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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
SMI
2401
DELISTED
Semiconductor Manufacturing Intl
SMI
$1.15M ﹤0.01%
151,118
+57,366
+61% +$370K
BLX icon
2402
Bladex Inc
BLX
$2.27B
$1.15M ﹤0.01%
39,044
-40,769
-51% -$1.16M
KGC icon
2403
Kinross Gold
KGC
$28.7B
$1.15M ﹤0.01%
368,936
-249,294
-40% -$875K
LABL
2404
DELISTED
Multi-Color Corp
LABL
$1.15M ﹤0.01%
14,783
-2,149
-13% -$152K
LORL
2405
DELISTED
Loral Space and Communications, Inc.
LORL
$1.15M ﹤0.01%
27,911
-7,163
-20% -$280K
TG icon
2406
Tredegar Corp
TG
$269M
$1.14M ﹤0.01%
47,587
-4,559
-9% -$95.7K
NETI
2407
DELISTED
Eneti Inc.
NETI
$1.14M ﹤0.01%
24,318
-975
-4% -$41K
BJRI icon
2408
BJ's Restaurants
BJRI
$1.44B
$1.14M ﹤0.01%
28,980
-16,489
-36% -$615K
PEGA icon
2409
Pegasystems
PEGA
$4.56B
$1.13M ﹤0.01%
62,760
-24,064
-28% -$402K
CSTE icon
2410
Caesarstone
CSTE
$75M
$1.13M ﹤0.01%
39,297
-10,134
-21% -$322K
UVE icon
2411
Universal Insurance Holdings
UVE
$1.18B
$1.13M ﹤0.01%
39,638
-8,860
-18% -$211K
CLD
2412
DELISTED
Cloud Peak Energy Inc
CLD
$1.13M ﹤0.01%
200,795
+101,069
+101% +$610K
PODD icon
2413
Insulet
PODD
$11.4B
$1.12M ﹤0.01%
29,756
-22,564
-43% -$841K
SABA
2414
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.12M ﹤0.01%
86,493
– –
LNW
2415
DELISTED
Light & Wonder
LNW
$1.12M ﹤0.01%
80,028
+34,410
+75% +$471K
CLVS
2416
DELISTED
Clovis Oncology, Inc.
CLVS
$1.12M ﹤0.01%
25,221
+13,384
+113% +$471K
KNM
2417
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.12M ﹤0.01%
27,260
-1,161
-4% -$47.7K
REI icon
2418
Ring Energy
REI
$315M
$1.12M ﹤0.01%
86,101
+15,853
+23% +$183K
USMV icon
2419
iShares MSCI USA Min Vol Factor ETF
USMV
$23.4B
$1.11M ﹤0.01%
+24,663
New +$1.1M
INFN
2420
DELISTED
Infinera Corporation Common Stock
INFN
$1.11M ﹤0.01%
131,261
+29,314
+29% +$251K
HDSN
2421
Hudson Technologies
HDSN
$272M
$1.11M ﹤0.01%
138,785
+82,481
+146% +$582K
SUBC
2422
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.11M ﹤0.01%
88,279
+21,980
+33% +$277K
TEAM icon
2423
Atlassian
TEAM
$23.1B
$1.11M ﹤0.01%
46,092
-72,345
-61% -$1.96M
ITG
2424
DELISTED
Investment Technology Group Inc
ITG
$1.11M ﹤0.01%
56,172
-13,157
-19% -$238K
EXAS
2425
DELISTED
Exact Sciences
EXAS
$1.11M ﹤0.01%
82,850
+31,972
+63% +$516K
95 96
97
98 99

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MCM
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PSUF
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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.