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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
IJK icon
3301
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
– –
-6,384
Closed -$279K
INO icon
3302
Inovio Pharmaceuticals
INO
$79.8M
– –
-1,747
Closed -$195K
MITK icon
3303
Mitek Systems
MITK
$762M
– –
-113,495
Closed -$941K
MPX
3304
DELISTED
Marine Products Corp
MPX
– –
-12,084
Closed -$108K
NERV icon
3305
Minerva Neurosciences
NERV
$188M
– –
-1,773
Closed -$200K
NHTC icon
3306
Natural Health Trends
NHTC
$15.4M
– –
-9,480
Closed -$268K
OPY icon
3307
Oppenheimer Holdings
OPY
$1.17B
– –
-31,812
Closed -$455K
PAGP icon
3308
Plains GP Holdings
PAGP
$5.23B
– –
-18,341
Closed -$629K
PBYI icon
3309
Puma Biotechnology
PBYI
$406M
– –
-14,626
Closed -$981K
PFSI icon
3310
PennyMac Financial
PFSI
$4.38B
– –
-19,158
Closed -$326K
PMTS icon
3311
CPI Card Group
PMTS
$224M
– –
-5,058
Closed -$153K
RDI icon
3312
Reading International Class A
RDI
$32.9M
– –
-18,759
Closed -$250K
RMTI icon
3313
Rockwell Medical
RMTI
$26.2M
– –
-91
Closed -$67K
SPXX icon
3314
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$331M
– –
-48,025
Closed -$661K
TEO icon
3315
Telecom Argentina
TEO
$5.89B
– –
-16,020
Closed -$293K
TPST icon
3316
Tempest Therapeutics
TPST
$14.8M
– –
-14
Closed -$286K
TTGT icon
3317
TechTarget
TTGT
$246M
– –
-24,538
Closed -$198K
UUUU icon
3318
Energy Fuels
UUUU
$2.82B
– –
-61,317
Closed -$97K
VNO.PRL icon
3319
Vornado Realty Trust 5.40% Series L Preferred Shares
VNO.PRL
$209M
– –
-10,465
Closed -$267K
WNEB icon
3320
Western New England Bancorp
WNEB
$287M
– –
-10,804
Closed -$83K
XLE icon
3321
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
– –
-596,376
Closed -$21.1M
YRD
3322
Yiren Digital
YRD
$103M
– –
-14,419
Closed -$341K
INFI
3323
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-19,355
Closed -$30K
TESS
3324
DELISTED
Tessco Technologies Inc
TESS
– –
-18,411
Closed -$228K
RFP
3325
DELISTED
Resolute Forest Products Inc.
RFP
– –
-10,685
Closed -$51K
131 132
133
134 135

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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.