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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
QUOT
3176
DELISTED
Quotient Technology Inc
QUOT
$159K ﹤0.01%
14,837
-1,435
-9% -$16.7K
PFSW
3177
DELISTED
PFSweb, Inc.
PFSW
$159K ﹤0.01%
18,692
+3,992
+27% +$32.8K
TLGT
3178
DELISTED
Teligent, Inc
TLGT
$158K ﹤0.01%
2,393
+74
+3% +$5.21K
GAIN icon
3179
Gladstone Investment Corp
GAIN
$635M
$157K ﹤0.01%
18,572
+6
+0% +$50
FBIO icon
3180
Fortress Biotech
FBIO
$111M
$156K ﹤0.01%
3,853
+73
+2% +$2.73K
OSG
3181
DELISTED
Overseas Shipholding Group Inc.
OSG
$155K ﹤0.01%
+40,507
New +$295K
TAC icon
3182
TransAlta
TAC
$4.34B
$154K ﹤0.01%
28,067
-573
-2% -$2.74K
UCFC
3183
DELISTED
United Community Financial Corp
UCFC
$154K ﹤0.01%
+17,250
New +$139K
VSLR
3184
DELISTED
VIVINT SOLAR, INC.
VSLR
$153K ﹤0.01%
60,086
-61,511
-51% -$183K
CVEO icon
3185
Civeo
CVEO
$379M
$152K ﹤0.01%
+5,739
New +$117K
VIVS
3186
VivoSim Labs
VIVS
$1.46M
$152K ﹤0.01%
187
-11
-6% -$8.73K
KDNY
3187
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$152K ﹤0.01%
2,661
-806
-23% -$48.8K
CBR
3188
DELISTED
CIBER Inc.
CBR
$152K ﹤0.01%
239,793
-5,139
-2% -$4.42K
AKH
3189
DELISTED
AIR France-KLM
AKH
$151K ﹤0.01%
28,080
+9,568
+52% +$51.5K
LNTH icon
3190
Lantheus
LNTH
$6.82B
$150K ﹤0.01%
17,472
+5,783
+49% +$51.7K
LXRX icon
3191
Lexicon Pharmaceuticals
LXRX
$1.02B
$150K ﹤0.01%
+10,840
New +$174K
CIA icon
3192
Citizens
CIA
$245M
$147K ﹤0.01%
15,016
-3,221
-18% -$29.8K
NDLS icon
3193
Noodles & Co
NDLS
$90.5M
$143K ﹤0.01%
4,352
+393
+10% +$14.1K
KRNT icon
3194
Kornit Digital
KRNT
$706M
$142K ﹤0.01%
+11,200
New +$129K
UCP
3195
DELISTED
UCP, Inc.
UCP
$142K ﹤0.01%
11,754
-323
-3% -$3.23K
SFE
3196
DELISTED
Safeguard Scientifics, Inc.
SFE
$141K ﹤0.01%
10,456
-5,542
-35% -$68.4K
INSM icon
3197
Insmed
INSM
$23.2B
$137K ﹤0.01%
+10,354
New +$141K
CETV
3198
DELISTED
Central European Media Enterprises Ltd
CETV
$136K ﹤0.01%
53,407
+1,913
+4% +$4.81K
CNTY icon
3199
Century Casinos
CNTY
$32.9M
$132K ﹤0.01%
16,088
+2,809
+21% +$19.4K
BCOV
3200
DELISTED
Brightcove, Inc.
BCOV
$126K ﹤0.01%
+15,636
New +$153K
126 127
128
129 130

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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.