0.01%
11,649
+964
+9% +$22.4K
BMRC icon
3031
Bank of Marin Bancorp
BMRC
$466M
$272K ﹤0.01%
+7,788
New +$233K
CIVI
3032
DELISTED
Civitas Resources
CIVI
$272K ﹤0.01%
2,386
-477
-17% -$61.3K
NL icon
3033
NLI Holdings
NL
$284M
$272K ﹤0.01%
33,398
-6,585
-16% -$36K
CVCO icon
3034
Cavco Industries
CVCO
$4.39B
$271K ﹤0.01%
2,711
-6,469
-70% -$623K
LPG icon
3035
Dorian LPG
LPG
$1.94B
$271K ﹤0.01%
32,994
-5,071
-13% -$36.3K
ITCI
3036
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$271K ﹤0.01%
17,944
-10,096
-36% -$143K
AMNB
3037
DELISTED
American National Bankshares Inc
AMNB
$271K ﹤0.01%
7,790
+47
+0.6% +$1.43K
PL.PRC.CL
3038
DELISTED
Protective Life Corp
PL.PRC.CL
$271K ﹤0.01%
10,675
-1,792
-14% -$45.8K
AMBA icon
3039
Ambarella
AMBA
$2.99B
$270K ﹤0.01%
4,995
+866
+21% +$52.2K
SBLK icon
3040
Star Bulk Carriers
SBLK
$3.14B
$270K ﹤0.01%
52,800
+2,698
+5% +$13.4K
KBE icon
3041
State Street SPDR S&P Bank ETF
KBE
$1.64B
$269K ﹤0.01%
6,177
-403,538
-98% -$15.6M
GTT
3042
DELISTED
GTT Communications, Inc.
GTT
$267K ﹤0.01%
9,270
-2,458
-21% -$60.6K
MFIC icon
3043
MidCap Financial Investment
MFIC
$784M
$263K ﹤0.01%
14,951
+1
+0% +$18
O.PRF.CL
3044
DELISTED
Realty Income Corporation
O.PRF.CL
$263K ﹤0.01%
10,472
-1,780
-15% -$45.2K
PGTI
3045
DELISTED
PGT, Inc.
PGTI
$262K ﹤0.01%
22,880
-5,305
-19% -$57.8K
ECYT
3046
DELISTED
Endocyte, Inc. Common Stock
ECYT
$262K ﹤0.01%
102,875
+73,667
+252% +$212K
WRB.PRB
3047
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$261K ﹤0.01%
11,537
-2,044
-15% -$49.9K
PSA.PRT.CL
3048
DELISTED
Public Storage
PSA.PRT.CL
$261K ﹤0.01%
10,742
-1,822
-15% -$45.1K
AAOI icon
3049
Applied Optoelectronics
AAOI
$8.04B
$260K ﹤0.01%
+11,093
New +$257K
HCI icon
3050
HCI Group
HCI
$2.28B
$260K ﹤0.01%
6,583
-272
-4% -$8.69K
120 121
122
123 124

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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.