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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
AREX
3151
DELISTED
Approach Resources Inc.
AREX
$186K ﹤0.01%
55,548
-150,923
-73% -$491K
AXIA.PR
3152
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$183K ﹤0.01%
+23,168
New +$184K
RNWK
3153
DELISTED
RealNetworks Inc
RNWK
$183K ﹤0.01%
37,693
-1,278
-3% -$6.01K
GFA
3154
DELISTED
Gafisa S.A.
GFA
$179K ﹤0.01%
+11,975
New +$224K
KOPN icon
3155
Kopin
KOPN
$663M
$178K ﹤0.01%
62,851
+7,836
+14% +$19K
GOGO icon
3156
Gogo Inc
GOGO
$515M
$176K ﹤0.01%
19,135
+3,563
+23% +$35.2K
DSPG
3157
DELISTED
DSP Group Inc
DSPG
$176K ﹤0.01%
13,524
-5,030
-27% -$57.6K
INSY
3158
DELISTED
Insys Therapeutics, Inc.
INSY
$176K ﹤0.01%
19,112
+6,718
+54% +$75.9K
FLY
3159
DELISTED
Fly Leasing Limited
FLY
$176K ﹤0.01%
13,231
-12,942
-49% -$168K
VOXX
3160
DELISTED
VOXX International Corporation Class A
VOXX
$172K ﹤0.01%
36,627
-25,240
-41% -$110K
COLL icon
3161
Collegium Pharmaceutical
COLL
$1.14B
$171K ﹤0.01%
+10,956
New +$182K
ORBC
3162
DELISTED
ORBCOMM, Inc.
ORBC
$171K ﹤0.01%
20,635
-424
-2% -$3.73K
LPCN icon
3163
Lipocine
LPCN
$17.1M
$170K ﹤0.01%
2,719
+413
+18% +$26.1K
FRBK
3164
DELISTED
Republic First Bancorp Inc
FRBK
$170K ﹤0.01%
20,306
+1,111
+6% +$6.14K
HEOP
3165
DELISTED
Heritage Oaks Bancorp
HEOP
$169K ﹤0.01%
13,703
+458
+3% +$4.36K
CNR
3166
DELISTED
Cornerstone Building Brands, Inc.
CNR
$168K ﹤0.01%
10,714
-2,009
-16% -$31.4K
SNDX icon
3167
Syndax Pharmaceuticals
SNDX
$1.84B
$166K ﹤0.01%
23,127
-464
-2% -$5.08K
HNRG icon
3168
Hallador Energy
HNRG
$718M
$164K ﹤0.01%
18,056
-23,602
-57% -$207K
MODN
3169
DELISTED
MODEL N, INC.
MODN
$164K ﹤0.01%
18,520
-5,825
-24% -$54.2K
SENS icon
3170
Senseonics Holdings Inc
SENS
$254M
$163K ﹤0.01%
3,058
+1,475
+93% +$84.3K
FNWB icon
3171
First Northwest Bancorp
FNWB
$114M
$162K ﹤0.01%
10,414
+276
+3% +$4.03K
MERC icon
3172
Mercer International
MERC
$44.9M
$161K ﹤0.01%
15,135
-4,603
-23% -$41.7K
CRCM
3173
DELISTED
CARE.COM, INC.
CRCM
$161K ﹤0.01%
18,828
-540
-3% -$4.75K
CYTK icon
3174
Cytokinetics
CYTK
$11B
$160K ﹤0.01%
13,144
-56
-0.4% -$594
BTE icon
3175
Baytex Energy
BTE
$3.08B
$159K ﹤0.01%
32,634
+16,244
+99% +$70.5K
125 126
127
128 129

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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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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.